Related papers: Monotone-iterative technique for an initial value …
We analyze the convergence of an iterative method for solving the nonlinear system resulting from a natural discretization of the Monge-Amp\`ere equation with $C^1$ conforming approximations. We make the assumption, supported by numerical…
The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…
In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…
This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…
We present an efficient and parsimonious algorithm to solve mixed initial/final-value problems. The algorithm optimally limits the memory storage and the computational time requirements: with respect to a simple forward integration, the…
We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…
A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…
Initial value problems -- a system of ordinary differential equations and corresponding initial conditions -- can be used to describe many physical phenomena including those arise in classical mechanics. We have developed a novel approach…
The main objective of this paper is the construction of the solution of an impulsive stochastic differential equation, subject to control conditions in the pulse-times and give sufficient conditions for them to be random variables with…
We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…
In this work, we introduce an iterative linearised finite element method for the solution of Bingham fluid flow problems. The proposed algorithm has the favourable property that a subsequence of the sequence of iterates generated converges…
This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…
Planning problems where effects of actions are non-deterministic can be modeled as Markov decision processes. Planning problems are usually goal-directed. This paper proposes several techniques for exploiting the goal-directedness to…
The objective of this research is to explore a convex feasibility problem, which consists of a monotone variational inequality problem and a fixed point problem. We introduce four inertial extragradient algorithms that are motivated by the…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational…