To fully appreciate Science you have to build the associated mathematical models yourself. The assembly of this private universe of algebra and diagrams is an absorbing and highly creative task. It is ...

We consider model selection and estimation in a context where there are competing ordinary differential equation (ODE) models, and all the models are special cases of a "full" model. We propose a ...

In this paper, we consider the numerical valuation of swing options in electricity markets based on a two-factor model. These kinds of contracts are modeled as path dependent options with multiple ...

This is a preview. Log in through your library . Abstract In this paper the "backward-uniqueness property" is ascertained for a two- or three-dimensional, fluid-structure interactive partial ...

This is the first part of a two course graduate sequence in analytical methods to solve ordinary and partial differential equations of mathematical physics. Review of Advanced ODE’s including power ...

The course is devoted to analytical methods for partial differential equations of mathematical physics. Review of separation of variables. Laplace Equation: potential theory, eigenfunction expansions, ...