SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...

This paper shows the existence and uniqueness of the solution of a backward stochastic differential equation inspired from a model for stochastic differential utility in finance theory. We show our ...

Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...

Shock formation represents the process whereby smooth solutions to the governing equations of fluid dynamics undergo a transition to discontinuous states. In compressible fluid dynamics, this ...

Shen will continue decades of research on partial differential equations and harmonic analysis at Westlake University in ...