The present article is dedicated to the numerical solution of the Poisson equation on domains with a thin layer of different conductivity and of random thickness. By changing the boundary condition, ...

The small dispersion limit of solutions to the Camassa-Holm (CH) equation is characterized by the appearance of a zone of rapid modulated oscillations. An asymptotic description of these oscillations ...

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 ...

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 ...

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 ...