Results 251 to 260 of about 3,092,370 (305)

An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models

International Journal of Computational Mathematics, 2019
Kamran Kazmi
semanticscholar   +1 more source

Using an Unfactored Implicit Predictor-Corrector Method

1987
The method used is based on MacCormack’s recently suggested implicit predictor-corrector scheme [1] in the version described in [2,3] for high-Reynolds number turbulent transonic airfoil flow computations. The method employs an integral (“finite-volume”) formulation for general curvilinear coordinates.
openaire   +1 more source

On accelerating PL continuation algorithms by predictor—corrector methods

Mathematical Programming, 1982
We consider path following methods designed to trace the zeroes of a continuous or differentiable mapF:R n+1 →R n . These methods are applicable e.g. in the numerical study of nonlinear eigenvalue and bifurcation problems. Traditionally a simplicial algorithm is based on a fixed triangulationT ofR n+1 and a corresponding piecewise linear approximationF
openaire   +1 more source

A Split-Step Predictor–Corrector Method for Space-Fractional Reaction–Diffusion Equations with Nonhomogeneous Boundary Conditions

Communication on Applied Mathematics and Computation, 2019
Kamran Kazmi, A. Khaliq
semanticscholar   +1 more source

Modified Predictor-Corrector Method in Structural Dynamics

2012
An explicit numerical integration method is applied on structural dynamics problems. The method is based on the relationship that m-step Adams-Moulton method is linear convex combination of the (m−1)-step Adams-Moulton andm-step Adams-Bashforth method with a fixed weighting coefficients [1]. A general form is used to evaluate the recurrence expressions
Meštrović, Mladen, Ocvirk, Eva
openaire   +1 more source

Pareto Tracer: a predictor–corrector method for multi-objective optimization problems

, 2018
Adanay Martín, O. Schütze
semanticscholar   +1 more source

Perturbation theory for nuclear fuel depletion calculations with predictor–corrector method

, 2018
G. Chiba
semanticscholar   +1 more source

An eight-step semi-embedded predictor-corrector method for orbital problems and related IVPs with oscillatory solutions for which the frequency is unknown

Journal of Computational and Applied Mathematics, 2015
Georgios Panopoulos, T. Simos
semanticscholar   +1 more source

A Variable-stpe-size Block Predictor-corrector Method for Ordinary Differential Equations

, 2017
G. J. Oghonyon, S. A. Okunuga, S. Bishop
semanticscholar   +1 more source

The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model

, 2016
R. Kalantari, S. Shahmorad, D. Ahmadian
semanticscholar   +1 more source