Linear programming and the inverse method of images

Journal Article

The inverse method of images is a relatively easy way to find approximate solutions to first-passage time problems. We extend the method in several ways: We use a linear program instead of a system of linear equations; we utilize asymptotic information in addition to values at finite points; and we use a larger palette of approximating functions. These techniques enhance the scope, flexibility and accuracy of the method. © 2012 Springer Science+Business Media New York.

Full Text

Duke Authors

Cited Authors

  • Zipkin, P

Published Date

  • 2012

Published In

Start / End Page

  • 1 - 17

International Standard Serial Number (ISSN)

  • 0254-5330

Digital Object Identifier (DOI)

  • 10.1007/s10479-012-1249-4