Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...

SIAM Journal on Numerical Analysis, Vol. 30, No. 1 (Feb., 1993), pp. 286-303 (18 pages) Dynamic iteration or, more popularly, waveform relaxation has received a great deal of attention as an efficient ...

In this note, we present results on extrapolated iterative methods, especially the extrapolated successive overrelaxation (ESOR). We show that they converge even if the original iteration diverges ...

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 ...

A relic from long before the age of supercomputers, a 169-year-old math strategy called the Jacobi iterative method is widely dismissed today as too slow to be useful. But thanks to a curious, numbers ...

Accounting for default risk in the valuation of financial derivatives has become increasingly important, especially since the 2007–8 financial crisis. Under some assumptions, the valuation of ...