Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...

A Russian mathematician has developed a new method for analyzing a class of equations that underpin models in physics and ...