Algorithms and underlying mathematics are presented for numerical computation with periodic functions via approximations to machine precision by trigonometr
We describe a framework for solving a broad class of infinitedimensional linear equations,consisting of almost banded operators,which can be used to resepre
The newly developed MATLAB Rational Krylov Toolbox(available from http://guettel.com/rktoolbox)implements a class called RKFUN for representing and working
A recent theme in algorithms and software is efficient numerical computation with functions in a manner that "feels symbolic" since the accuracy is high and
We consider diffusion equations with a log-normal coefficient.The weak solution is represented as Wiener-Ito Polynomial Chaos series of Hermite Polynomials
We consider an initial-boundary-value problem for a fourth order stochastic parabolic equation,forced by a space-time white noise or its space derivative.