This paper is conceed with numerical methods for American option pricing. We employ numerical analysis and the notion of viscosity solution to show uniform conv
An effective continuous algorithm is proposed to find approximate solutions of NP-hard max-cut problems. The algorithm relaxes the max-cut problem into a contin
In this paper the uniform convergence of Hermite-Fejér interpolation and Grunwald type theorem of higher order on an arbitrary system of nodes are presented.
We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the expected and anticipate
Convergence properties of trust-region methods for unconstrained nonconvex optimization is considered in the case where information on the objective function’s
We derived and analyzed a new numerical scheme for the Navier-Stokes equations by using H(div) conforming finite elements. A great deal of effort was given to a