Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the sinc-collocation ...
Accurate joint moment analysis is essential in biomechanics, and the integration of direct collocation with markerless motion capture offers a promising approach for ...
This package was developed by Wolfgang Lubowski for a project in fluid dynamics and heat transfer with the title "Solution of Prandtl’s boundary layer equations with a spectral collocation method ...
Abstract: In this paper, we present a robust and accurate numerical method for solving the generalized Black–Scholes equation governing option pricing. We use a horizontal method of lines to ...
The method consists of the implicit Euler rule for temporal discretization and the extended cubic B-spline collocation method for spatial discretization on a uniform mesh using artificial viscosity.
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Abstract: Point collocation based on radial basis function approximation is one of the main methods used in meshless method. Because of the simplicity implementation and exponential convergence, it ...
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