We introduce a simple numerical algorithm to study banking systems subject to credit risk. The algorithm is based on a model that is completely defined by only two parameters. We start with a ...

In this article, we have presented a novel and unified numerical strategy for addressing the Benjamin-Bona-Mahony (BBM) type partial differential equations with the use of the Fibonacci wavelets and ...

We propose a dynamic programming algorithm for the one-dimensional Fused Lasso Signal Approximator (FLSA). The proposed algorithm has a linear running time in the worst case. A similar approach is ...