Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical ...

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 ...

This course studies several classes of methods for the numerical solution of partial differential equations in multiple dimensions on structured and unstructured grids. Finite volume methods for ...

Some familiarity with ordinary differential equations, partial differential equations, Fourier transforms, linear algebra, and basic numerical methods for PDEs is assumed. It is strongly recommended ...

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...

ABSTRACT: Numerical solutions of singular Fredholm integral equations of the second kind are solved by using Coiflet interpolation method. Error analysis of the ...

Students on our H420 programme follow the same programme as the H401 spending fourth year in industry. The descriptors for all programmes are the same (including H411). The module builds on your prior ...