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Partial differential equation (PDE)

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...
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Partial Differential Equations

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 ...
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Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
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Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent

This monthly journal, begun in 1950, is devoted entirely to research in pure and applied mathematics, principally to the publication of original papers of moderate length. A section called Shorter ...