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.

In this paper, we consider the scattering problem of time-harmonic electromagnetic waves from an infinite cylinder having an open arc Г and a bounded domain D in ℝ² as cross section. We focus on the ...

Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...

Perold, André. "A Degeneracy Exploiting LU Factorization for the Simplex Method." In Large Scale Linear Programming, edited by G. B. Dantzig, M. A. H. Dempster, and Markku Kallio. Laxenburg, Austria: ...