Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...

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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 ...

In this paper, the authors demonstrate the route used for solving differential equations for the engineering applications at UAEU. Usually students at the Engineering Requirements Unit (ERU) stage of ...

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the ...

This is a preview. Log in through your library . Abstract In this paper, we introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic ...