SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

For partitioned Runge-Kutta methods, in the integration of Hamiltonian systems, a condition for symplecticness and its characterization which is based on the W-transformation of Hairer and Wanner are ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...

We're often told it is "unscientific" or "meaningless" to ask what happened before the Big Bang. But a new paper by FQxI cosmologist Eugene Lim, of King's College London, UK, and astrophysicists Katy ...