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 ...

A numerical algorithm to solve the spectral problem for arbitrary self-adjoint extensions of one-dimensional regular Schrödinger operators is presented. It is shown that the set of all self-adjoint ...

Numerous problems in numerical analysis, including matrix inversion, eigenvalue calculations and polynomial zerofinding, share the following property: The difficulty of solving a given problem is ...