We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...

In his doctoral thesis, Michael Roop develops numerical methods that allow finding physically reliable approximate solutions to nonlinear differential equations used to model turbulence.

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

A University of Manchester researcher has developed a machine-learning method to spot sudden changes in fluid behavior, known as bifurcation points, before traditional simulations fail. The approach ...