We consider a family of primal/primal-dual/dual search directions for the monotone LCP over the space of n n symmetric block-diagonal matrices. We consider two infeasible predictor-corrector path-following methods using these search directions, with the predictor and corrector steps used either in series (similar to the Mizuno-Todd-Ye method) or in parallel (similar to Mizuno et al./McShane's m...

We correct an error in Algorithm 2 from [1].

In this paper, we study the numerical solution of hybrid fuzzy differential equations by using differential transformation method (DTM). This is powerful method which consider the approximate solution of a nonlinear equation as an infinite series usually converging to the accurate solution. Several numerical examples are given and by comparing the numerical results obtained from DTM  and  predi...

We establishe the polynomial convergence of a new class of pathfollowing methods for linear complementarity problems (LCP). Namely, we show that the predictor-corrector methods based on the L2 norm neighborhood. Mathematics Subject Classification: 90C33, 65G20, 65G50

The stability and convergence of fundamental numerical methods for solving ordinary differential equations are presented. These include one-step methods such as the classical Euler method, Runge–Kutta methods and the less well known but fast and accurate Taylor series method. We also consider the generalization to multistep methods such as Adams methods and their implementation as predictor–cor...

This paper deals with almost sure and moment exponential stability of a class of predictorcorrector methods applied to the stochastic differential equations of Itô-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment f...

A modified predictor-corrector algorithm is presented. This algorithm obtains a pre-specified point on the primal-dual central-path. It is shown to be suitable for a recently proposed class of receding horizon control laws which include a recentred barrier in the cost function. The significance of these controllers is that hard constraints are replaced by penalty type soft constraints, which ha...