Inverse problems are central to modern applied mathematics, posing the challenge of deducing causes from observed effects across numerous disciplines including geophysics, medical imaging and ...

Digital prototyping has become an essential tool to speed design cycles. It lets designers replace expensive hardware prototypes with virtual models to predict system behavior, providing insight into ...

Methods for solving linear, ordinary, and partial differential equations of mathematical physics. Green's functions, distribution theory, integral equations, transforms, potential theory, diffusion ...

Brownian motion and Langevin's equation. Ito and Stratonovich Stochastic integrals. Stochastic calculus and Ito's formula. SDEs and PDEs of Kolmogorov. Fokker-Planck, and Dynkin. Boundary conditions, ...