The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not ...

Continuation of APPM 5470. Advanced study of the properties and solutions of elliptic, parabolic, and hyperbolic partial differential equations. Topics include the study of Sobolev spaces and ...

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, ...

Calculation: A representation of a network of electromagnetic waveguides (left) being used to solve Dirichlet boundary value problems. The coloured diagrams at right represent the normalized ...

The importance of similarity transformations and their applications to partial differential equations is discussed. The theory has been presented in a simple manner so that it would be beneficial at ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...