Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...

We introduce a new class of exponential integrators for the numerical integration of large-scale systems of stiff differential equations. These so-called Rosenbrock-type methods linearize the flow in ...

We propose a new, unified approach to solving jump-diffusion partial integrodifferential equations (PIDEs), which often appear in mathematical finance. Our method consists of the following steps.

Functional differential equations with forward and backward delays arise naturally, for instance, in the study of travelling waves in lattice equations and as semi-discretizations of partial ...

Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...