Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

My main research interests are in developing, analyzing, and implementing numerical methods, in particular for solving PDEs to high orders of accuracy. Such methods include pseudospectral and high ...

This paper presents a simple but effective and efficient approach to improve the accuracy and stability of the least-squares Monte Carlo method. The key idea is to construct an ansatz for the ...