Abstract: Estimating stochastic gradients is pivotal in fields like service systems in operations research. The classical method for this estimation is the finite-difference approximation, which ...

Systems of interacting electrons can show emergent, strong-correlation phenomena. The parquet equations self-consistently relate various propagation amplitudes of many-electron systems and thereby ...

Hi, thank you all for the great work!! I have a question about the implementation of the finite difference approximation of the derivative. In the paper, equation (7) gives the formula for the ith ...

A novel stochastic numerical scheme is introduced to solve stochastic differential equations. The development of the scheme is based on two different parts. One part finds the solution for the ...

1 Département de Physique, Faculté des Sciences, Université du Burundi, Bujumbura, Burundi. 2 Software Engineering, College of Software, Nankai University, Tianjin, China. 3 Faculté des Sciences de ...

Collection of codes in Matlab(R) and C++ for solving basic problems presented and discussed in the "Computational Fluid Dynamics of Reactive Flows" course (Politecnico di Milano) ...

ABSTRACT: A fluid dynamic traffic flow model based on a non-linear velocity-density function is considered. The model provides a quasi-linear first order hyperbolic partial differential equation which ...