Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...
SIAM Journal on Applied Mathematics, Vol. 45, No. 6 (Dec., 1985), pp. 879-894 (16 pages) We present a method for the numerical computation of a Hopf bifurcation point of an evolution equation. An ...
The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...
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 ...
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