A sparse-grid method for solving multi-dimensional backward stochastic differential equations (BSDEs) based on a multi-step time discretization scheme [31] is presented. In the multi-dimensional ...

The purpose of this study is the design of efficient methods for the solution of an ordinary differential system of equations arising from the semidiscretization of a hyperbolic partial differential ...

Cascadic Multigrid Methods for Partial Differential Equations Publication Trend The graph below shows the total number of publications each year in Cascadic Multigrid Methods for Partial ...

APPM 5460 Methods in Applied Mathematics: Dynamical Systems and Differential Equations Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers ...