The goal of a numerical optimization problem is to find a vector of values that minimizes some cost function. The most fundamental example is minimizing the Sphere Function f(x0, x1, .. xn) = x0^2 + ...

We introduce a simple numerical algorithm to study banking systems subject to credit risk. The algorithm is based on a model that is completely defined by only two parameters. We start with a ...

Spectral methods are very efficient numerical algorithms for solving partial differential equations in relatively simple geometries. The numerical errors introduced by spectral algorithms typically ...

The Numerical Mathematics Consortium today announced the latest revision to a technical specification introduced earlier this year that defines an open mathematics semantics standard for numerical ...