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, ...

We develop a family of fast methods for approximating the solutions to a wide class of static Hamilton-Jacobi PDEs; these fast methods include both semi-Lagrangian and fully Eulerian versions.

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 ...