We consider nonlinear problems of the form f(x, λ, α) = 0, where $x \in \mathBbb{R}$ is a state variable, $\lambda \in \mathBbb{R}$ is a bifurcation parameter ...

The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.

If the SINGLE option is not used, PROC MODEL computes values that simultaneously satisfy the model equations for the variables named in the SOLVE statement. PROC MODEL provides three iterative methods ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The ...

A numerical error is either of two kinds of error in a calculation. The first (a rounding error) is caused by the finite precision of computations involving floating ...