A new stepsize change technique for Adams methods

Implementing Adams Methods with Preassigned Stepsize Ratios

Runge-Kutta and Adams methods are the most popular codes to solve numerically nonstiff ODEs. The Adams methods are useful to reduce the number of function calls, but they usually require more CPU time than the Runge-Kutta methods. In this work we develop a numerical study of a variable step length Adams implementation, which can only take preassigned step-size ratios. Our aim is the reduction o...

Experiments in stepsize control for Adams linear multistep methods

A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

Some previous works show that symmetric fixedand variablestepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts,...

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

Stepsize Selection for Approximate Value Iteration and a New Optimal Stepsize Rule

Approximate value iteration is used in dynamic programming when we use random observations to estimate the value of being in a state. These observations are smoothed to approximate the expected value function, leading to the problem of choosing a stepsize (the weight given to the most recent observation). A stepsize of 1/n is a common (and provably convergent) choice. However, we prove that it ...