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

The complex-step method is a clever way of obtaining a numerical approximation to the first derivative of a function, avoiding the round-off error that plagues ...

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 ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Rounding errors can vary in size depending on the accuracy of the equipment used to measure the value. Events can be measured to a different degree of accuracy, depending on their importance. For ...