Maxwell's equations form the cornerstone of electromagnetic theory, offering a complete description of how electric and magnetic fields interact with matter. In combination with state‐of‐the‐art ...

Diagonal dominant implicit-difference schemes approximating a porous media type class of multidimensional nonlinear equations are shown to generate semigroups in an ...

Consider a scalar, nonlinear conservative difference scheme satisfying the entropy condition. It is shown that difference schemes containing more numerical viscosity will necessarily converge to the ...

Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...

At a quick glance, could you tell the difference between a group of 20 dots and a group of 30? What about 20 and 21? It seems like there must be a point at which you'd simply be guessing, but recent ...

It is a pleasure to introduce the latest issue of The Journal of Computational Finance. The first two contributions focus on using novel neural network machinery to enhance classical financial ...