The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.

Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...

This is a preview. Log in through your library . Abstract A new orthogonalization technique is presented for computing the $QR$ factorization of a general $n \times p ...