A research team led by Prof. PAN Ding, Associate Professor from the Departments of Physics and Chemistry, and Dr. LI Shuo-Hui ...

A research team has developed a novel direct sampling method based on deep generative models. Their method enables efficient ...

Numerical methods for systems of first order ordinary differential equations are tested on a variety of initial value problems. The methods are compared primarily as to how well they can handle ...

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 ...

The recently published book by Senior Researcher Vesa Apaja from the Department of Physics at the University of Jyväskylä ...

This paper introduces a fast numerical method for computing American option pricing problems governed by the Black-Scholes equation. The treatment of the free boundary is based on some properties of ...