Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Complex geometryIn mathematics, complex geometry is the study of geometric structures and constructions arising out of, or described by, the complex numbers. In particular, complex geometry is concerned with the study of spaces such as complex manifolds and complex algebraic varieties, functions of several complex variables, and holomorphic constructions such as holomorphic vector bundles and coherent sheaves. Application of transcendental methods to algebraic geometry falls in this category, together with more geometric aspects of complex analysis.
Numerical stabilityIn the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation. In numerical linear algebra, the principal concern is instabilities caused by proximity to singularities of various kinds, such as very small or nearly colliding eigenvalues.
Explicit and implicit methodsExplicit and implicit methods are approaches used in numerical analysis for obtaining numerical approximations to the solutions of time-dependent ordinary and partial differential equations, as is required in computer simulations of physical processes. Explicit methods calculate the state of a system at a later time from the state of the system at the current time, while implicit methods find a solution by solving an equation involving both the current state of the system and the later one.
GeometryGeometry (; ) is a branch of mathematics concerned with properties of space such as the distance, shape, size, and relative position of figures. Geometry is, along with arithmetic, one of the oldest branches of mathematics. A mathematician who works in the field of geometry is called a geometer. Until the 19th century, geometry was almost exclusively devoted to Euclidean geometry, which includes the notions of point, line, plane, distance, angle, surface, and curve, as fundamental concepts.
Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
Differential geometryDifferential geometry is a mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of differential calculus, integral calculus, linear algebra and multilinear algebra. The field has its origins in the study of spherical geometry as far back as antiquity. It also relates to astronomy, the geodesy of the Earth, and later the study of hyperbolic geometry by Lobachevsky.
Complex analytic varietyIn mathematics, and in particular differential geometry and complex geometry, a complex analytic variety or complex analytic space is a generalization of a complex manifold which allows the presence of singularities. Complex analytic varieties are locally ringed spaces which are locally isomorphic to local model spaces, where a local model space is an open subset of the vanishing locus of a finite set of holomorphic functions. Denote the constant sheaf on a topological space with value by .
Algebraic geometryAlgebraic geometry is a branch of mathematics which classically studies zeros of multivariate polynomials. Modern algebraic geometry is based on the use of abstract algebraic techniques, mainly from commutative algebra, for solving geometrical problems about these sets of zeros. The fundamental objects of study in algebraic geometry are algebraic varieties, which are geometric manifestations of solutions of systems of polynomial equations.
