Results 71 to 80 of about 2,835 (158)

The Fréchet–Newton Scheme for SV-HJB: Stability Analysis via Fixed-Point Theory

Axioms
This paper investigates the optimal portfolio control problem under a stochastic volatility model, whose dynamics are governed by a highly nonlinear Hamilton–Jacobi–Bellman equation.
Mehran Paziresh, Karim Ivaz, Mariyan Milev   +2 more
doaj   +1 more source

The generalized Newton--Kantorovich method for equations with nondifferentiable operators

, 2012
11 ...
openaire   +2 more sources

Newton's method in Riemannian manifolds

Journal of Numerical Analysis and Approximation Theory, 2008
Using more precise majorizing sequences than before [1], [8], and under the same computational cost, we provide a finer semilocal convergence analysis of Newton's method in Riemannian manifolds with the following advantages: larger convergence domain ...
Ioannis K. Argyros
doaj   +2 more sources

Analytic regularity and stochastic collocation of high-dimensional Newton iterates. [PDF]

Adv Comput Math, 2020
Castrillón-Candás JE, Kon M.
europepmc   +1 more source

Convergence analysis for the two-step Newton method of order four

Journal of Numerical Analysis and Approximation Theory, 2014
We provide a tighter than before convergence analysis for the two-step Newton method of order four using recurrent functions. Numerical examples are also provided in this study.
Ioannis K. Argyros, Sanjay K. Khattri
doaj   +2 more sources

Towards a Controllable and Reversible Privacy Protection System for Facial Images through Enhanced Multi-Factor Modifier Networks. [PDF]

Entropy (Basel), 2023
Pan YL, Chen JC, Wu JL.
europepmc   +1 more source

The Newton?Kantorovich method under mild differentiability conditions and the Pt�k error estimates

Monatshefte f�r Mathematik, 1990
We study the Newton-Kantorovich method under mild differentiability conditions. Using Zabrejko-Nguen assumptions we extend and improve error estimates obtained before by \textit{P. P. Zabrejko} and \textit{D. F. Nguen} [Numer. Funct. Anal. Optimization 9, 671-684 (1987; Zbl 0627.65069)], \textit{H. B. Keller} [unpublished manuscript (1965)], \textit{J.
openaire   +1 more source

Approximating solutions of equations using Newton's method with a modified Newton's method iterate as a starting point

Journal of Numerical Analysis and Approximation Theory, 2007
In this study we are concerned with the problem of approximating a locally unique solution of an equation in a Banach space setting using Newton's and modified Newton's methods. We provide weaker convergence conditions for both methods than before [6]-[8]
Ioannis Argyros
doaj   +2 more sources

Network extraction by routing optimization. [PDF]

Sci Rep, 2020
Baptista D, Leite D, Facca E, Putti M, De Bacco C.   +4 more
europepmc   +1 more source

Optimal transport analysis reveals trajectories in steady-state systems. [PDF]

PLoS Comput Biol, 2021
Zhang S, Afanassiev A, Greenstreet L, Matsumoto T, Schiebinger G.   +4 more
europepmc   +1 more source