Eigenvalue problems are a cornerstone of modern applied mathematics, arising in diverse fields from quantum mechanics to structural engineering. At their heart, these problems seek scalar values and ...

In this research field we are developing advanced computational methods centered around efficient solution strategies for partial differential equations. In numerical analysis, we focus on developing ...

We propose a new approach to constructing weak numerical methods for finding solutions to stochastic systems with small noise. For these methods we prove an error ...

In the aftermath of the crisis, DSGE modeling using perturbation-based methods has been challenged, as the objective of fine-tuning business cycle fluctuations has been (temporarily) postponed. In ...

Due to the chaotic nature of the atmosphere, weather forecasts, even with ever improving numerical weather prediction models, eventually lose all skill. Meteorologists have a strong desire to better ...