Abstract In recent years a number of authors pointed out significant stability and convergence problems while using Cox-Ross-Rubinstein binomial method to price and hedge barrier options. Different modifications were suggested to improve the convergence and stability of the binomial method. However, as this article shows, lattice approach in general has limited stability factor when applied to ...

The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly handled by algorithmic stability (Bousquet and Elisseeff, 2002). The machine learning community has a rich history investigating convergence and stability s...

The incompressible Navier-Stokes equations are discretized in space and integrated in time by the method of lines and a semi-implicit method. In each time step a set of systems of linear equations has to be solved. The size of the time steps are restricted by stability and accuracy of the time-stepping scheme, and convergence of the iterative methods for the solution of the systems of equations...

In this paper, buckling behavior of moderately thick functionally graded rectangular plates resting on elastic foundation subjected to linearly varying in-plane loading is investigated. The neutral surface position for a functionally graded plate which its material properties vary in the thickness direction is determined. Based on the first-order shear deformation plate theory and the neutral s...

In an earlier paper by the author a detailed convergence and stability analysis of a generalization of the Richardson extrapolation process was given under certain conditions. In the present work these conditions are modified and relaxed considerably, and results are obtained on convergence and stability under the new conditions. As the previous ones, these new results are asymptotic in nature,...

In this paper, quadratic stability of adaptive dynamic surface control for a class of nonlinear systems in strict-feedback form is analyzed in the framework of linear matrix inequality. While the existence of controller gains and filter time constants for semi-global stability was theoretically proved in the literature, it is not sufficient to describe how a set-point value and parameter update...