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 ...

Backward error analysis has become an important tool for understanding the long time behavior of numerical integration methods. This is true in particular for the ...

This is a preview. Log in through your library . Abstract A correction for truncation errors associated with implicit finite difference method (FDM) of the groundwater transport equation with reaction ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...