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We propose a Hermite spectral method for the spatially inhomogeneous Boltzmann equation. For the inverse-power-law model, we generalize an approximate quadratic collision operator defined in the normalized and dimensionless setting to an operator for arbitrary distribution functions. An efficient algorithm with a fast transform is introduced to discretize this new collision operator. The method is tested for one-dimensional benchmark microflow problems.
We extend the proof in [M.~Crouzeix and C.~Palencia, {em The numerical range is a $(1 + sqrt{2})$-spectral set}, SIAM Jour.~Matrix Anal.~Appl., 38 (2017), pp.~649-655] to show that other regions in the complex plane are $K$-spectral sets. In particul
Global spectral analysis (GSA) is used as a tool to test the accuracy of numerical methods with the help of canonical problems of convection and convection-diffusion equation which admit exact solutions. Similarly, events in turbulent flows computed
We discuss a new numerical schema for solving the initial value problem for the Korteweg-de Vries equation for large times. Our approach is based upon the Inverse Scattering Transform that reduces the problem to calculating the reflection coefficient
Graphics Processing Unit (GPU) computing is becoming an alternate computing platform for numerical simulations. However, it is not clear which numerical scheme will provide the highest computational efficiency for different types of problems. To this
In the paper, the pricing of Quanto options is studied, where the underlying foreign asset and the exchange rate are correlated with each other. Firstly, we adopt Bayesian methods to estimate unknown parameters entering the pricing formula of Quanto