I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

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 ...

A nonlinear parabolic system is derived to describe compressible miscible displacement in a porous medium. The system is consistent with the usual model for incompressible miscible displacement. Two ...