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 ...

This is a preview. Log in through your library . Abstract Various algebraic multigrid algorithms have been developed for solving problems in scientific and engineering computation over the past ...

This is a preview. Log in through your library . Abstract Approximate rules for evaluating linear functionals are often obtained by requiring that the rule shall give exact value for a certain linear ...

Numerical and Computational Mathematics is a discipline dedicated to the development and analysis of algorithms that provide approximate solutions to mathematical problems too complex for exact ...

The purpose of this research is to establish methodologies of designing error-free algorithms for solving various problems in computational engineering. Focus is on the development of efficient ...

The basis of natural sciences is the modelling of phenomena and solving the resulting models. The Master’s Programme in Theoretical and Computational Methods will give you a strong basis in the ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...

Computational fluid dynamics (CFD) has become an integral part of engineering decision-making, providing a deeper understanding of how fluids behave in various scenarios, from the high skies in ...

The financial industry increasingly relies on large volumes of numerical data as financial products become more complex. As a result, analysts and financial engineers have turned to computational ...

The implied volatility is a crucial element in any financial toolbox, since it is used to both quote and hedge options as well as for model calibration. In contrast to the Black–Scholes formula, its ...