Abstract: In this paper, a new evolutionary algorithm referred to as importance search algorithm (ISA) is designed to solve global numerical optimization problems with continuous variables. The ...

We introduce a simple numerical algorithm to study banking systems subject to credit risk. The algorithm is based on a model that is completely defined by only two parameters. We start with a ...

Abstract: Flight management system is one of the core technologies of avionics system for large civil aircraft. Among them, the integrated navigation system is the core component of the flight ...

SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

This is a repository of the blog post optimizing Python with Zig for numerical calculations with an example using of the 4th Runge Kutta algorithm.

In this paper we develop a discretized version of the dynamic programming algorithm and study its convergence and stability properties. We show that the computed value function converges quadratically ...

Implementation of the algorithm proposed in the paper Multi-Objective Assortment Optimization: Profit, Risk, Customer Utility, and Beyond, and related numerical experiments. All algorithms in this ...