782 search results - page 61 / 157 » Numerical Recipes in C |
AUTOMATICA
2006
13 years 7 months ago
2006
In this paper, the complex-step method is applied in the setting of numerical optimisation problems involving dynamical systems modelled as nonlinear differential equations. The m...
FS
2006
13 years 7 months ago
2006
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
IANDC
2006
13 years 7 months ago
2006
Interactive theorem provers require too much effort from their users. We have been developing a system in which Isabelle users obtain automatic support from automatic theorem prov...
JPDC
2008
13 years 7 months ago
2008
Two parallel block tridiagonalization algorithms and implementations for dense real symmetric matrices are presented. Block tridiagonalization is a critical pre-processing step for...
MOR
2008
13 years 7 months ago
2008
We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in ...