We study the effect of numerical quadrature in space on semidiscrete and fully discrete piecewise-linear finite element methods for parabolic integrodifferential ...

In this paper we are concerned with high-accuracy quadrature method solutions of nonlinear Fredholm integral equations of the form $\mathrm{y}\left(\mathrm{x}\right ...

Efficiently pricing multi-asset options is a challenging problem in quantitative finance. When the characteristic function is available, Fourier-based methods are more competitive than alternative ...

Boundary integral equations (BIEs) have emerged as a powerful framework for modelling wave propagation, particularly in problems defined over unbounded or complex domains. By reformulating partial ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...