Domain decomposition methods constitute a fundamental strategy in numerical analysis, enabling the partitioning of large and complex computational problems into smaller, more manageable sub-problems.

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 ...

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 ...

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

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

SIAM Journal on Applied Mathematics, Vol. 70, No. 4 (2009), pp. 1305-1329 (25 pages) A set of equilibrium equations for a biphasic polymer gel are considered with the end purpose of studying stress ...