This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...

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 ...

The paper deals with the computation of functions of fractional powers of differential operators. The spectral properties of these operators naturally suggest the use of rational approximations. In ...

Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...

Many years ago while taking an electrical engineering class at the University of the Philippines in Diliman, I was thoroughly impressed by my professor, Bartolome Blanco, who solved a differential ...