I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Eigenvalue problems are a cornerstone of modern applied mathematics, arising in diverse fields from quantum mechanics to structural engineering. At their heart, these problems seek scalar values and ...

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 ...

Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...

We propose a new approach to constructing weak numerical methods for finding solutions to stochastic systems with small noise. For these methods we prove an error ...

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

A nonlinear parabolic system is derived to describe compressible miscible displacement in a porous medium. The system is consistent with the usual model for incompressible miscible displacement. Two ...

As the name of the "Virtual Engine and Numerical Methods" department suggests, this department combines research activities on the "virtual engine" and on cross-scale numerical methods as virtual test ...