In this paper, we introduce a novel, explicit, wide-stencil, two-dimensional (2D) tree–grid method for solving stochastic control problems (SCPs) with two space dimensions and one time dimension, or, ...

This paper develops the finite volume element (FVE) method, which is similar to the so-called control volume finite element method but tailored to composite grid applications. FVE is described for the ...

SIAM Journal on Numerical Analysis, Vol. 52, No. 4 (2014), pp. 2027-2047 (21 pages) Two new two-grid algorithms are proposed for solving the Maxwell eigenvalue problem. The new methods are based on ...

Researchers at Radboud University have developed a new method to calculate the reliability of the power grid. This new method ...

A discrete grid method for simplifying the computation of value-at-risk (VaR) for fixed-income portfolios was proposed by Jamshidian and Zhu (I 997). Their method relies on two simplifications. First, ...

You are probably familiar with the grid method to multiply a two digit number by another two digit number. We can also use a grid method in algebra to multiply a bracket with two terms by a second ...