Search Results

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29572 2598 Pages:353-369

• Finite Element Approximation of a Non-Local Problem in Non-Fickian Polymer Diffusion

  S. Shaw

  2011-08-01

  32292 2595 Pages:226-251

• Discretization Methods for Semilinear Parabolic Optimal Control Problems

  Ion Chryssoverghi

  2006-03-01

  30460 2495 Pages:437-458

• A Second-Order Crank-Nicolson Method for Time-Fractional PDEs

  Max Gunzburger, Jilu Wang

  2019-02-22

  37983 2881 Pages:225-239

• Analysis of a Second-Order, Unconditionally Stable, Partitioned Method for the Evolutionary Stokes-Darcy Model

  Michaela Kubacki & Marina Moraiti

  2015-12-01

  34137 2680 Pages:704-730

• A Computational Scheme for Options Under Jump Diffusion Processes

  K. Zhang & S. Wang

  2009-06-01

  31854 3739 Pages:110-123

• Convergence Analyses of Crank-Nicolson Orthogonal Spline Collocation Methods for Linear Parabolic Problems in Two Space Variables

  Morrakot Khebchareon, Amiya Kumar Pani, Graeme Fairweather

  2018-08-15

  33323 4111 Pages:58-72

• Comparison of Solvers for 2D Schrödinger Problems

  F. J. Gaspar, C. Rodrigo, R. Ciegis, A. Mirinavicius

  2021-10-20

  34248 4025 Pages:131-147

• Energy and Mass Conservative Averaging Local Discontinuous Galerkin Method for Schrödinger Equation

  Fubiao Lin, Yaxiang Li, Jun Zhang

  2021-11-05

  43367 2665 Pages:723-739

• Numerical Methods for the Extended Fisher-Kolmogorov (EFK) Equation

  Palla Danumjaya, Amiya Kumar Pani

  2006-03-01

  30256 2717 Pages:186-210

• Construction and Analysis of Weighted Sequential Splitting FDTD Methods for the 3D Maxwell's Equations

  Vrushali A. Bokil, Puttha Sakkaplangkul

  2018-08-15

  32548 2608 Pages:747-784

• The Unstable Mode in the Crank-Nicolson Leap-Frog Method Is Stable

  N. Hurl, W. Layton, Y. Li & M. Moraiti

  2016-09-03

  33874 2815 Pages:753-762

• An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion

  Galena Pelovska

  2008-05-01

  31165 3370 Pages:466-490

• Second Order Uniform Approximations for the Solution of Time Dependent Singularly Perturbed Reaction-Diffusion Systems

  Carmelo Clavero, Jose Luis Gracia, Francisco Lisbona

  2010-07-01

  32981 2571 Pages:428-443

• Well-Posedness and the Multiscale Algorithm for Heterogeneous Scattering of Maxwell's Equations in Dispersive Media

  Yongwei Zhang, Liqun Cao, Dongyang Shi

  2021-03-24

  32435 2665 Pages:235-264

• On Error Estimates of the Pressure-Correction Projection Methods for the Time-Dependent Navier-Stokes Equations

  Haiyan Sun, Yinnian He, Xinlong Feng

  2018-08-15

  33094 3734 Pages:70-85

• Numerical Analysis of a Finite Element Crank-Nicolson Discretization for MHD Flows at Small Magnetic Reynolds Numbers

  G. Yuksel & R. Ingram

  2018-08-15

  35213 4314 Pages:74-98

• Unconditional Convergence of High-Order Extrapolations of the Crank-Nicolson, Finite Element Method for the Navier-Stokes Equations

  R. Ingram

  2013-10-01

  37973 2736 Pages:257-297