Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...

Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...

A Russian mathematician has developed a new method for analyzing a class of equations that underpin models in physics and economics and are considered "eternal" as they have challenged researchers for ...