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. 😉 Perhaps I could mention though that it’s also been put up on the Physics World site athttp://physicsworld.com/cws/channel/whitepapers.
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