Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...
Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...
SIAM Journal on Numerical Analysis, Vol. 55, No. 6 (2017), pp. 3097-3119 (23 pages) We consider the problem of stabilizing a matrix by a correction of minimal norm: Given a square matrix that has some ...
An intermediate level course in the analytical and numerical study of ordinary differential equations, with an emphasis on their applications to the real world. Exact solution methods for ordinary ...
For systems of matrix equations of the form $$U' = A(t, U, V)V,\quad V' = - B(t, U, V)$$ it is shown here that the oscillation problem can be reduced to the ...
Researchers from the Institute of Cosmos Sciences of the University of Barcelona (ICCUB) have developed a new framework based ...
We propose a new, unified approach to solving jump-diffusion partial integrodifferential equations (PIDEs), which often appear in mathematical finance. Our method consists of the following steps.