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Probabilistic backward location for the identification of multi-source nitrate contamination
(Springer, 2021-01-07)
Nitrate represents the most widespread contaminant in shallow aquifers, especially in urban areas, and poses risks to human health, when the contaminated groundwater is ingested. In urban environments, the release of nitrate ...
Numerical Method for Reflected Backward Stochastic Differential Equations
(TAYLOR & FRANCIS INC, 2011)
In this article we propose a numerical method for reflected backward stochastic
differential equations (RBSDE). This method is based on the simple random walk,
and the convergence is related to the Skorohod topology.
Alternating forward–backward splitting for linearly constrained optimization problems
(Springer Verlag, 2019)
© 2019, Springer-Verlag GmbH Germany, part of Springer Nature. We present an alternating forward–backward splitting method for solving linearly constrained structured optimization problems. The algorithm takes advantage ...
Alternating forward–backward splitting for linearly constrained optimization problems
(Springer, 2020)
We present an alternating forward-backward splitting method for solving linearly constrained structured optimization problems. The algorithm takes advantage of the separable structure and possibly asymmetric regularity ...
NUMERICAL METHOD FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS BY
(Institute of Mathematical Statistics, 2001-05)
We propose a method for numerical approximation of backward stochastic
differential equations. Our method allows the final condition of the equation
to be quite general and simple to implement. It relies on an approximation
of ...
Lagrangian penalization scheme with parallel forward-backward splitting
(Springer, 2018-05)
We propose a new iterative algorithm for the numerical approximation of the solutions to convex optimization problems and constrained variational inequalities, especially when the functions and operators involved have a ...
Normal backwardation é normal no mercado futuro brasileiro?
(1998)
The resarch tests whether what Keynes coined as normal backwardation is a feature of the Brazilian futures market. Four futures contracts which trade at BM&F Bolsa de Mercadorias e Futuros have been studied, namely, Ibovespa ...
Forward-backward approximation of evolution equations in finite and infinite horizon
(Amer Inst Mathematical Sciences-Aims, 2021)
This research is concerned with evolution equations and their forward-backward discretizations.
Our rst contribution is an estimation for the distance between iterates of sequences
generated by forward-backward schemes, ...
Backward-forward algorithms for structured monotone inclusions in hilbert spaces
(2018)
In this paper, we study the backward forward algorithm as a splitting method to solve structured monotone inclusions, and convex minimization problems in Hilbert spaces. It has a natural link with the forward backward ...