Analysis and application of numerical methods for solving large systems of linear equations, which often represent the bottleneck when computing solutions to equations arising in fluid mechanics, ...

In this paper, we apply arbitrary Riemann solvers, which may not satisfy the Maire's requirement, to the Maire's node-based Lagrangian scheme developed in [P. H. Maire et al., SIAM J. Sci. Comput, 29 ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...

We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.

Classically there is a clear distinction between theoretical and applied mathematics in the classification of different fields in the mathematical sciences. Bernd Sturmfels at the Max Planck Institute ...