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, ...

Isaac Newton is renowned for renovating the foundations of mathematics, optics, and mechanics in the 17th century. What you may not know is that the famed British mathematician also aimed to overturn ...

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 ...

This paper discusses the use of the linear conjugate-gradient method (developed via the Lanczos method) in the solution of large-scale unconstrained minimization problems. At each iteration of a ...