Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

Backward Error Analysis for Numerical Integrators Sebastian Reich SIAM Journal on Numerical Analysis , pp. 1549-1570 (22 pages) ...

This paper provides an error analysis for the Crank-Nicolson method of time discretization applied to spatially discrete Galerkin approximations of the nonstationary Navier-Stokes equations.

Numerical Solution of Systems of Linear Equations, Iterative Methods Formulation and analysis of basic stationary methods e.g. Gauss-Jacobi, Gauss-Seidel. The numerical solution of Poisson's equation.

Numerical analysis, machine learning and scientific computing In this research field we are developing advanced computational methods centered around efficient solution strategies for partial ...