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 We consider the question of "numerical errors" in large eddy simulation. It is often claimed that straightforward discretization and solution ...

In this research field we are developing advanced computational methods centered around efficient solution strategies for partial differential equations. In numerical analysis, we focus on developing ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

In this paper, we present new error bounds for the Lanczos method and the shift-and-invert Lanczos method for computing e -τA v for a large sparse symmetric positive ...

Due to the chaotic nature of the atmosphere, weather forecasts, even with ever improving numerical weather prediction models, eventually lose all skill. Meteorologists have a strong desire to better ...

An error analysis of approximation of deltas (derivatives of the solution to the Cauchy problem for parabolic equations) by finite differences is given, taking into ...