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math.NA2022
Inserting or Stretching Points in Finite Difference Discretizations
Jherek Healy
Partial differential equations sometimes have critical points where the solution or some of its derivatives are discontinuous. The simplest example is a discontinuity in the initia…
q-fin.CP2022
Accurate and consistent calculation of the mean and variance in Monte-Carlo simulations
Jherek Healy
In parallelized Monte-Carlo simulations, the order of summation is not always the same. When the mean is calculated in running fashion, this may create an artificial randomness in…