Search results for: multistep methods
4010 On a Way for Constructing Numerical Methods on the Joint of Multistep and Hybrid Methods
Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov
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Taking into account that many problems of natural sciences and engineering are reduced to solving initial-value problem for ordinary differential equations, beginning from Newton, the scientists investigate approximate solution of ordinary differential equations. There are papers of different authors devoted to the solution of initial value problem for ODE. The Euler-s known method that was developed under the guidance of the famous scientists Adams, Runge and Kutta is the most popular one among these methods. Recently the scientists began to construct the methods preserving some properties of Adams and Runge-Kutta methods and called them hybrid methods. The constructions of such methods are investigated from the middle of the XX century. Here we investigate one generalization of multistep and hybrid methods and on their base we construct specific methods of accuracy order p = 5 and p = 6 for k = 1 ( k is the order of the difference method).Keywords: Multistep and hybrid methods, initial value problem, degree and stability of hybrid methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15974009 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation
Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov
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Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15034008 An Efficient Computational Algorithm for Solving the Nonlinear Lane-Emden Type Equations
Authors: Gholamreza Hojjati, Kourosh Parand
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In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.
Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31794007 Constant Order Predictor Corrector Method for the Solution of Modeled Problems of First Order IVPs of ODEs
Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu
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This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.
Keywords: Interpolation, Approximate Solution, Collocation, Differential system, Half step, Converges, Block method, Efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23364006 A Family of Zero Stable Block Integrator for the Solutions of Ordinary Differential Equations
Authors: A. M. Sagir
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In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14824005 2 – Block 3 - Point Modified Numerov Block Methods for Solving Ordinary Differential Equations
Authors: Abdu Masanawa Sagir
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In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations of the form y′′ = f(x,y), a < = x < = b with associated initial or boundary conditions. The continuaous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different three discrete schemes, each of order (4,4,4)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on linear and non-linear ordinary differential equations whose solutions are oscillatory or nearly periodic in nature, and the results obtained compared favourably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19494004 On One Application of Hybrid Methods For Solving Volterra Integral Equations
Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova
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As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13944003 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations
Authors: A. M. Sagir
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This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y''' = f(x, y, y', y''), y(α)=y0, y'(α)=β, y''(α)=η with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non – stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.
Keywords: Block Method, Hybrid, Linear Multistep, Self starting, Third Order Ordinary Differential Equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17694002 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations
Authors: A. M. Sagir
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Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVPs) in ordinary differential equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.
Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27944001 An Accurate Computation of Block Hybrid Method for Solving Stiff Ordinary Differential Equations
Authors: A. M. Sagir
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In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff ordinary differential equations, and the results obtained compared favorably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14804000 A CTL Specification of Serializability for Transactions Accessing Uniform Data
Authors: Rafat Alshorman, Walter Hussak
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Existing work in temporal logic on representing the execution of infinitely many transactions, uses linear-time temporal logic (LTL) and only models two-step transactions. In this paper, we use the comparatively efficient branching-time computational tree logic CTL and extend the transaction model to a class of multistep transactions, by introducing distinguished propositional variables to represent the read and write steps of n multi-step transactions accessing m data items infinitely many times. We prove that the well known correspondence between acyclicity of conflict graphs and serializability for finite schedules, extends to infinite schedules. Furthermore, in the case of transactions accessing the same set of data items in (possibly) different orders, serializability corresponds to the absence of cycles of length two. This result is used to give an efficient encoding of the serializability condition into CTL.Keywords: computational tree logic, serializability, multi-step transactions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11753999 Some Third Order Methods for Solving Systems of Nonlinear Equations
Authors: Janak Raj Sharma, Rajni Sharma
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Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22063998 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM
Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen
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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11893997 A Survey of Response Generation of Dialogue Systems
Authors: Yifan Fan, Xudong Luo, Pingping Lin
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An essential task in the field of artificial intelligence is to allow computers to interact with people through natural language. Therefore, researches such as virtual assistants and dialogue systems have received widespread attention from industry and academia. The response generation plays a crucial role in dialogue systems, so to push forward the research on this topic, this paper surveys various methods for response generation. We sort out these methods into three categories. First one includes finite state machine methods, framework methods, and instance methods. The second contains full-text indexing methods, ontology methods, vast knowledge base method, and some other methods. The third covers retrieval methods and generative methods. We also discuss some hybrid methods based knowledge and deep learning. We compare their disadvantages and advantages and point out in which ways these studies can be improved further. Our discussion covers some studies published in leading conferences such as IJCAI and AAAI in recent years.Keywords: Retrieval, generative, deep learning, response generation, knowledge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12043996 A Comparison of Software Analysis and Design Methods for Real Time Systems
Authors: Anthony Spiteri Staines
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This paper examines and compares several of the most common real time methods. These methods are CORE, YSM, MASCOT, JSD, DARTS, RTSAD, ADARTS, CODARTS, HOOD, HRT-HOOD, ROOM, UML, UML-RT. The methods are compared using attributes like i) usability, ii) compositionality and iii) proper RT notations available. Finally some comparison results are given and discussed.Keywords: Software Engineering Methods, MethodComparison, Real Time Analysis and Design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36973995 Development of a Biomechanical Method for Ergonomic Evaluation: Comparison with Observational Methods
Authors: M. Zare, S. Biau, M. Croq, Y. Roquelaure
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A wide variety of observational methods have been developed to evaluate the ergonomic workloads in manufacturing. However, the precision and accuracy of these methods remain a subject of debate. The aims of this study were to develop biomechanical methods to evaluate ergonomic workloads and to compare them with observational methods.
Two observational methods, i.e. SCANIA Ergonomic Standard (SES) and Rapid Upper Limb Assessment (RULA), were used to assess ergonomic workloads at two simulated workstations. They included four tasks such as tightening & loosening, attachment of tubes and strapping as well as other actions. Sensors were also used to measure biomechanical data (Inclinometers, Accelerometers, and Goniometers).
Our findings showed that in assessment of some risk factors both RULA & SES were in agreement with the results of biomechanical methods. However, there was disagreement on neck and wrist postures. In conclusion, the biomechanical approach was more precise than observational methods, but some risk factors evaluated with observational methods were not measurable with the biomechanical techniques developed.
Keywords: Ergonomic, Observational Method, Biomechanical method, Workload.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50953994 An Experience Report on Course Teaching in Information Systems
Authors: Carlos Oliveira
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This paper is a criticism of the traditional model of teaching and presents alternative teaching methods, different from the traditional lecture. These methods are accompanied by reports of experience of their application in a class. It was concluded that in the lecture, the student has a low learning rate and that other methods should be used to make the most engaging learning environment for the student, contributing (or facilitating) his learning process. However, the teacher should not use a single method, but rather a range of different methods to ensure the learning experience does not become repetitive and fatiguing for the student.
Keywords: Educational practices, experience report, IT in education, teaching methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11143993 4D Flight Trajectory Optimization Based on Pseudospectral Methods
Authors: Kouamana Bousson, Paulo Machado
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The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24103992 Unit Commitment Solution Methods
Authors: Sayeed Salam
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An effort to develop a unit commitment approach capable of handling large power systems consisting of both thermal and hydro generating units offers a large profitable return. In order to be feasible, the method to be developed must be flexible, efficient and reliable. In this paper, various proposed methods have been described along with their strengths and weaknesses. As all of these methods have some sort of weaknesses, a comprehensive algorithm that combines the strengths of different methods and overcomes each other-s weaknesses would be a suitable approach for solving industry-grade unit commitment problem.Keywords: Unit commitment, Solution methods, and Comprehensive algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 61713991 Mechanical Quadrature Methods and Their Extrapolations for Solving First Kind Boundary Integral Equations of Anisotropic Darcy-s Equation
Authors: Xin Luo, Jin Huang, Chuan-Long Wang
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The mechanical quadrature methods for solving the boundary integral equations of the anisotropic Darcy-s equations with Dirichlet conditions in smooth domains are presented. By applying the collectively compact theory, we prove the convergence and stability of approximate solutions. The asymptotic expansions for the error show that the methods converge with the order O (h3), where h is the mesh size. Based on these analysis, extrapolation methods can be introduced to achieve a higher convergence rate O (h5). An a posterior asymptotic error representation is derived in order to construct self-adaptive algorithms. Finally, the numerical experiments show the efficiency of our methods.
Keywords: Darcy's equation, anisotropic, mechanical quadrature methods, extrapolation methods, a posteriori error estimate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15653990 Two Fourth-order Iterative Methods Based on Continued Fraction for Root-finding Problems
Authors: Shengfeng Li, Rujing Wang
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In this paper, we present two new one-step iterative methods based on Thiele-s continued fraction for solving nonlinear equations. By applying the truncated Thiele-s continued fraction twice, the iterative methods are obtained respectively. Analysis of convergence shows that the new methods are fourth-order convergent. Numerical tests verifying the theory are given and based on the methods, two new one-step iterations are developed.Keywords: Iterative method, Fixed-point iteration, Thiele's continued fraction, Order of convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18823989 Non-Polynomial Spline Solution of Fourth-Order Obstacle Boundary-Value Problems
Authors: Jalil Rashidinia, Reza Jalilian
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In this paper we use quintic non-polynomial spline functions to develop numerical methods for approximation to the solution of a system of fourth-order boundaryvalue problems associated with obstacle, unilateral and contact problems. The convergence analysis of the methods has been discussed and shown that the given approximations are better than collocation and finite difference methods. Numerical examples are presented to illustrate the applications of these methods, and to compare the computed results with other known methods.Keywords: Quintic non-polynomial spline, Boundary formula, Convergence, Obstacle problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18173988 Interpolation of Geofield Parameters
Authors: A. Pashayev, C. Ardil, R. Sadiqov
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Various methods of geofield parameters restoration (by algebraic polynoms; filters; rational fractions; interpolation splines; geostatistical methods – kriging; search methods of nearest points – inverse distance, minimum curvature, local – polynomial interpolation; neural networks) have been analyzed and some possible mistakes arising during geofield surface modeling have been presented.
Keywords: interpolation methods, geofield parameters, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17033987 Effective Class of Discreet Programing Problems
Authors: Kaziyev G. Z., Nabiyeva G. S., Kalizhanova A.U.
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We consider herein a concise view of discreet programming models and methods. There has been conducted the models and methods analysis. On the basis of discreet programming models there has been elaborated and offered a new class of problems, i.e. block-symmetry models and methods of applied tasks statements and solutions.Keywords: Discreet programming, block-symmetry, analysis methods, information systems development.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13463986 A Comparison of Deterministic and Probabilistic Methods for Determining the Required Amount of Spinning Reserve
Authors: A. Ehsani, A. Karimizadeh, H. Fallahi, A. Jalali
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In an electric power system, spinning reserve requirements can be determined by using deterministic and/or probabilistic measures. Although deterministic methods are usual in many systems, application of probabilistic methods becomes increasingly important in the new environment of the electric power utility industry. This is because of the increased uncertainty associated with competition. In this paper 1) a new probabilistic method is presented which considers the reliability of transmission system in a simplified manner and 2) deterministic and probabilistic methods are compared. The studied methods are applied to the Roy Billinton Test System (RBTS).Keywords: Reliability, Spinning Reserve, Risk, Transmission, Unit Commitment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20383985 Comparison of Full Graph Methods of Switched Circuits Solution
Authors: Zdeňka Dostálová, David Matoušek, Bohumil Brtnik
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As there are also graph methods of circuit analysis in addition to algebraic methods, it is, in theory, clearly possible to carry out an analysis of a whole switched circuit in two-phase switching exclusively by the graph method as well. This article deals with two methods of full-graph solving of switched circuits: by transformation graphs and by two-graphs. It deals with the circuit switched capacitors and the switched current, too. All methods are presented in an equally detailed steps to be able to compare.Keywords: Switched capacitors of two phases, switched currents of two phases, transformation graph, two-graph, Mason's formula, voltage transfer, summary graph.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13123984 An Overview of Islanding Detection Methods in Photovoltaic Systems
Authors: Wei Yee Teoh, Chee Wei Tan
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The issue of unintentional islanding in PV grid interconnection still remains as a challenge in grid-connected photovoltaic (PV) systems. This paper discusses the overview of popularly used anti-islanding detection methods, practically applied in PV grid-connected systems. Anti-islanding methods generally can be classified into four major groups, which include passive methods, active methods, hybrid methods and communication base methods. Active methods have been the preferred detection technique over the years due to very small non-detected zone (NDZ) in small scale distribution generation. Passive method is comparatively simpler than active method in terms of circuitry and operations. However, it suffers from large NDZ that significantly reduces its performance. Communication base methods inherit the advantages of active and passive methods with reduced drawbacks. Hybrid method which evolved from the combination of both active and passive methods has been proven to achieve accurate anti-islanding detection by many researchers. For each of the studied anti-islanding methods, the operation analysis is described while the advantages and disadvantages are compared and discussed. It is difficult to pinpoint a generic method for a specific application, because most of the methods discussed are governed by the nature of application and system dependent elements. This study concludes that the setup and operation cost is the vital factor for anti-islanding method selection in order to achieve minimal compromising between cost and system quality.Keywords: Active method, hybrid method, islanding detection, passive method, photovoltaic (PV), utility method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 97583983 A Comparison of Inflow Generation Methods for Large-Eddy Simulation
Authors: Francois T. Pronk, Steven J. Hulshoff
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A study of various turbulent inflow generation methods was performed to compare their relative effectiveness for LES computations of turbulent boundary layers. This study confirmed the quality of the turbulent information produced by the family of recycling and rescaling methods which take information from within the computational domain. Furthermore, more general inflow methods also proved applicable to such simulations, with a precursor-like inflow and a random inflow augmented with forcing planes showing promising results.Keywords: Boundary layer, Flat plate, Inflow modeling, LES
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16633982 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing
Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea
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Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?
Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 60673981 Parallel Multisplitting Methods for Singular Linear Systems
Authors: Guangbin Wang, Fuping Tan
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In this paper, we discuss convergence of the extrapolated iterative methods for linear systems with the coefficient matrices are singular H-matrices. And we present the sufficient and necessary conditions for convergence of the extrapolated iterative methods. Moreover, we apply the results to the GMAOR methods. Finally, we give one numerical example.
Keywords: Singular H-matrix, linear systems, extrapolated iterative method, GMAOR method, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1350