Improving projected successive overrelaxation method for linear complementarity problems (Q1873163)

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Improving projected successive overrelaxation method for linear complementarity problems
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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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