Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines. Common methods like sparse identification of ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
Data-driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data-driven techniques face the ...
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