H. B. Keller, A. B. White, Jr., Difference Methods for Boundary Value Problems in Ordinary Differential Equations, SIAM Journal on Numerical Analysis, Vol. 12, No. 5 ...

Our work in numerical and scientific computing involves the development, analysis and execution of computational algorithms to solve mathematical problems from science and engineering.Our faculty are ...

At a quick glance, could you tell the difference between a group of 20 dots and a group of 30? What about 20 and 21? It seems like there must be a point at which you'd simply be guessing, but ...

Then we consider the numerical pricing of European and American options under the Heston stochastic volatility model. The European option leads to the solution of a two-dimensional parabolic PDE, and ...