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 ...

The numerical experiments also indicate that the proposed numerical methods require less computational time than the conventional ones while the formal rate of convergence can be preserved. The ...

Numerical Solution of Systems of Linear Equations, Iterative Methods Formulation and analysis of basic stationary methods e.g. Gauss-Jacobi, Gauss-Seidel. The numerical solution of Poisson's equation.

ZHONGHUA QIAO, TAO TANG, HEHU XIE, ERROR ANALYSIS OF A MIXED FINITE ELEMENT METHOD FOR THE MOLECULAR BEAM EPITAXY MODEL, SIAM Journal on Numerical Analysis, Vol. 53, No. 1 (2015), pp. 184-205 ...

In numerical analysis, we focus on developing and analysing advanced discretization schemes, including their stability and convergence properties, using, e.g., tools from functional analysis.