Explore numerical methods for solving constant velocity kinematics problems! In this video, we cover how to apply numerical ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

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 ...

We study numerical methods for the one-dimensional inverse problem of reflection seismology. An impulsive plane wave in pressure is applied to the surface of a piecewise smooth stratified elastic half ...

Methods for simulating sharp interfaces. Marker particle, level set, fast marching, volume of fluid, and phase field methods. Recommended text: Level Set Methods and Fast Marching Methods: Evolving ...

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 ...