We investigate a novel adaptive choice rule of the Tikhonov regularization parameter in numerical differentiation which is a classic ill-posed problem. By assuming a ...
In this paper, we consider a class of k-step linear multistep methods in the form (1.1) of numerical differentiation (N.D.) formulas. For each k, we have required the property of A-stability which ...
We demonstrate the flexibility and ease of use of C++ algorithmic differentiation (AD) tools based on overloading through application to numerical patterns (kernels) arising in computational finance.
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