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Main organisation:Department of Mathematics
Lifecycle:1 Oct 2003 → Today
Organisation profile:The research topic of our group is the development, analysis and application of numerical methods. Here our main focus is on time-dependent partial differential equations - PDEs, for short. PDEs are of key importance in mathematics and a broad variety of application areas. The mathematical models in present-day science and engineering almost always have multiple underlying variables, leading to PDEs that are multidimensional. In our research, we are actively involved in four application areas: financial mathematics, physics, chemistry and biology. In general, solutions to PDEs from applications cannot be expressed in closed analytic form. Accordingly, one resorts to numerical schemes for their approximate solution. The development, analysis and application of such schemes takes a central place in numerical mathematics.In our group, we perform research into two general classes of numerical methods: operator splitting schemes and iterative methods.
Keywords:FINANCIAL MATHEMATICS, STABILITY, NUMERICAL SOLUTION, INITIAL VALUE PROBLEMS, DIFFERENTIAL EQUATIONS
Disciplines:Applied mathematics in specific fields, Distributed computing, Scientific computing, Statistics and numerical methods