In this talk we discuss a method to couple two or more explicit numerical schemes approximating the same equation, in order to create new schemes which inherit advantages and drawbacks of the original...
Experiments indicate that one of the main forces in pedestrian dynamics is collision avoidance. In other words individuals actively anticipate the future to predict a possible collision time and adjus...
For more than two decades, the Lattice Boltzmann (LB) method has gained increasing interest as an efficient computational scheme for the numerical simulation of complex fluid problems across a broad r...
I will present some results illustrated in my PhD thesis. I will discuss numerical schemes for some first order non-linear Hamilton-Jacobi (HJ) equations and their applications. We introduce a new cla...
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps. In this talk, we consider the numerical approximat...
We study the Chen-Lubensky free energy functional to understand the zigzag pattern formed in a smectic A liquid crystal in the presence of an applied magnetic field. We identify a small dimensionless ...
