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

Numerical analysis is the branch of mathematics devoted to the study of algorithms for the approximate solution of problems that often have no closed‐form answer. At its core, numerical analysis seeks ...

This paper is concerned with numerical integration over the unit cube in s dimensions of functions that have reasonably smooth periodic extensions in each dimension ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...