Eigenvalue problems are a cornerstone of modern applied mathematics, arising in diverse fields from quantum mechanics to structural engineering. At their heart, these problems seek scalar values and ...

Optimal control problems, which form a central pillar in applied mathematics and engineering, involve determining control strategies that steer physical, economic or biological systems to achieve a ...

One approach to the computation of the price of an Asian option involves the Hartman-Watson distribution. However, numerical problems for its density occur for small values. This motivates the ...

The complexity and detail of mathematical models is rapidly increasing in response to the greater availability of quantitative data generated by experiments. The resulting equations to be solved ...

Comparative Statics, tracking an optimal or equilibrium value as an exogenous variable changes, ceteris paribus, is the heart of economic analysis. By building models and analyzing the comparative ...