On optimal methods in numerical analysis

on the status of mixed methods research in applied linguistics

چکیده ندارد.

On Multiresolution Methods in Numerical Analysis 4832

As a way to emphasize several distinct features of the mul-tiresolution methods based on wavelets, we describe connections between the multiresolution LU decomposition, multigrid and multiresolution re-duction/homogenization for self-adjoint, strictly elliptic operators. We point out that the multiresolution LU decomposition resembles a direct multigrid method (without W-cycles) and that the al...

Numerical methods for optimal control problems: algorithms, analysis and applications

Optimal Level of Leverage using Numerical Methods

Advances in computer software and in agent-based computational finance allow the use of numerical methods in order to optimize different type of functions. In this paper we propose a numerical method in order to find the level of leverage that maximizes the geometric mean of a series of historical daily returns. One of the advantages of the use of numerical methods is that it requires less assu...

Optimal Control Lecture 9 : Numerical Methods for Deterministic Optimal Control

Lecturer: Marin Kobilarov Consider the general setting where we are minimizing J = φ(x(t f), t f) + t f t 0 L(x(t), u(t), t)dt, (1) subject to: x(t 0) = x 0 , x(t f) and t f free (2) ˙ x(t) = f (x(t), u(t), t) (3) c(x(t), u(t), t) ≤ 0, for all t ∈ [t 0 , t f ] (4) ψ(x(t f), t f) ≤ 0, (5) We will consider three families of numerical methods for solving the optimal control problem: • dynamic prog...