What is widely considered in engineering circles as an elegant but otherwise useless mathematical strategy from the nineteenth century gets a makeover from a professor and graduate student pair from ...

A relic from long before the age of supercomputers, the 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, ...

This is a preview. Log in through your library . Abstract In this paper, a Jacobi-collocation spectral method is developed for Volterra integral equations of the second kind with a weakly singular ...

We present a simple and easy-to-implement method for the numerical solution of a rather general class of Hamilton—Jacobi—Bellman (HJB) equations. In many cases, classical finite difference ...