This is a preview. Log in through your library . Abstract A high-resolution numerical scheme for the computation of viscous shock layers is introduced. The novel feature consists in the use of ...

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, ...

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 ...

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

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The ...