Search Results

• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

  Xiaobing Feng, Yukun Li, Yi Zhang

  2021-07-05

  40344 2897 Pages:574-598

• Singularity-Free Numerical Scheme for the Stationary Wigner Equation

  Tiao Lu, Zhangpeng Sun

  2018-09-10

  38477 3208 Pages:170-183

• Mean-Square Convergence of Two-Step Milstein Methods for Nonlinear Stochastic Delay Differential Equations

  Lijuan Peng, Lihang Zhou, Wenqiang Wang

  2026-04-15

  3083 240 Pages:578-592

• Semi-Proximal Point Method for Nonsmooth Convex-Concave Minimax Optimization

  Yuhong Dai, Jiani Wang, Liwei Zhang

  2024-04-08

  19592 1955 Pages:617-637

• Error Analysis for a Fast Numerical Method to a Boundary Integral Equation of the First Kind

  Jingtang Ma, Tao Tang

  2018-08-15

  32887 3981 Pages:56-68

• Effects of Integrations and Adaptivity for the Eulerian-Lagrangian Method

  Jiwei Jia, Xiaozhe Hu, Jinchao Xu, Chen-Song Zhang

  2018-08-22

  34007 3537 Pages:367-395

• Weak Convergence Analysis of a Splitting-up Method for Stochastic Differential Equations

  Minxing Zhang, Yongkui Zou

  2026-04-15

  3239 203 Pages:427-445

• Convergence of the Explicit Difference Scheme and the Binomial Tree Method for American Options

  Lishang Jiang, Min Dai

  2004-06-02

  33284 3296 Pages:371-380

• Exponential Time Differencing-Padé Finite Element Method for Nonlinear Convection-Diffusion-Reaction Equations with Time Constant Delay

  Haishen Dai, Qiumei Huang, Cheng Wang

  2023-04-25

  31553 2878 Pages:370-394

• Crank-Nicolson Galerkin Approximations for Logarithmic Klein-Gordon Equation

  Fang Chen, Meng Li, Yanmin Zhao

  2024-11-21

  16293 1462 Pages:641-672

• A Numerical Method for the Simulation of Free Surface Flows of Viscoplastic Fluid in 3D

  Kirill D. Nikitin, Maxim A. Olshanskii, Kirill M. Terekhov, Yuri V. Vassilevski

  2021-07-01

  35647 3696 Pages:605-622

• Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation

  Yibo Wang, Wanrong Cao, Yanzhao Cao

  2026-02-15

  2525 222 Pages:35-60

• Sharp Error Estimate of Variable Time-Step Imex BDF2 Scheme for Parabolic Integro-Differential Equations with Initial Singularity Arising in Finance

  Chengchao Zhao, Ruoyu Yang, Yana Di, Jiwei Zhang

  2025-09-28

  5185 473 Pages:1118-1140

• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems

  Xu Yang, Weidong Zhao

  2023-12-01

  28494 2809 Pages:248-270

• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

  Mahboub Baccouch

  2024-01-16

  25420 2251 Pages:432-453

• Singly Diagonally Implicit Runge-Kutta Methods Combining Line Search Techniques for Unconstrained Optimization

  Xin-Long Luo

  2005-04-02

  32786 3485 Pages:153-164

• Global Convergence and Implementation of NGTN Method for Solving Large-Scale Sparse Nonlinear Programming Problems

  Qin Ni

  2001-08-02

  33096 3669 Pages:337-346

• Superlinearly Convergent Algorithms for Stochastic Time-Fractional Equations Driven by White Noise

  Zhen Song, Minghua Chen, Jiankang Shi

  2025-09-01

  547 34 Pages:819–842

• On an Incremental Version of the Chebyshev Method for the Matrix $p$-th Root

  S. Amat, S. Busquier, J.A. Ezquerro, M.A. Hernández-Verόn, N. Romero

  2025-10-30

  4491 311 Pages:1512-1523

• Robust High Order Convergence of an Overlapping Schwarz Method for Singularly Perturbed Semilinear Reaction-Diffusion Problems

  S. Chandra Sekhara Rao, Sunil Kumar

  2018-08-22

  37747 3863 Pages:509-521

• On Spectral Methods for Volterra Integral Equations and the Convergence Analysis

  Tao Tang, Xiang Xu, Jin Cheng

  2021-07-01

  32904 3745 Pages:825-837

• Convergence and Stability of the Split-Step Theta Method for a Class of Stochastic Volterra Integro-Differential Equations Driven by Lévy Noise

  Wei Zhang

  2024-11-13

  11623 1224 Pages:1688-1713

• Boundary Value Methods for Caputo Fractional Differential Equations

  Yongtao Zhou, Chengjian Zhang, Huiru Wang

  2021-06-10

  43277 4780 Pages:108-129

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36234 2901 Pages:213-244

• Compact Difference Schemes for the Diffusion and Schrödinger Equations Approximation, Stability, Convergence, Effectiveness, Monotony

  Vladimir A. Gordin, Eugeny A. Tsymbalov

  2018-08-22

  36698 3579 Pages:348-370

• Experimental Study of the Asynchronous Multisplitting Relaxation Methods for the Linear Complementarity Problems

  Zhong-Zhi Bai

  2021-07-01

  32612 3581 Pages:561-574

• Truncated Euler-Maruyama Method for Time-Changed Stochastic Differential Equations with Super-Linear State Variables and Hölder’s Continuous Time Variables

  Xiaotong Li, Wei Liu, Tianjiao Tang

  2025-09-28

  5014 437 Pages:1194-1218