Explores distribution and interpolation spaces, differential operators, Fourier transform, Schwartz space, fundamental solutions, Farrier transform, and uniform continuity.
Explores error estimation in numerical methods for solving ordinary differential equations, emphasizing the impact of errors on solution accuracy and stability.
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Explores the local approach of the finite element method, covering elementary matrices, assembly operations, stiffness matrix, system of equations, and practical examples.
