The study of Stochastic Partial Differential Equations (SPDEs) occupies a central position in the modern analysis of physical systems where randomness and uncertainty play crucial roles. By ...

Abstract: In this paper, we focus on a new type of backward stochastic differential equations called reflected mean-field backward stochastic differential equations with time delayed generators ...

This project explores and implements a wide range of classical and advanced techniques in the field of numerical analysis and differential equations, combining symbolic computation, custom numerical ...

Sequential Propagation of Chaos (SPoC) is a recent technique for solving mean-field stochastic differential equations (SDEs) and their associated nonlinear Fokker-Planck equations. These equations ...

Abstract: In this technical note, we discuss the stochastic optimal control problems of mean-field stochastic differential delayed equations (MFSDDEs) which arise naturally from various backgrounds ...

Donders Institute for Brain, Cognition and Behaviour, Radboud University, Nijmegen, Netherlands The rapid growth of large-scale neuroscience datasets has spurred diverse modeling strategies, ranging ...

This visualizer allows you to plot the direction field of a given differential equation. You can zoom in and out, move around and watch the direction field change in real time as well as trace ...