Stochastic partial differential equation

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Explores Stochastic Differential Equations, discussing existence, uniqueness, Lipschitz properties, and explicit solutions.

Covers variational methods in mechanics, focusing on the Ritz-Galerkin method.

Explores solving differential equations with periodic data using Fourier series and delves into the heat equation in R.

Covers the application of finite difference methods to solve partial differential equations.

Explores solutions to partial differential equations and their applications in various scenarios.

Covers numerical methods for solving boundary value problems, including applications with the Fast Fourier transform (FFT) and de-noising data.

Covers partial differential equations, Hessians, and the Implicit Function Theorem, with a focus on exam question resolution.

Explores fundamental solutions in partial differential equations, highlighting their significance in mathematical applications.

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Explores density results in Sobolev spaces, emphasizing their applications and proof techniques.