Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...

Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...

Researchers from the Institute of Cosmos Sciences of the University of Barcelona (ICCUB) have developed a new framework based ...

A stable finite-difference scheme for the wave equation may possess features not shared by the underlying partial differential equation. These discrepancies are explored; in particular, an asymptotic ...

Finite element methods (FEM) continue to be a cornerstone of computational science, offering robust strategies for the numerical solution of partial differential equations, including those governing ...