This is a preview. Log in through your library . Abstract Finite difference methods, such as the mid-point rule, have been applied successfully to the numerical solution of ordinary and partial ...

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 ...

Description: Error analysis, solution of nonlinear equations, direct and iterative methods for solving linear systems, approximation of functions, numerical ...

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.

This unit is intended to serve as a first course in numerical analysis. As such the fundamental areas of root finding, numerical differentiation, numerical integration and solving ordinary ...