Abstract. This paper illustrates the application of a "Sinc-Galerkin" method to the approximate solution of linear and nonlinear second order ordinary differential equations, and to the approximate solution of some linear elliptic and parabolic partial differential equations in the plane. The method is based on approximating functions and their derivatives by use of the Whittaker cardinal funct...

An implicit-explicit Euler scheme in temporal direction is employed to discretize a partial integro-differential equation, which arises in pricing options under jumpdiffusion process. Then the semi-discretized equation is approximated in space by the Sinc-Galerkin method with exponential accuracy. Meanwhile, the domain decomposition method is incorporated to handle the non-smoothness of the pay...

ii APPROVAL of a dissertation submitted by Nicomedes Alonso III This dissertation has been read by each member of the dissertation committee and has been found to be satisfactory regarding content, English usage, format, citations, bibliographic style, and consistency, and is ready for submission to the MSU Division of Graduate Education. In presenting this dissertation in partial fulfillment o...