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updated 1 year ago

One Dimensional Newton Method for Optimization by Mark Leorna

This script will find x* to minimize any given function f(x). (optimization, one dimensional newto..., 1d newton)

OnedNewton.m

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updated almost 2 years ago

Newton method with line search by George Papazafeiropoulos

Finds the roots of a function using the Newton method with line search (newton method, line search, nonlinear equation)

line_search.m

fun(x)

demo.m

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updated 2 years ago

Merton Structural Credit Model (Matrixwise Solver) by Mark Whirdy

Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery (credit, merton, structural credit mod...)

calcMertonModel(E_t,sig_E,K,t,T,r)

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updated 3 years ago

Vectorized Analytic Two Body Propagator (Kepler Universal Variables) by Darin Koblick

Darin Koblick (view profile)

Analytic propagation routine uses universal variables to solve a single formula for all orbit types (kepler, keplerian, universal variable)

KeplerUniversalVsSTK()

keplerUniversal(r0,v0,t,mu)

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updated 5 years ago

Two-yield elastoplasticity solver by Jan Valdman

Jan Valdman (view profile)

Time-dependent 2D elastoplasticity solver for a two-yied model. (finite element method, hysteresis behaviour, elastoplasticity)

FEM_Newton_fixed_steps(P1prev,P2prev,U,number_of_steps)

Lshape_mesh(number_of_refinements)

beam_2D_symetric_mesh(number_of_refinements)

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updated 5 years ago

PPT slide for Chapter 4 (Nonlinear Equations) of "Applied Numerical Methods Using MATLAB" by Won Yang

Won Yang (view profile)

Chapter 4 (Nonlinear Equations) of "Applied Numerical Methods Using MATLAB" (matlab, nonlinear equation, newton method)

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