8 The training of some types of neural networks leads to separable non-linear least squares problems. These problems may be9 ill-conditioned and require special techniques. A robus...
The analogue of Black–Scholes formula for vanilla call option price in conditions of (B, S)-securities market with delayed response is derived. A special case of continuous-time...
We present a free energy lattice Boltzmann approach to modelling the dynamics of liquid drops on chemically patterned substrates. We start by describing a choice of free energy th...
A fractional step lattice Boltzmann scheme is presented to greatly improve the stability of the lattice Boltzmann method (LBM) in modelling incompressible flows at high Reynolds n...
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...