The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.

We consider direct quadrature methods employing quadrature rules which are reducible to linear multistep methods for ordinary differential equations. A simple characterization of both the repetition ...

Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...