The implementation of a numerical method with an appropriate convergence check in C++

Python implementation of Cholesky Decomposition

Stable Approximation of Waves

Produces numerical solution for integral equations of the type Z(t)=z(t) + \int_0^t f(y, Z(t-y)) dG(y).

Gradient descent approximation of orthogonal projection of a point on a convex periodic curve

These are programs that estimate values of differential equations using different methods.

Numerical Algebra, Numerical Approximation, Numerical Partical Differencential Equation, Numerical Stochastic Differential Equation

Chebyshev interpolation of an infinitely differentiable function on the given discrete computational grid