𝔖 Bobbio Scriptorium
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Solving non–linear optimal stopping problems by the method of time–change

✍ Scribed by Pederson, J.L.; Perkir, G.


Book ID
127363328
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
788 KB
Volume
18
Category
Article
ISSN
0736-2994

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Solving non-linear problems by complex t
✍ Fung, T. C. ;Chow, S. K. 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB 👁 1 views

## Abstract Recently, a new type of time step integration algorithms using complex time steps has been proposed. For linear problems, the algorithms are higher order accurate, unconditionally stable and have directly controllable numerical dissipation. Solutions with high accuracy can be generated