Peter Ashwin, Zhen Mei, A Numerical Bifurcation Function for Homoclinic Orbits, SIAM Journal on Numerical Analysis, Vol. 35, No. 5 (Oct., 1998), pp. 2055-2069 ...

The core value of functions lies in encapsulating repetitive computational logic into independent modules, achieving ...

R. B. Davies, Numerical Inversion of a Characteristic Function, Biometrika, Vol. 60, No. 2 (Aug., 1973), pp. 415-417 ...

Then we use the operator splitting method to perform time-stepping after space discretization. The resulting linear systems of equations are well conditioned and sparse, and by numerical experiments ...

Cython 3 adds (among other things) the ability to write NumPy ufuncs directly in Cython, so that a simple numerical function written in Cython can be quickly and easily applied to the entire ...

Numerical Calculations Can Seem Like Magic I’ve written about numerical calculations before, but perhaps they weren’t too inspiring. What are numerical calculations? Here is my own definition.

Value function approximation or stopping time approximation: a comparison of two recent numerical methods for American option pricing using simulation and regression Lars Stentoft ...