Results 21 to 30 of about 1,354 (264)
Axioms, 2023 The trade-off between numerical accuracy and computational cost is always an important factor to consider when pricing options numerically, due to the inherent irregularity and existence of non-linearity in many models.
Chinonso Nwankwo, Weizhong Dai
doaj +1 more source
New Predictor-Corrector Methods with High Efficiency for Solving Nonlinear Systems
Journal of Applied Mathematics, 2012 A new set of predictor-corrector iterative methods with increasing order of convergence is proposed in order to estimate the solution of nonlinear systems.
Alicia Cordero +2 more
doaj +1 more source
A Predictor-Corrector Method for Solving Equilibrium Problems [PDF]
Abstract and Applied Analysis, 2014 We suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new prediction.
Zong-Ke Bao, Ming Huang, Xi-Qiang Xia
openaire +3 more sources
Efficient parallel predictor-corrector methods [PDF]
Applied Numerical Mathematics, 1995 A class of parallel predictor-corrector methods for non-stiff problems introduced by the author and other co-workers in a previous paper is re-examined. The methods are a class of general linear methods, including Adams-Bashforth-Radau methods in particular.
openaire +4 more sources
Науковий вісник Ужгородського університету. Серія: Математика і інформатика, 2017 The present paper proposes a scheme for constructing a wide range of linear multi-step methods for solving the Cauchy problem for ordinary differential equations using the method of undetermined coefficients. The implementation of the predictor-corrector
І. І. Король +1 more
doaj +1 more source
Results in Physics, 2021 In this article, a predictor-corrector type non-standard finite difference scheme has been formulated to avoid unnatural chaos, and numerical instabilities depend on a long time step, lead to a better strategy for overcoming the transmission of ...
Asma Farooqi +5 more
doaj +1 more source
Predictor-corrector Methods with Improved Absolute Stability Regions [PDF]
IMA Journal of Numerical Analysis, 1983 For the initial value problem of a first order differential equation \(dy/dt=f(t,y)\) a family of predictor-corrector type methods of order \(p>2\) and enlarged stability interval is constructed. The stability analysis for the equation are given. A computational scheme is constructed using Chebyshev recursion.
van der Houwen, P. J., Sommeijer, B. P.
openaire +1 more source
STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS [PDF]
Stochastics and Dynamics, 2008 This paper introduces a new class of numerical schemes for the pathwise approximation of solutions of stochastic differential equations (SDEs). The proposed family of strong predictor–corrector Euler methods are designed to handle scenario simulation of solutions of SDEs.
Nicola Bruti-Liberati, Eckhard Platen
openaire +3 more sources
The Finite Mode Predictor-Corrector Methods in the Framework of General Linear Methods
پژوهشهای ریاضی, 2020 Introduction General linear methods(GLM) was developed by Butcher in 1966 as an extension of the traditional Runge-Kutta and linear multistep methods [1]. The classification of GLMs is an important open and active research area. Many authors studied GLMs
,
doaj
Predictor-Corrector Methods for Solving Continuous Casting Problem [PDF]
, 2005 In this paper we present new numerical approach to solve the continuous casting problem. The main tool is to use IPEC method and DDM similar to Lapin and Pieska [2002] with multilevel domain decomposition. On the subdomains we use multidecomposition of the subdomains. The IPEC is used both in the whole calculation domain and inside the subdomains.
Pieskä J., Laitinen E., Lapin A.
openaire +3 more sources