Arising from an investigation in Hydrodynamics, the Korteweg-de Vries equation demonstrates existence of nonlinear waves that resume their profile after interaction. In this thesis, the classical equations governing wave motion are the starting point for the development of an analogue of the KdV that describes the evolution of a wave...
In this dissertation, we investigate three numerical methods for inverting the Laplace transform. These methods are all based on the trapezoidal-type approximations to the Bromwich integral. The first method is the direct integration method: It is a straightforward application of the trapezoidal rule to the Bromwich integral, followed by convergence...
This thesis contains three manuscripts addressing the application of stochastic processes to the analysis and solution of partial differential equations (PDEs) in mathematical physics.
In the first manuscript, one dimensional diffusion and Burgers equation are considered. The Fourier transform of the solution to each PDE is represented as the expected...