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 ...

This paper focuses on performance of several efficient and accurate numerical methods for the long-wave short-wave interaction equations in the semiclassical limit regime. The key features of the ...

Geotechnical practice employs computer programs that incorporate numerical methods to address problems of stability, settlement, deformation, and seepage. These methods are based on theoretical ...

This is a preview. Log in through your library . Abstract A class of methods for the computation of the maximal real eigenvalue and its associated eigenvector of a nonnegative irreducible matrix A is ...

Propel your career forward with an accredited graduate certificate. This certificate is for qualified professionals who want to enhance their skill set and can be a foundation to continue toward a ...

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 ...

Many nonlinear option pricing problems can be formulated as optimal control problems, leading to Hamilton–Jacobi–Bellman (HJB) or Hamilton– Jacobi–Bellman–Isaacs (HJBI) equations. We show that such ...