The asymptotic convergence of the forward-backward splitting algorithm for solving equations of type 0 ∈ T(z) is analyzed, where T is a multivalued maximal monotone operator in the n-dimensional ...
Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
Abstract: The asymptotic convergence of C.-J. Lin (2001) can be applied to a modified SMO (sequential minimal optimization) algorithm by S.S. Keerthi et al. (2001) with some assumptions. The author ...
We analyse electron and hole transport in organic light-emitting diodes (OLEDs) via the drift–diffusion equations. We focus on space-charge-limited transport, in which rapid variations in charge ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results