Positivity preserving solutions of partial integro-differential equations

[摘要] (cont.) This work improves upon and combines several methods to develop more efficient methods. There are a vast number of systems that be solved using the methods developed in this work. The examples considered include population balances, neural models, radiative heat transfer models, among others. For the capstone portion, financial option pricing models using ;;jump-diffusion;; motion are considered. Overall, gains in accuracy and efficiency were demonstrated across many conditions.

[发布机构] Massachusetts Institute of Technology