Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 2 of 2 for “"semi-smooth Newton method"”.
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Forward and inverse American option pricing via a complementarity approach
… discretization schemes, a finite difference method and a finite element method, for the discretization of the complementarity systems into a collection of linear complementarity problems (LCPs). In Chapter 3, we discuss four popular existing numerical algorithms---a PSOR method, a two phase …
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NEW COMPUTATIONAL METHODS FOR OPTIMAL CONTROL OF PARTIAL DIFFERENTIAL EQUATIONS
… develop and analyze several efficient numerical methods for the optimal control problems governed by elliptic PDE, parabolic PDE, and wave PDE, respectively. The thesis consists of six chapters. In Chapter 1, we briefly introduce a few motivating applications and summarize some theoretical and …