Pseudo-spectral methods: approximation by global polynomials

Used extensively in the numerical solution of differential equations, pseudo-spectral methods combine the power of global polynomials with spectral approximation techniques to deliver remarkable accuracy. In 2025, they continue to dominate the field of numerical methods thanks to their ability to handle complex problems with optimized computational costs. Based on polynomial approximation at so-called collocation … Read more

Finite element methods: approximation and calculation

The resolution of complex partial differential equations (PDEs), which are ubiquitous in various scientific and technical fields, today relies predominantly on advanced numerical methods. Among these, the finite element method stands out as an essential pillar of modern numerical analysis. It enables the understanding and solving of problems that once seemed inaccessible, particularly in the … Read more

Monte Carlo methods: simulation and integration

In brief: Understanding the fundamentals of Monte Carlo methods in simulation Monte Carlo methods represent a class of algorithms based on the use of statistics obtained by random repetition of numerical experiments to estimate complex phenomena. This approach stands out for its ability to model situations where variables are subjected to varied and uncertain probabilities. … Read more