Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...

I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...

SIAM Journal on Applied Mathematics, Vol. 45, No. 6 (Dec., 1985), pp. 879-894 (16 pages) We present a method for the numerical computation of a Hopf bifurcation point of an evolution equation. An ...

Geotechnical practice employs computer programs that incorporate numerical methods to address problems of stability, settlement, deformation, and seepage. These methods are based on theoretical ...

The multi-frequency and multi-dimensional adapted Runge-Kutta-Nyström (ARKN) integrators, and multi-frequency and multi-dimensional extended Runge-Kutta-Nyström (ERKN) integrators have been developed ...

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...