Derivative spectroscopy An enhanced role for numerical differentiation
نویسندگان
چکیده
منابع مشابه
Derivative Pricing, Numerical Methods
Numerical methods are needed for derivatives pricing in cases where analytic solutions are either unavailable or not easily computable. Examples of the former case include American-style options and most discretely observed path-dependent options. Examples of the latter type include the analytic formula for valuing continuously observed Asian options in [28], which is very hard to calculate for...
متن کاملNumerical Differentiation for the Second Order Derivative of Functions with Several Variables
Abstract. We propose a regularized optimization problem for computing numerical differentiation for the second order derivative for functions with two variables from the noisy values of the function at scattered points, and give the proof of the existence and uniqueness of the solution of this problem. The reconstruction scheme is also given during the proof, which is based on biharmonic Green ...
متن کاملTaylor-type 1-step-ahead numerical differentiation rule for first-order derivative approximation and ZNN discretization
In order to achieve higher computational precision in approximating the first-order derivative and discretize more effectively the continuous-time Zhang neural network (ZNN), a Taylor-type numerical differentiation rule is proposed and investigated in this paper. This rule not only greatly remedies some intrinsic weaknesses of the backward and central numerical differentiation rules, but also o...
متن کاملNumerical Methods for Fuzzy Linear Partial Differential Equations under new Definition for Derivative
In this paper difference methods to solve "fuzzy partial differential equations" (FPDE) such as fuzzy hyperbolic and fuzzy parabolic equations are considered. The existence of the solution and stability of the method are examined in detail. Finally examples are presented to show that the Hausdorff distance between the exact solution and approximate solution tends to zero.
متن کاملthe algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Integral Equations and Applications
سال: 2010
ISSN: 0897-3962
DOI: 10.1216/jie-2010-22-3-355