SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

This is a preview. Log in through your library . Abstract This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where ...

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 ...

Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...