This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. It consists in determining the value function by using a set of nodes and basis functions. We provide two examples: pricing a European option and determining...

In this paper we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions withrelative accuracy . We prove that the upper complexity bound for both ln schemes is O( n m ln n) iterations of a...

In this paper we present a new approach to constructing schemes for unconstrained convex minimization, which compute approximate solutions with a certain relative accuracy. This approach is based on a special conic model of the unconstrained minimization problem. Using a structural model of the...

The present study proposes a method to estimate the yield of a crop. The proposed Gaussian quadrature (GQ) method makes it possible to estimate the crop yield from a smaller subsample. Identification of plots and corresponding weights to be assigned to the yield of plots comprising a subsample...