نتایج جستجو برای: fuzzy newton cotes method

تعداد نتایج: 1708903  

Journal: :Intelligent Information Management 2010
Vinay Kanwar Kapil K. Sharma Ramandeep Behl

In this paper, we propose new variants of Newton’s method based on quadrature formula and power mean for solving nonlinear unconstrained optimization problems. It is proved that the order of convergence of the proposed family is three. Numerical comparisons are made to show the performance of the presented methods. Furthermore, numerical experiments demonstrate that the logarithmic mean Newton’...

2004
Yu Chen

2. Write a Matlab script of no more than 10 lines to calculate the Newton-Cotes quadrature weights wj , j = 1, 2, . . . , n, n + 1; go to the end of this handout for more details about wj . For uniformity, we require that the script starts with the four lines n=2; h=1/n; nodes=(0:h:1)’; f=eye(n+1); where the j-th column of the matrix f are needed for the Lagrange interpolation in order to find ...

2006
N. La Palombara

We report on the XMM–Newton observation of the Be/neutron star X–ray binary system RX J0146.9+6121, a long period (∼ 23 m) pulsar in the NGC 663 open cluster. The X–ray luminosity decreased by a factor two compared to the last observation carried out in 1998, reaching a level of ∼ 1 × 10 erg s, the lowest ever observed in this source. The spectral analysis reveals the presence of a significant ...

Journal: :Computers & Mathematics with Applications 2013
Guofei Pang Wen Chen K. Y. Sze

Fractional directional integrals are the extensions of the Riemann-Liouville fractional integrals from oneto multi-dimensional spaces and play an important role in extending the fractional differentiation to diverse applications. In numerical evaluation of these integrals, the weakly singular kernels often fail the conventional quadrature rules such as Newton-Cotes and Gauss-Legendre rules. It ...

Journal: :International Journal of Research in Engineering and Technology 2015

Journal: :International Journal of Quantitative Research and Modeling 2020

Journal: :JAMDS 2009
Guoan Huang Guohe Deng Lihong Huang

The valuation for an American continuous-installment put option on zero-coupon bond is considered by Kim’s equations under a single factor model of the short-term interest rate, which follows the famous Vasicek model. In term of the price of this option, integral representations of both the optimal stopping and exercise boundaries are derived. A numerical method is used to approximate the optim...

2008
Adhemar Bultheel Ruymán Cruz-Barroso Marc Van Barel

In this paper, quadrature formulas on the real line with the highest degree of accuracy, with positive weights, and with one or two prescribed nodes anywhere on the interval of integration are characterized. As an application, the same kind of rules but with one or both (finite) endpoints being fixed nodes and one or two more prescribed nodes inside the interval of integration are derived. An e...

Journal: :Electronic Notes in Discrete Mathematics 2013
Elías Berriochoa Alicia Cachafeiro Jesús Illán J. M. Rebollido

The approach we follow consists in transforming the numerical evaluation of hypersingular integrals into the calculation of a nearly singular integral whose mass is distributed according to a positive parameter ε. To evaluate the latter we apply a Gauss quadrature formula associated with a nearly singular weight function. It is estimated the error in terms of ε. Some numerical results are prese...

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