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 ...

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 ...

SIAM Journal on Numerical Analysis, Vol. 20, No. 2 (Apr., 1983), pp. 296-314 (19 pages) If Newton's method is employed to find a root of a map from a Banach space into itself and the derivative is ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

One of the formulas in calculus is Newton’s Method Approximation Formula. This technique tries to find the root of an equation. It is a trial-and-erro ...