Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations [PDF]
, 2016 In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce the almost sure stability of the true solutions of stochastic differential equations.
A Rodkina +21 more
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Variable stepsize störmer-cowell methods
Mathematical and Computer Modelling, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ramos, H., Vigo-Aguiar, J.
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New generalized variable stepsizes of the CQ algorithm for solving the split feasibility problem
Journal of Inequalities and Applications, 2017 Variable stepsize methods are effective for various modified CQ algorithms to solve the split feasibility problem (SFP). The purpose of this paper is first to introduce two new simpler variable stepsizes of the CQ algorithm.
Peiyuan Wang +3 more
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Multiderivative variable stepsize variable formula methods
Journal of Computational and Applied Mathematics, 1987 Linear multiderivative multistep methods with variable stepsize are given. Consistency, stability and convergence properties are studied.
Patrício, Fernanda, Oliveira, Paula
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A Variable Stepsize Implementation for Stochastic Differential Equations [PDF]
SIAM Journal on Scientific Computing, 2003 Summary: Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge--Kutta methods for solving SDEs numerically.
Burrage, Pamela, Burrage, Kevin
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An almost cyclic 2-coordinate descent method for singly linearly constrained problems [PDF]
, 2019 A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables.
Cristofari, Andrea
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Construction of Variable-Stepsize Multistep Formulas [PDF]
Mathematics of Computation, 1986 A systematic way of extending a general fixed-stepsize multistep formula to a minimum storage variable-stepsize formula has been discovered that encompasses fixed-coefficient (interpolatory), variable-coefficient (variable step), and fixed leading coefficient as special cases.
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An Online Parallel and Distributed Algorithm for Recursive Estimation of Sparse Signals [PDF]
, 2015 In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available.
Palomar, Daniel P. +3 more
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A Variable Step-size CLMS Algorithm and Its Analysis [PDF]
Radioengineering, 2020 In this paper, a hyperbolic tangent variable step-size convex combination of the least mean square (HTVSCLMS) algorithm is proposed and analyzed. This work avoids the compromise between the convergence speed and the steady-state error for two filters in ...
X. Fan, Z. Tan, P. Song, L. Chen
doaj
A Unified Successive Pseudo-Convex Approximation Framework [PDF]
, 2016 In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems.
Pesavento, Marius, Yang, Yang
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