Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...

The wave scattering problem by a crack Γ in ℝ² with impedance type boundary is considered. This problem models the diffraction of waves by thin two-sided cylindrical screens. A numerical method for ...

The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.

Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

If the SINGLE option is not used, PROC MODEL computes values that simultaneously satisfy the model equations for the variables named in the SOLVE statement. PROC MODEL provides three iterative methods ...

A numerical error is either of two kinds of error in a calculation. The first (a rounding error) is caused by the finite precision of computations involving floating ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...