The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

SIAM Journal on Numerical Analysis, Vol. 42, No. 2 (2005), pp. 800-825 (26 pages) We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and ...

Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...

Check out this spice amplifier model. A basic Spice model that simulates an amplifier’s bandwidth, magnitude, phase, and transient response can be up and running in as little as three lines of code.