1 Warwick Mathematics Institute, The University of Warwick, Coventry, United Kingdom 2 School of Computer and Information Engineering, Luoyang Institute of Science and Technology, Luoyang, China To ...

Abstract: In this chapter, the authors describe the rational function fitting method (RFFM) and spectral differential equation approximation method (SDEAM), which shift the burden of numerical ...

Abstract: Reinforcement Learning is a branch of machine learning to learn control strategies that achieve a given objective through trial-and-error in the environment ...

Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...

SIAM Journal on Applied Mathematics, Vol. 50, No. 6 (Dec., 1990), pp. 1517-1532 (16 pages) An approximation method of Moore for Kelvin-Helmotz instability is formulated as a general method for ...

Inner convex approximation is a compelling method that enables the real-time implementation of suboptimal nonlinear model predictive control (MPC). However, it suffers from a slow convergence rate, ...

An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED for computing this ...

A critical issue in the credit risk industry is the accurate, efficient and robust pricing of collateralized debt obligations (CDOs) in a variety of mathematical models. These and many similar basket ...