Parabolic partial differential equations (PDEs) play a pivotal role in modelling processes that involve diffusion and thermal dynamics. Over recent decades, the study of their controllability – the ...

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

SIAM Journal on Numerical Analysis, Vol. 27, No. 6 (Dec., 1990), pp. 1422-1444 (23 pages) Vector systems of parabolic partial differential equations in one space dimension are solved by an adaptive ...

We study the finite element method for stochastic parabolic partial differential equations driven by nuclear or space-time white noise in the multidimensional case. The discretization with respect to ...

We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course ...