I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

Transversal homoclinic orbits of maps are known to generate shift dynamics on a set with Cantor-like structure. In this paper a numerical method is developed for computation of the corresponding ...

A nonlinear parabolic system is derived to describe compressible miscible displacement in a porous medium. The system is consistent with the usual model for incompressible miscible displacement. Two ...

As the name of the "Virtual Engine and Numerical Methods" department suggests, this department combines research activities on the "virtual engine" and on cross-scale numerical methods as virtual test ...

We demonstrate the flexibility and ease of use of C++ algorithmic differentiation (AD) tools based on overloading through application to numerical patterns (kernels) arising in computational finance.

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The ...

We are not currently accepting applications for this course. Register your interest below to be notified when applications open again. The financial industry increasingly relies on large volumes of ...