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 ...

To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...

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

Nyström's method with the trapezoidal rule, and the Fourier method, produce the same approximation to the solution of an integral equation at the collocation points ...

This is a preview. Log in through your library . Abstract The degenerate parabolic equation $$\frac{\partial u}{\partial t} = \nabla \cdot (|u|^\nu\nabla u), \nu ...

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 ...

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 ...

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 ...

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