Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
In this paper some of the numerical problems associated with computing the generalized inverse of a matrix are discussed and illustrated by a detailed analysis of an iteration of Ben-Israel and Cohen.
In this research field we are developing advanced computational methods centered around efficient solution strategies for partial differential equations. In numerical analysis, we focus on developing ...
Nyström's method with the trapezoidal rule, and the Fourier method, produce the same approximation to the solution of an integral equation at the collocation points ...
1 Introduction: Consequences of Numerical Inaccuracy 1 -- 1.1 Importance of Understanding Computational Statistics 1 -- 1.2 Brief History: Duhem to the Twenty-First Century 3 -- 1.3 Motivating Example ...