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Positive Solutions for Third-Order Boundary-Value Problems with the Integral Boundary Conditions and Dependence on the First-Order Derivatives

2013; Accepted 9 June 2013 Academic Editor: Wei-Shih Du Copyright © 2013 Yanping Guo and Fei Yang. This is an open access article distributed under the Creative Commons Attribution License, which

A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization

We propose an appealing line-search-based partial proximal alternating directions (LSPPAD) method for solving a class of separable convex optimization problems. These problems under consideration are common in practice. The proposed method solves two subproblems at each iteration: one is solved by a proximal point method, while the proximal term is absent from the other. Both...

Calibration of the Volatility in Option Pricing Using the Total Variation Regularization

In market transactions, volatility, which is a very important risk measurement in financial economics, has significantly intimate connection with the future risk of the underlying assets. Identifying the implied volatility is a typical PDE inverse problem. In this paper, based on the total variation regularization strategy, a bivariate total variation regularization model is...