Numerical Methods and Implementation in Geotechnical Engineering - Part 1 is the first part of a summary of some of the research and teaching materials to students and engineers by the authors.

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 ...

This is a preview. Log in through your library . Abstract A high-resolution numerical scheme for the computation of viscous shock layers is introduced. The novel feature consists in the use of ...

This paper considers a class of discontinuous Galerkin method, which is constructed by Wong-Zakai approximation with the orthonormal Fourier basis, for numerically solving nonautonomous Stratonovich ...

As the name of the "Virtual Engine and Numerical Methods" department suggests, this department combines research activities on the "virtual engine" and on cross-scale numerical methods as virtual test ...

Reproducing the Milky Way star by star posed a major challenge for scientists, due to computational limitations imposed by ...

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 ...

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...

In this paper, we propose and analyze a simple and fast numerical method for the solution of the stochastic Heath-Jarrow-Morton (HJM) interest rate model under the Musiela parameterization, based on ...