This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

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, ...

The complex-step method is a clever way of obtaining a numerical approximation to the first derivative of a function, avoiding the round-off error that plagues ...

The numerical solution of large-scale continuous-time Lyapunov matrix equations is of great importance in many application areas. Assuming that the coefficient matrix is positive definite, but not ...

Brazilian researchers have developed a technique that estimates the force exerted on each grain of sand in a dune from images ...

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 ...

The DLR Institute of Test and Simulation for Gas Turbines researches new engine technologies by coupling numerical and experimental methods to validate innovative solutions. The technical challenges ...

We're often told it is "unscientific" or "meaningless" to ask what happened before the Big Bang. But a new paper by FQxI cosmologist Eugene Lim, of King's College London, UK, and astrophysicists Katy ...