Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...
This paper considers a class of discontinuous Galerkin method, which is constructed by Wong-Zakai approximation with the orthonormal Fourier basis, for numerically solving nonautonomous Stratonovich ...
Efficient Solution of Nonlinear Ordinary Differential Equations Expressed in S-System Canonical Form
SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...
Ordinary finite differences -- Divided differences -- Central differences -- Inverse interpolation and the solution of equations -- Computation with series and integrals -- Numerical solution of ...
In this paper, a partial differential equation model for the pricing of pension plans based on average salary is posed by using the dynamic hedging methodology. The existence and uniqueness of ...
Steven J. Ruuth, a professor of Applied and Computational Mathematics at Simon Fraser University has been awarded the Germund Dahlquist Prize for his research contributions to the development and ...
IN 1956 Howard Aiken, a computer pioneer from Harvard University, remarked, “If it should ever turn out that the basic logics of a machine designed for the numerical solution of differential equations ...
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