Discontinuous Galerkin (DG) methods represent a versatile and robust class of numerical schemes for approximating solutions to partial differential equations (PDEs). Combining elements of finite ...

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...

A new technical paper titled “Solving sparse finite element problems on neuromorphic hardware” was published by researchers ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

Field of expertise: Numerical analysis, machine learning and scientific computing Selected Projects • Mathematical Theory for Deep Learning It is the key goal of this project to provide a rigorous ...

Description: This is a methods course for juniors in any branch of engineering and science, designed to follow MA 262. Basic techniques for solving systems of linear ordinary differential equations.