richardson-extrapolation

Stochastic PDE solvers (SPDE) built on top of exponax: Exponential Euler-Maruyama stepper for the stochastic Allen-Cahn equation with additive/multiplicative Q-Wiener noise, tamed nonlinearities, ensemble utilities, Richardson extrapolation, and a Strang-split hybrid SSA scaffold.

This repository contains all the lab assignments done in the CSE330 course of BracU

🚀 Solve the time-dependent Schrodinger equation in unbounded domain

Demonstrate methods to improve accuracy of pricing options with binomial trees

Characterization and Error Mitigation of NISQ Processors using Zero-Noise Extrapolation (ZNE).

Code to calculate the order of convergence, GCI index and asymptotic range using the theory of Richardson

BRACU CSE330 Lab Solves

A constructive N-series acceleration law for polygonal approximation of π.

This code encompasses a simple strategy, a symmetric high-order interpolation of the correction term, for completing the higher-order solution on the fine grid.

Explore the foundations of scientific computing with this collection of Jupyter notebooks on numerical methods. This repository covers key topics—from solving linear/nonlinear systems to polynomial interpolation and numerical differentiation—with from-scratch Python implementations.

A simple code to perform Richardson Extrapolation

CSE330 Numerical Methods consist of various methods to linearize a polynomial, differentiate and integrate different functions by using approximations, and finally how to solve the linearized equation by using the laws of linear algebra, like Gaussian elimination, QR decomposition, etc.

Quantum error mitigation with Zero-Noise Extrapolation (ZNE) implemented in Qiskit, reproducing key results from Temme et al. (2017).

Adaptive step size control for explicit Runge–Kutta ODE solvers in MATLAB, including BS3(2), ERK4(3), and DP5(4) methods.

This repository includes the Python Lab Assignments from my CSE330: Numerical Methods course at the School of Data and Sciences of BRAC University, Dhaka, Bangladesh.

CSE330 numerical methods lab work featuring polynomial interpolation techniques (Vandermonde, Lagrange, Newton, and Hermite) plus differentiation and Richardson extrapolation in Python/Jupyter notebooks.

MATLAB utilities and reproducible examples for mesh-convergence assessment and finite-element verification.

Here is a repo linked to a potential article about implementation of a modern version of the Guiggiani algorithm based on 1) Richardson extrapolation for the Laurent expansion, and 2) Duffy coordinates for good quadrature