Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

This is a preview. Log in through your library . Abstract A stochastic collocation method for solving linear parabolic partial differential equations with random coefficients, forcing terms, and ...

SIAM Journal on Numerical Analysis, Vol. 27, No. 6 (Dec., 1990), pp. 1422-1444 (23 pages) Vector systems of parabolic partial differential equations in one space dimension are solved by an adaptive ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...