A multivariate spectral projected gradient method for bound constrained optimization
Zhensheng Yu, Jing Sun, Yi Qin
págs. 2263-2269
Solvability of Newton equations in smoothing-type algorithms for the SOCCP
Nan Lu, Zheng-Hai Huang
págs. 2270-2276
The composite Milstein methods for the numerical solution of Ito stochastic differential equations
M. A. Omar, A. Aboul-Hassan, S. I. Rabia
págs. 2277-2299
A non-interior continuation algorithm for the CP based on a generalized smoothing function
Li-Yong Lu, Wei-Zhe Gu
págs. 2300-2313
On eigenvalue intervals of higher-order boundary value problems with a sign-changing nonlinear term
Dexiang Ma, Xiaozhong Yang
págs. 2314-2324
B-spline collocation for solution of two-point boundary value problems
J. Rashidinia, Mehdi Ghasemi
págs. 2325-2342
págs. 2343-2356
The perturbed compound Poisson risk model with linear dividend barrier
Donghai Liu, Zaiming Liu
págs. 2357-2363
Ziming Wang, Yongfu Su, Dongxing Wang, Yucai Dong
págs. 2364-2371
Jianli Li, Jianhua Shen
págs. 2372-2379
Bijaya Laxmi Panigrahi, Gnaneshwar Nelakanti
págs. 2380-2391
On the expected discounted penalty function for the compound Poisson risk model with delayed claims
Jie-Hua Xie, Wei Zou
págs. 2392-2404
Fazhan Geng, Minggen Cui
págs. 2405-2411
New quasi-Newton methods via higher order tensor models
Fahimeh Biglari, Abu Hassan Malik, Wah June Leong
págs. 2412-2422
Improved Hessian approximation with modified secant equations for symmetric rank-one method
Farzin Modarres, Abu Hassan Malik, Wah June Leong
págs. 2423-2431
Combining nonmonotone conic trust region and line search techniques for unconstrained optimization
Zhaocheng Cui, Boying Wu, Shaojian Qu
págs. 2432-2441
Boundary value problem for first order impulsive functional integro-differential equations
Lihong Zhang
págs. 2442-2450
Spline on a generalized hyperbolic paraboloid
Fengfu Peng, Juanjuan Chen
págs. 2451-2458
Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
Nader Naifar
págs. 2459-2466
A discontinuous mixed covolume method for elliptic problems
Qing Yang, Ziwen Jiang
págs. 2467-2476
A high-order exponential scheme for solving 1D unsteady convection-diffusion equations
Zhen F. Tian, P. X. Yu
págs. 2477-2491
Improved rectangular method on stochastic Volterra equations
C. H. Wen, Tusheng Zhang
págs. 2492-2501
págs. 2502-2514
Zhi-Wen Zhao, De-Hui Wang, Yong Zhang
págs. 2515-2522
A generic framework for stochastic Loss-Given-Default
Geert van Damme
págs. 2523-2550
A fourth-order derivative-free algorithm for nonlinear equations
Yehui Peng, Heying Feng, Qiyong Li, Xiaoqing Zhang
págs. 2551-2559
Traveling wavefronts of a prey-predator diffusion system with stage-structure and harvesting
Xinyuan Liao, Yuming Chen, Shengfan Zhou
págs. 2560-2568
págs. 2569-2580
Numerical solution of functional integral equations by the variational iteration method
Jafar Biazar, Mehdi Gholami Porshokouhi, Behzad Ghanbari, Mohammad Gholami Porshokouhi
págs. 2581-2585
Zero-Hopf bifurcation for van der Pol's oscillator with delayed feedback
Xiaoqin Wu, Liancheng Wang
págs. 2586-2602
© 2008-2024 Fundación Dialnet · Todos los derechos reservados