Sumários

4 Maio 2022, 12:00 • João Janela

Numerical solution of parabolic pde's in higher space dimensions.

Classical finite difference discretizations.

SImple ADI methods.

Incomplete factorizations.

29 Abril 2022, 11:30 • João Janela

Naive solution of linear complementarity problems.

Application to American options.

4 Março 2022, 11:30 • João Janela

Newton's method in R (cont.)

Systems of equations and the fixed point method.

Implementation in Python.

Fixed Point Theorem in R^n.

2 Março 2022, 12:00 • João Janela

Experiments with the fixed point method.

Order of convergence.

Newton's method in R

25 Fevereiro 2022, 11:30 • João Janela

Nonlinear equations. Examples in finite and in finite dimension.

Bissection method.

Fixed point theorem in R and the fixed point method.