Euler-Maruyama-MATLAB Euler-Maruyama function for Solving Stochastic Differential Equations using Numerical Integration of Ito integrals This a MATLAB function for solving stochastic differential ...

MATLAB Symbolic Differential Equation Solver SODES is a MATLAB function which takes in systems of 2nd order differential equations in standard MATLAB symbolic form, re-writes them into C as MEX ...

A usage and benchmarks for a new proposed MATLAB tool for efficient evaluation of fractional-order backward differences, sums, differintegrals, and fractional-order differential equations (FODE) are ...

In this article, we present a data-free method to solve differential equation using artificial neural networks (ANN). This method exploits the universal function approximation nature of a neural ...

Two new approaches allow deep neural networks to solve entire families of partial differential equations, making it easier to model complicated systems and to do so orders of magnitude faster.

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...