Electromagnetic integral equations offer a powerful framework for modelling wave propagation and scattering phenomena by recasting Maxwell’s equations into formulations involving integrals over ...

SIAM Journal on Numerical Analysis, Vol. 30, No. 1 (Feb., 1993), pp. 286-303 (18 pages) Dynamic iteration or, more popularly, waveform relaxation has received a great deal of attention as an efficient ...

This is a preview. Log in through your library . Abstract This is the first in a series of papers in which we discuss a numerical method to solve a certain class of steady state free boundary problems ...

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 ...

Many nonlinear option pricing problems can be formulated as optimal control problems, leading to Hamilton–Jacobi–Bellman (HJB) or Hamilton– Jacobi–Bellman–Isaacs (HJBI) equations. We show that such ...