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 ...

We study numerical methods for the one-dimensional inverse problem of reflection seismology. An impulsive plane wave in pressure is applied to the surface of a piecewise smooth stratified elastic half ...

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

Methods for simulating sharp interfaces. Marker particle, level set, fast marching, volume of fluid, and phase field methods. Recommended text: Level Set Methods and Fast Marching Methods: Evolving ...

What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to selecting the method most appropriate for your purposes. The ...