This study focuses on the numerical resolution of backward stochastic differential equations with data dependent on a jump-diffusion process. We propose and analyse a numerical scheme based on ...

JIANBO CUI, JIALIN HONG, STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT, SIAM Journal on Numerical ...

This month, I describe how Maxima can help with differential equations, but I'm going to leave out some of the intermediate results to save some space. A lot of science involves figuring out how ...

MIT solved a century-old differential equation to break 'liquid' AI's computational bottleneck The discovery could usher in a new generation of weather forecasting and autonomous vehicle driving ...