Earlier D.Đ. Tošić obtained an infinite series representation for the central difference operator ${\delta _\theta }f\left( z \right) = f\left( {z' + \frac{1}{2}h ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

We demonstrate the flexibility and ease of use of C++ algorithmic differentiation (AD) tools based on overloading through application to numerical patterns (kernels) arising in computational finance.

The largest commercially available collection of numerical algorithms for C and C++---NAG C Library - widely used for chemical application development, has now been expanded by the Numerical ...