SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

This is a preview. Log in through your library . Abstract In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines ...