In this article, a solution to a semi-linear PDE is obtained by taking the minimum of solutions to related linear PDEs over an infinite-dimensional space of discount boundaries. By restricting the ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

SIAM Journal on Applied Mathematics, Vol. 43, No. 6 (Dec., 1983), pp. 1259-1273 (15 pages) A constructive algorithm is developed to determine whether or not a given linear p.d.e. can be mapped into a ...

Join us, October 26, 27 and 28, 2022, for our new lecture series named after Vladimir Marchenko, a Ukrainian mathematician who specializes in mathematical physics. Marchenko's seminal contributions to ...

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 ...

This is a preview. Log in through your library . Abstract Using a representation in terms of a two-type branching particle system, we prove that positive solutions of the system u̇ = Au+uv, v̇ = Bv+uv ...