[kqr]

Yup. I'm trying to learn computational fluid dynamics for fun, and realised it's basically all numerical methods for PDEs, with some fluid dynamics-specific shortcuts. I know I've previously seen this stuff in relation to pricing derivatives in finance.

It's clear the underlying techniques are very powerful any time you have a thing whose rate of change varies as other things change. Once I understand everything better I will try it on e.g. capacity planning cloud resources and such.