Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the sinc-collocation ...

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

SIAM Journal on Numerical Analysis, Vol. 46, No. 1 (2007/2008), pp. 344-364 (21 pages) New numerical techniques are presented for the solution of a class of linear partial integro-differential ...

Abstract: Point collocation based on radial basis function approximation is one of the main methods used in meshless method. Because of the simplicity implementation and exponential convergence, it ...

This is a preview. Log in through your library . Abstract We consider the numerical solution of boundary value problems for general neutral functional differential equations by the collocation method.

Abstract: In this paper we analyse the local superconvergence properties of iterated piecewise polynomial collocation solutions for linear second‐kind Volterra integral equations with (vanishing) ...