In this paper, we investigate Jacobi pseudospectral method for fourth order problems. We establish some basic results on the Jacobi-Gauss-type interpolations in non-uniformly weighted Sobolev spaces, ...

In this paper, a nonpolynomial-based spectral collocation method and its well-conditioned variant are proposed and analyzed. First, we develop fractional differentiation matrices of nodal Jacobi ...

Jacobi stability and dynamical systems analysis form a powerful framework for understanding the robustness and intricate evolution of nonlinear systems across diverse disciplines. By employing a ...

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 ...

Many nonlinear option pricing problems can be formulated as optimal control problems, leading to Hamilton–Jacobi–Bellman (HJB) or Hamilton– Jacobi–Bellman–Isaacs (HJBI) equations. We show that such ...