Improving projected successive overrelaxation method for linear complementarity problems (Q1873163)
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scientific article; zbMATH DE number 1912431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving projected successive overrelaxation method for linear complementarity problems |
scientific article; zbMATH DE number 1912431 |
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Improving projected successive overrelaxation method for linear complementarity problems (English)
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19 May 2003
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Crank-Nicolson method
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method of lines
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finite difference method
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heat equation
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numerical examples
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projected successive overrelaxation
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linear complementarity problems
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moving boundary problems
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American options valuation problem
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time stepping
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