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Primal-Dual Active-Set Method for the Valuation of American Exchange Options
27050 2517 Pages:858-885 -
Free Boundary Determination in Nonlinear Diffusion
37256 4431 Pages:295-310 -
Asymptotic Behavior of Solutions for a Free Boundary Problem with a Monostable Nonlinearity
4634 189 Pages:152-167 -
An Artificial Boundary Condition for a Class of Quasi-Newtonian Stokes Flows
38194 4904 Pages:35-51 -
Artificial Boundary Method for European Pricing Option Problem
48638 3225 Pages:746-773 -
Identification of a Corroded Boundary and Its Robin Coefficient
38786 4223 Pages:126-149 -
Machine Learning Algorithm for the Monge-Ampère Equation with Transport Boundary Conditions
15038 1377 Pages:788-819 -
Primal-Dual Active Set Method for American Lookback Put Option Pricing
36797 3064 Pages:603-614 -
Fast Algorithms for Boundary Integral Equations on Elliptic Domains and Related Inverse Problems
41630 3247 Pages:485-505 -
Estimation of a Regularisation Parameter for a Robin Inverse Problem
36419 3103 Pages:325-342 -
Streamline Diffusion Virtual Element Method for Convection-Dominated Diffusion Problems
43221 4787 Pages:158-180 -
Conjugate Gradient Method for Estimation of Robin Coefficients
36995 4304 Pages:189-204 -
Time Domain Linear Sampling Method for Inverse Scattering Problems with Cracks
53854 4503 Pages:96-110 -
Godunov Method for Stefan Problems with Enthalpy Formulations
40778 4381 Pages:107-119 -
Mixed Fourier-Jacobi Spectral Method for Two-Dimensional Neumann Boundary Value Problems
37852 4511 Pages:284-296 -
New Finite Difference Methods Based on IIM for Inextensible Interfaces in Incompressible Flows
37445 4341 Pages:155-171 -
An Inverse Diffraction Problem: Shape Reconstruction
36947 3247 Pages:342-360