Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical ...

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 ...

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 ...

This is a preview. Log in through your library . Abstract This paper concerns the application of Ortiz' recursive formulation of the Tau method to the construction of ...