An advanced course in the analytical and numerical study of ordinary and partial differential equations, building on techniques developed in Differential Equations I. Ordinary differential equations: ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...