SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...

Approximation theory and asymptotic methods form a foundational framework that bridges classical ideas with modern numerical analysis, enabling researchers to obtain practical, near‐optimal solutions ...

This is a preview. Log in through your library . Abstract In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines ...

The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...