This is a preview. Log in through your library . Abstract A nonlinear boundary value problem for Laplace's equation on a polygonal domain is solved with a collocation method applied to a boundary ...

SIAM Journal on Numerical Analysis, Vol. 41, No. 2 (2004), pp. 589-604 (16 pages) We study the computation of the orthogonal spline collocation solution of a linear ...

We develop a new high-performance spectral collocation method for the computation of American put and call option prices. The proposed algorithm involves a carefully posed Jacobi-Newton iteration for ...