Technical Forum • Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, I can verify that Newton method is working for optimization in simple cases. I hope to be able to post a new program later tonight or tomorrow. For first hermite polynomial, starting from a very good guess, Newton continued to improve the guess for about 35 iterations while I had weighted Newton iteration with a multiple of .1(1/10) and then it stopped improving. The change over all iterations was quite reasonable and improved the squared objective function by about 1%. This is because