This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...

Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...

The paper deals with the computation of functions of fractional powers of differential operators. The spectral properties of these operators naturally suggest the use of rational approximations. In ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

Calculation: A representation of a network of electromagnetic waveguides (left) being used to solve Dirichlet boundary value problems. The coloured diagrams at right represent the normalized ...