In this paper we propose a collocation method for solving Lane-Emden type equation which is nonlinear or-dinary differential equation on the semi-infinite domain. This equation is categorized as ...

Department of Mathematics and Computer Science, University of Tabriz, Tabriz, Iran. Department of Mathematics, Faculty of Science, Urmia University, Urmia, Iran. [2] H. Brunner, “Collocation Methods ...

Abstract: Orthogonal collocation methods are direct approaches for solving optimal control problems (OCP). A high solution accuracy is achieved with few optimization variables, making it more ...

Abstract: In this paper, we present a robust and accurate numerical method for solving the generalized Black–Scholes equation governing option pricing. We use a horizontal method of lines to ...

In this thesis, we use CasADi to implement a new optimization algorithm in the open-source platform JModelica.org. CasADi is a tool for computing derivatives using automatic differentiation, which is ...

Revealing hidden dynamics from the stochastic data is a challenging problem as the randomness takes part in the evolution of the data. The problem becomes exceedingly hard if the trajectories of the ...