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Complex math problems

What, Mathematically speaking, is the most complex program you've ever tried to write? That's is, what program have you done that involved a lot of mathematical computations?
I've been pondering this myself a few days. One of the most interesting I did was for illustrating jointandlastsurvivor life insurance policies, but that's not as complex as it sounds. I've done some goodessoffit stuff and some rateofflow and rateofchange things. But nothing that really every made my CPU smoke.
But I'm looking for such a problem for use as an example. I'm currently writing a little bit of TSQL to calculate bond prices using that to compare agaist a known set of asking prices on bonds look for inthemoney or outofthe money offerings (and yeah, I'm just sick enough to want to do that with TSQL.) Its interesting because it be a good test of how many such comparisons one method vs. another can do. At the same time, it's not exactly attractive as Lorzen's butterflies (if you get that pun why are you here? Why aren't figuring out if gravity really is constant or not?)
Ideally, I'd like to find a problem complex enough that a scripting program really lags behind a compiled one, yet one that can be easily understood and yet be practical.
Thoughts? 
The most complicated system (mathimatically) that I have ever worked on, was a system for a Fast Food chain. This system monitored sales, and forcasted expected sales based on past history. Based on the forcast, the system instructed staff to cook food.
Later, the system was also extended to handle Stock Ordering.
The system has now been running for > 4 years, and is still running strong.
I have to say that this system was also one of the most interesting systems I've ever worked on.
Cheers
Eddie 
The most complex maths problem? It has to be calculating the potential savings a customer would make by changing their gas and/or electricity supplier, (this market is deregulated in the U.K.). Lots of stuff along the lines of...
if this and that but not this or that then do this complex caclulation otherwise do this other complex calculation.
Fun, fun, fun! 
A program I wrote to display the Mandelbrot set fractal. It worked, too  after a fashion.  John

If anyone wants a challenge: A friend of mine makes stands for archery targets. He has a order for ten large stands (for men archers to shoot at), four medium stands (for women) and four small stands (for children). Large stands need two pieces of wood 2035mm long, two pieces 1990mm long, two pieces 1330mm long and one piece 1425mm long. Medium stands need two pieces 1800mm long, two pieces 1755mm long, two pieces 890mm long and one piece 985mm long. Small stands need two pieces of wood 1700mm long, two pieces 1655mm long, two pieces 670mm long and one piece 765mm long. The wood comes in lengths 5100mm long. What is the most economic way to cut the wood, with the minimum wastage? This is real problem, not fictional. We found an excellent program called Astrokettle which solves this and similar problems very quickly, and is even available on a free 30day trial. The program is very, very clever indeed and immensely practical. I haven't got a clue how it works.  John

I've done a few things that required a lot of processing from a PC. One was to calculate and map optin clients within a certain radius of the input car dealership. It would return a map of pinpoints and address listings for people that fall within the range.
Did this by using a selection of data to translate coordinates into addresses. I had to map distance asthecrowflies from the dealership to its max distance radius. Then calculate and find all coordinates that were within distance X from the dealership.
After a list was generated the mapping had to be created and plotted.
Fun.
Now I just write tax, cashiering, DMV and whatnot programs. Some of these calculations are nothing to sneeze at mind you. =p 
Fluid mechanics and heat transfer algorithms in my Chem Eng degree  I still suffer nightmares.

Serves you right

>>Did this by using a selection of data to translate coordinates into addresses. I had to map distance asthecrowflies from the dealership to its max distance radius. Then calculate and find all coordinates that were within distance X from the dealership.
Very similar to this, which I don't want to redo:
http://www.sqljunkies.com/Tutorial/21DC68CD1A9749098157523CA249CC80.scuk
Its a good demo of what I want to do.
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