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01/14/2023
Hermite spectral method for the inelastic Boltzmann equation
We propose a Hermite spectral method for the inelastic Boltzmann equatio...
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03/08/2022
Hermite spectral method for multi-species Boltzmann equation
We introduce a numerical scheme for the full multi-species Boltzmann equ...
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08/16/2021
Adaptive Gradient Descent Methods for Computing Implied Volatility
In this paper, a new numerical method based on adaptive gradient descent...
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11/24/2020