The study of wave phenomena by means of mathematical models often leads to a certain class of nonlinear partial differential equations referred to as integrable systems. My main area of research deals ...
I am interested in spatial stochastic models, in particular in diffusions, branching diffusions, superprocesses, and processes in random media. Certain linear and nonlinear partial differential ...
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 ...