Search Results

• Kinetic Flux Vector Splitting for the Euler Equations with General Pressure Laws

  Huazhang Tang

  2004-08-02

  32857 3461 pp. 622-632

• Weak Approximation of Obliquely Reflected Diffusions on Time-Dependent Domains

  Kaj Nystrom, Thomas Onskog

  2019-04-10

  DOI:10.4208/jcm.1003-m2957

  34316 3574 pp. 579-605

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  DOI:10.4208/jcm.2010-m2019-0200

  37451 3086 pp. 177-204

• Homogenization of Incompressible Euler Equations

  Thomas Y. Hou, Danping Yang, Ke Wang

  2004-04-02

  33371 3510 pp. 220-229

• Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations

  Wei Zhang

  2022-10-06

  DOI:10.4208/jcm.2101-m2020-0070

  39204 3177 pp. 607-623

• Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching

  Wei Zhang

  2021-07-01

  DOI:10.4208/jcm.1906-m2018-0237

  42806 3869 pp. 903-932

• Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay

  Siyuan Qi, Guangqiang Lan

  2022-10-06

  DOI:10.4208/jcm.2010-m2020-0129

  45852 3051 pp. 437-452

• High Resolution Schemes for Conservation Laws and Convection-Diffusion Equations with Varying Time and Space Grids

  HZ Tang, G Warnecke

  2006-04-02

  32057 3415 pp. 121-140

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  DOI:10.4208/jcm.2203-m2021-0194

  19261 1929 pp. 735-754

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  DOI:10.4208/jcm.1612-m2016-0582

  39632 2952 pp. 237-258

• Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Hölder Diffusion Coefficients

  Guangqiang Lan, Yu Jiang

  2024-04-09

  DOI:10.4208/jcm.2302-m2022-0246

  26341 2094 pp. 1109-1123

• A Multiple-Invariants Preserving Scheme for Modified Two-Component Euler-Poincaré Equations

  Boya Zhou, Ruimin Gao, Qifeng Zhang

  2026-03-02

  DOI:10.4208/jcm.2509-m2024-0222

  96 67

• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition

  Yidan Geng, Minghui Song, Mingzhu Liu

  2023-04-25

  DOI:10.4208/jcm.2109-m2021-0116

  38692 3523 pp. 663-682

• Convergence of Vortex Methods for 3-D Euler Equations

  Jia-Fu Lin

  2000-06-02

  31932 3345 pp. 239-250

• The Numerical Methods for Solving Euler System of Equations in Reproducing Kernel Space $H^2(R)$

  Bo-Ying Wu, Qin-Li Zhang

  2001-06-02

  32807 3609 pp. 327-336

• Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

  Diancong Jin

  2024-11-21

  DOI:10.4208/jcm.2311-m2023-0147

  16459 1482 pp. 588-614

• Error Estimates for Two-Scale Composite Finite Element Approximations of Nonlinear Parabolic Equations

  Tamal Pramanick

  2021-07-05

  DOI:10.4208/jcm.2001-m2019-0117

  39900 3002 pp. 493-517

• Two-Grid Algorithm of $H^{1}$-Galerkin Mixed Finite Element Methods for Semilinear Parabolic Integro-Differential Equations

  Tianliang Hou, Chunmei Liu, Chunlei Dai, Luoping Chen, Yin Yang

  2022-10-06

  DOI:10.4208/jcm.2101-m2019-0159

  41702 2999 pp. 667-685

• Numerical Approximation of the Invariant Distribution for a Class of Stochastic Damped Wave Equations

  Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan

  2025-07-12

  DOI:10.4208/jcm.2404-m2023-0144

  6434 632 pp. 976-1015

• A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  DOI:10.4208/jcm.1711-m2016-0810

  37850 3234 pp. 151-169

• Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  DOI:10.4208/jcm.2402-m2023-0194

  6390 529 pp. 840-865

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  DOI:10.4208/jcm.1507-m4505

  37938 3608 pp. 587-605

• On a Moving Mesh Method for Solving Partial Integro-Differential Equations

  Jingtang Ma, Yingjun Jiang, Kaili Xiang

  2021-07-01

  DOI:10.4208/jcm.2009.09-m2852

  36581 3563 pp. 713-728

• An Iteration Method for Incompressible Viscous/Inviscid Coupled Problem via a Spectral Approximation

  Chuan-Ju Xu

  1999-08-02

  32400 251304 pp. 379-396

• On Unconditional Stability of a Variable Time Step Scheme for the Incompressible Navier-Stokes Equations

  Yalan Zhang, Pengzhan Huang, Yinnian He

  2025-10-30

  DOI:10.4208/jcm.2407-m2023-0108

  4521 375 pp. 1524-1547

• 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

  DOI:10.4208/jcm.2411-m2022-0061

  5019 437 pp. 1194-1218

• Compact Finite Difference Scheme for Some Sobolev Type Equations with Dirichlet Boundary Condition

  Lavanya V Salian, Rathan Samala, Rakesh Kumar

  2025-11-19

  DOI:10.4208/jcm.2509-m2024-0296

  215 155