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 A correction for truncation errors associated with implicit finite difference method (FDM) of the groundwater transport equation with reaction ...

In this paper, we investigate the use of ultra weak variational formulation to solve a wave scattering problem in near field optics. In order to capture the sub-scale features of waves, we utilize ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

We extend and unify Fourier-analytic methods for pricing a wide class of options on any underlying state variable whose characteristic function is known. In this ...