For over three centuries, researchers have relied on a powerful algorithm developed by Isaac Newton to tackle complex problems in logistics, finance, computer vision, and even pure math. This simple ...

Newton method, invented by physicist Isaac Newton about 300 years ago, is an algorithm that still plays an important role in a wide range of fields, including logistics, financial engineering, ...

When Newton's method is used to find a root of a map from a Banach space into itself and the derivative is singular at that root, convergence of the Newton sequence is in general linear. In this paper ...

The nonlinear systems obtained by discretizing degenerate parabolic equations may be hard to solve, especially with Newton's method. In this paper, we apply to the Richards equation, a strategy that ...

Newton's Method is a technique for approximating a root to an equation of the form \(f(x)=0\). What is required is an initial estimate for the root, called \(x_1 ...

The variational inequality formulation provides a mechanism for determining both the option value and the early exercise curve implicitly (Jaillet, Lamberton and Lapeyre, 1990). Standard ...