Parameter estimation in differential equation models is a critical endeavour in the mathematical modelling of dynamic systems. Such models, represented by ordinary differential equations (ODEs), ...

Methods for solving linear, ordinary, and partial differential equations of mathematical physics. Green's functions, distribution theory, integral equations, transforms, potential theory, diffusion ...

The course will offer students the opportunity to solve challenging mathematical problems unlike standard homework problems in any course. Class time will be spent studying problems, discovering ...

A mathematical model is an abstract model that uses mathematical language to describe the behaviour of a system. Mathematical models are used particularly in the natural sciences and engineering ...

Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...

This is the 2nd part of a two course graduate sequence in analytical methods to solve partial differential equations of mathematical physics. Review of Separation of variables. Laplace Equation: ...