Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

Methods for solving symmetric indefinite systems are surveyed including a new one which is stable and almost as fast as the Cholesky method. Journal Information SIAM Journal on Numerical Analysis ...

SIAM Journal on Numerical Analysis, Vol. 34, No. 1 (Feb., 1997), pp. 178-200 (23 pages) The purpose of this paper is to develop a convergence theory for multigrid methods applied to nearly singular ...

This course is compulsory on the BSc in Finance. This course is available on the BSc in Accounting and Finance, BSc in Econometrics and Mathematical Economics, BSc in Economics, BSc in Philosophy and ...