On splitting-based numerical methods for nonlinear models of European options

2014 ◽  
Vol 93 (5) ◽  
pp. 781-796 ◽  
Author(s):  
Miglena N. Koleva ◽  
Lubin G. Vulkov
2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Mudassir Shams ◽  
Naila Rafiq ◽  
Nasreen Kausar ◽  
Shams Forruque Ahmed ◽  
Nazir Ahmad Mir ◽  
...  

A new inverse family of the iterative method is interrogated in the present article for simultaneously estimating all distinct and multiple roots of nonlinear polynomial equations. Convergence analysis proves that the order of convergence of the newly constructed family of methods is two. The computer algebra systems CAS-Mathematica is used to determine the lower bound of convergence order, which justifies the local convergence of the newly developed method. Some nonlinear models from physics, chemistry, and engineering sciences are considered to demonstrate the performance and efficiency of the newly constructed family of inverse simultaneous methods in comparison to classical methods in the literature. The computational time in seconds and residual error graph of the inverse simultaneous methods are also presented to elaborate their convergence behavior.


1990 ◽  
Vol 112 (3) ◽  
pp. 482-488 ◽  
Author(s):  
H. M. Handroos ◽  
M. J. Vilenius

Low-order nonlinear models for single stage pressure relief and pressure reducing valves are developed and subjected to experimental verification. The form of both models is postulated by an appeal to physical principles, but the parameter values are identified with the help of simple numerical methods using measured characteristic curves.


2019 ◽  
Author(s):  
Rajesh Kumar Gupta
Keyword(s):  

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