This paper presents a new approach for finding exact solutions to certain classes of nonlinear partial differential equations (NLPDEs) by combining the variation of parameters method with classical ...

Partial differential equations (PDEs) form the mathematical backbone for models in physics, engineering, biology and finance. They express relationships between the rates of change of a multivariable ...

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...

Compartment models have been proposed in the 1920s as a model for the spread of an infectious disease in a society, in a famous article by Kermack and ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. Birgitta Böckeler, Distinguished Engineer at ...

In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency ...

In this topic, our goal is to utilise and further develop the theory of non-linear PDEs to understand singular phenomena arising in geometry and in the description of the physical world. Particular ...