We study the numerical behavior of stationary one-step or two-step matrix splitting iteration methods for solving large sparse systems of linear equations. We show that inexact solutions of inner ...

Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...

In this paper the numerical solution of Fredholm integral equations of the second kind using an iterative method in which the solution is represented by a Chebyshev series is discussed. A description ...

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 ...

Explore numerical methods for solving constant velocity kinematics problems! In this video, we cover how to apply numerical ...