Quant Analytics New Paper: Solving Partial Differential Equations with the NAG Library

(Last Updated On: February 9, 2012)

Quant Analytics New Paper: Solving Partial Differential Equations with the NAG Library

Partial Differential Equations (PDEs) are used in many important areas in science and financial mathematics, and a lot of work has been put into developing reliable methods to solve them.

Many of these methods are available in the NAG Library, and following a helpful dialogue with a NAG user at the Institute of Biomathematics and Biometry at the Helmholtz Zentrum, we have highlighted a few of them in a white paper which presents the results from the solution of a variety of PDE problems.

For the paper, go to http://www.nag.co.uk/doc/techrep/pdf/tr1_12.pdf



Personally, I think this paper is a marvelous piece of work, but my opinion couldn’t be viewed as objective because I’m the author of it. đŸ˜‰ Perhaps I could mention though that it’s also been put up on the Physics World site athttp://physicsworld.com/cws/channel/whitepapers.




NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs