Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...

An efficient adaptive direct numerical integration (DNI) algorithm is developed for computing high quantiles and conditional Value at Risk (VaR) of compound distributions using characteristic ...

CS 52500 - Parallel Computing Parallel computing for science and engineering applications: parallel programming and performance evaluation, parallel libraries and problem-solving environments, models ...

Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...