Abstract. Matter in the universe mainly consists of plasma. The dynamics of plasmas is controlled by magnetic fields. To simulate the evolution of magnetised plasma, we solve the e...
The transformation which assigns to a linear operator L the recurrence satisfied by coefficient sequences of the polynomial series in its kernel, is shown to be an isomorphism of ...
Sergei A. Abramov, Marko Petkovsek, Anna A. Ryaben...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
An object-oriented (OO) framework for Partial tial Equations (PDEs) provides software abstractions for numerical simulation of PDEs. The design of such frameworks is not trivial, a...
Magne Haveraaen, Hans Z. Munthe-Kaas, Krister &Ari...
Diffusion processes governed by stochastic differential equations (SDEs) are a well established tool for modelling continuous time data from a wide range of areas. Consequently, t...