A mathematician has developed new methods for the numerical solution of ordinary differential equations. These so-called multirate methods are highly efficient for large systems, where some components ...

My research interests are in applied and computational mathematics. I am interested in developing and analyzing high-order numerical methods for solving partial differential equations and fractional ...

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the ...

The paper is intended to give a survey on the state-of-the-art of extrapolation methods for initial value problems in ordinary differential equation systems. All basic discretizations, which are ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

Calculation: A representation of a network of electromagnetic waveguides (left) being used to solve Dirichlet boundary value problems. The coloured diagrams at right represent the normalized ...