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Numerical Methods for Constant Velocity Kinematics

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

A General Procedure for the Adaptation of Multistep Algorithms to the Integration of Oscillatory Problems

SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (Aug., 1998), pp. 1684-1708 (25 pages) This paper introduces a general technique for the construction of multistep methods capable of integrating, ...
JSTOR Daily

Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples

This paper is concerned with numerical integration over the unit cube in s dimensions of functions that have reasonably smooth periodic extensions in each dimension ...
Risk

Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance

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 ...