Numerical Methods
The Barrier Your Monte Carlo Never Sees
Discrete Monte Carlo monitoring silently under-counts barrier crossings with a stubborn sqrt(dt) bias — a one-line Brownian-bridge correction removes almost all of it.
Read more →Cholesky vs Eigendecomposition: Two Ways to Sample Correlated Gaussians
Two matrix square roots for sampling correlated normals: Cholesky is several times faster, but the eigendecomposition survives a correlation matrix that isn't positive definite.
Read more →The 1/√N Wall: Why Monte Carlo Is Slow, and What Beats It
Monte Carlo error falls like 1/sqrt(N) no matter how clever your sampler. Quasi-Monte Carlo bends the exponent, not just the constant.
Read more →Euler–Maruyama vs Milstein: The Term That Matters
One extra term from the Itô–Taylor expansion doubles the strong order of an SDE solver — measured directly against an exact solution.
Read more →Integrating Oscillations: Filon vs Levin
Two classical methods for oscillatory integrals that beat the O(omega)-points curse — compared against an exact solution, with the log-error plot to prove it.
Read more →Heat Diffusion in an Iron Sphere — A FEniCSx Simulation
A 3D FEniCSx simulation of heat diffusing through an iron sphere with a hot core. Full PDE, boundary conditions, weak form, and DOLFINx code.
Read more →Solar Magnetohydrodynamics: Solving Magnetic Diffusion in a Sphere
Solving the MHD induction equation in spherical geometry with Dedalus — magnetic diffusion on the 2D sphere surface and inside a 3D conducting ball, with animated GIF simulations.
Read more →Solving the 2D Wave Equation with Spectral Methods
Using the Dedalus spectral PDE solver to simulate the 2D wave equation on a periodic domain, with animated GIF output and applications across physics, finance, and medical imaging.
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