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.

Research & Development Institute of Northwestern, Polytechnical University, Shenzhen, Guangdong 518057, P. R. China Xi’an Key Laboratory of Scientific Computation and Applied Statistics, Northwestern ...