This is a preview. Log in through your library . Abstract This is the first in a series of papers in which we discuss a numerical method to solve a certain class of steady state free boundary problems ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

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

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 ...