Ordinary differential equations (ODEs) are also called initial value problems because a time zero value for each first-order differential equation is needed. The following is an example of a ...

SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...

Model natural and engineered hydraulic and hydrologic systems. Manage large datasets and develop models for hydrodynamics. Gain in-depth modeling experience using real-world case studies in a ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...