Mathematics of Computation, Vol. 31, No. 140 (Oct., 1977), pp. 848-872 (25 pages) A family of difference schemes solving the Cauchy problem for quasi-linear equations is studied. This family contains ...

Consider a scalar, nonlinear conservative difference scheme satisfying the entropy condition. It is shown that difference schemes containing more numerical viscosity will necessarily converge to the ...

For a technical scientific term, entropy is pretty popular. I mean, it was the title of an episode of Buffy the Vampire Slayer, after all. Search the Internet for “entropy” quotes and you’ll find them ...

If you start with a very specific state, for example a box full of balls that are sorted exactly by colour, then if you shake the box a little, a higher entropy mixed state will develop over time.

This paper develops efficient importance sampling schemes for a class of jump–diffusion processes that are commonly used for modeling stock prices. For such financial models, related option pricing ...