Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...
The paper presents a variant of implicit function theorem, as a corollary of existence theorem for solutions of a first order system of partial differential equations. This results is then extend to ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 2, No. 6 (Jun. 15, 1916), pp. 309-313 (5 pages) ...
ABSTRACT: In this paper, the well known implicit function theorem was applied to study existence and uniqueness of periodic solution of Duffing-type equation. Un-der appropriate conditions around the ...
Abstract: The Implicit Lyapunov Function (ILF) for a class of homogeneous systems is introduced and studied. The analysis of homogeneous differentiator using ILF method is presented. Sufficient ...
Abstract: We present a novel two-view geometry estimation framework which is based on a differentiable robust loss function fitting. We propose to treat the robust fundamental matrix estimation as an ...
Description: Multivariate calculus; partial differentiation; implicit function theorems and transformations; line and surface integrals; vector fields; theorems of Gauss, Green, and Stokes. Credit ...