In usual boundary elements methods, the mixed Dirichlet-Neumann problem in a plane polygonal domain leads to difficulties because of the transition of spaces in which the problem is well posed. We ...

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 ...

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 ...