Ordinary differential equations (ODEs) and difference equations serve as complementary tools in the mathematical modelling of processes evolving in continuous and discrete time respectively. Together ...

This rapidly evolving field extends classical discrete calculus by introducing non-integer, or fractional, orders of difference operators. Such an approach is particularly well suited to modelling ...

If today's college students could find a way to get their hands on a copy of Facebook's latest neural network, they could cheat all the way through Calc 3. They could even solve the differential ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...