This is a preview. Log in through your library . Abstract This paper presents a review of the developments in the numerical solution of partial differential equations by linear programming since 1969.

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...

WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...

Georgia Tech researchers recently presented their work at leading programming and systems conferences, focusing on static ...

Approximate solutions to more complex equations can be found using a process called iteration. Iteration means repeatedly carrying out a process. To solve an equation using iteration, start with an ...

Two essential quantities for the analysis of approximation schemes of evolution equations are stability and convergence. We derive stability and convergence of fully discrete approximation schemes of ...

I was doing some electronics questions, when I came across a really har calculation. Now, im no maths genius, and what I learn tends to get forgoten if I dont use it ...