This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations.
In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's. When the s