2 resultados para Lippmann-Schwinger equation
em Greenwich Academic Literature Archive - UK
Resumo:
A defect equation for the coupling of nonlinear subproblems defined in nonoverlapped subdomains arise in domain decomposition methods is presented. Numerical solutions of defect equations by means of quasi-Newton methods are considered.
Resumo:
A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.