SIAM Journal on Applied Mathematics, Vol. 17, No. 3 (May, 1969), pp. 511-515 (5 pages) In this paper, a method of synthesizing the governing differential equations of nonlinear second order systems, ...
Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...
This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...
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