Boundary value problems for nonlinear partial differential equations form a cornerstone of modern mathematical analysis, bridging theoretical advancements and practical real-world applications. These ...
Nonlinear partial differential equations (PDEs) characterise a wide range of complex phenomena in science and engineering, from fluid dynamics to signal processing in biomedical systems. In recent ...
This book serves as a bridge between graduate textbooks and research articles in the area of nonlinear elliptic partial differential equations. Whereas graduate textbooks present basic concepts, the ...
Recent decades have witnessed a bloom in research at the interface of complex geometry and nonlinear partial differential equations. This interdisciplinary field explores the deep and intricate ...
Risk: A new nonlinear partial differential equation in finance and a method of its solution
We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...
A new nonlinear partial differential equation in finance and a method of its solution
An advanced course in the analytical and numerical study of ordinary and partial differential equations, building on techniques developed in Differential Equations I. Ordinary differential equations: ...
Partial differential equations (PDEs) lie at the heart of many different fields of Mathematics and Physics: Complex Analysis, Minimal Surfaces, Kähler and Einstein Geometry, Geometric Flows, ...
In his doctoral thesis, Michael Roop develops numerical methods that allow finding physically reliable approximate solutions to nonlinear differential equations used to model turbulence.
Risk: Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs