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 ...

Spectral methods are very efficient numerical algorithms for solving partial differential equations in relatively simple geometries. The numerical errors introduced by spectral algorithms typically ...

In this research field we are developing advanced computational methods centered around efficient solution strategies for partial differential equations. In numerical analysis, we focus on developing ...

Numerical analysis is the branch of mathematics devoted to the study of algorithms for the approximate solution of problems that often have no closed‐form answer. At its core, numerical analysis seeks ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...