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 ...

The continuation method is developed with a special emphasis on its suitability for numerical solutions on fast computers. Four problems are treated in detail: finding roots of a polynomial, boundary ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...

Nyström's method with the trapezoidal rule, and the Fourier method, produce the same approximation to the solution of an integral equation at the collocation points ...

I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Research focuses on enhanced-oil recovery activities including screening methods for assisting decision-making. A combination of data mining and analytical simulation assists in the creation of ...