Results 21 to 30 of about 347 (48)

An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients [PDF]

, 2016
We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit Euler-Maruyama discretisation scheme that allows us to prove strong convergence, with a rate ...
Chassagneux, Jean-Francois, Jacquier, Antoine, Mihaylov, Ivo   +2 more
core   +1 more source

Implicit iterative method for approximating a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup

Arab Journal of Mathematical Sciences, 2014
In this paper, we introduce and study an implicit iterative method to approximate a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup in real Hilbert spaces. Further, we prove that the nets generated by the
K.R. Kazmi, S.H. Rizvi
doaj   +1 more source

Numerical Clifford Analysis for Nonlinear Schrodinger Problem [PDF]

, 2007
The aim of this work is to study the numerical solution of the nonlinear Schrodinger problem using a combination between Witt basis and finite difference approximations.
Bernstein, Cerejeiras, Cerejeiras, Delanghe, Gürlebeck, Gürlebeck, Gürlebeck, Hommel, Kravchenko, Ryabenkij, Tao   +10 more
core   +1 more source

A Unified Algorithm for Solving Split Generalized Mixed Equilibrium Problem, and for Finding Fixed Point of Nonspreading Mapping in Hilbert Spaces

Demonstratio Mathematica, 2018
The purpose of this paper is to study a split generalized mixed equilibrium problem and a fixed point problem for nonspreading mappings in real Hilbert spaces.We introduce a new iterative algorithm and prove its strong convergence for approximating a ...
Jolaoso Lateef Olakunle, Oyewole Kazeem Olawale, Okeke Chibueze Christian, Mewomo Oluwatosin Temitope   +3 more
doaj   +1 more source

Comparing hitting time behaviour of Markov jump processes and their diffusion approximations [PDF]

, 2010
Markov jump processes can provide accurate models in many applications, notably chemical and biochemical kinetics, and population dynamics. Stochastic differential equations offer a computationally efficient way to approximate these processes.
Higham, D.J., Szpruch, Lukasz
core   +1 more source

Strong convergence for the modified Mann's iteration of $\lambda$-strict pseudocontraction

, 2014
In this paper, for an $\lambda$-strict pseudocontraction $T$, we prove strong convergence of the modified Mann's iteration defined by $$x_{n+1}=\beta_{n}u+\gamma_nx_n+(1-\beta_{n}-\gamma_n)[\alpha_{n}Tx_n+(1-\alpha_{n})x_n],$$ where $\{\alpha_{n}\}$, $ \{
Song, Yisheng, Wang, Hongjun
core   +1 more source

On the Convergence of Adaptive Iterative Linearized Galerkin Methods [PDF]

, 2019
A wide variety of different (fixed-point) iterative methods for the solution of nonlinear equations exists. In this work we will revisit a unified iteration scheme in Hilbert spaces from our previous work that covers some prominent procedures (including ...
Heid, Pascal, Wihler, Thomas P.
core   +2 more sources

Irregular nonlinear operator equations: Tikhonov's regularization and iterative approximation [PDF]

, 2013
A problem of iterative approximation is investigated for a nonlinear operator equation regularized by the Tikhonov method. The Levenberg-Marquardt method, its modified analogue, and the steepest descent method are used.
Vasin, V.
core   +1 more source

An inertial shrinking projection self-adaptive algorithm for solving split variational inclusion problems and fixed point problems in Banach spaces

Demonstratio Mathematica
In this article, we study the split variational inclusion and fixed point problems using Bregman weak relatively nonexpansive mappings in the pp-uniformly convex smooth Banach spaces.
Ngwepe Matlhatsi Dorah, Jolaoso Lateef Olakunle, Aphane Maggie, Adiele Ugochukwu Oliver   +3 more
doaj   +1 more source

The Graves Theorem Revisited II: Robust Convergence of the Newton Method [PDF]

, 1998
AMS subject classification: 65J15, 47H04, 90C30.Based on the original proof of the Graves theorem [9] we study the convergence of the Newton method for the solution of the equation f (x) = y, uniform with respect to the starting point and the parameter y.
Dontchev, Asen
core