Search Results

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35148 2830 Pages:303-320

• An Effective Algorithm for Computing Fractional Derivatives and Application to Fractional Differential Equations

  Minling Zhang, Fawang Liu, Vo Anh

  2021-05-25

  40857 2665 Pages:458-480

• A Time Second-Order Characteristic Finite Element Method for Nonlinear Advection-Diffusion Equations

  Baohui Hou, Dong Liang

  2019-02-22

  36116 2732 Pages:276-296

• Numerical Optimization of Radiated Engine Noise with Uncertain Wavenumbers

  Y. Cao, M. Y. Hussaini & H. Yang

  2021-11-09

  30706 2379 Pages:392-401

• Numerical Analysis of Augmented FVM for Nonlinear Time Fractional Degenerate Parabolic Equation

  Muhammad Aamir Ali, Zhiyue Zhang, Jianqiang Xie

  2025-03-14

  8281 800 Pages:340-360

• Optimal Design of the Support for the Control for the 2-D Wave Equation: A Numerical Method

  Arnaud Münch

  2008-05-01

  31685 2602 Pages:331-351

• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising in Option Pricing

  Pradeep Kumar Sahu, Kuldip Singh Patel

  2023-05-22

  28337 2424 Pages:538-556

• Nonstandard Finite Difference Method for Nonlinear Riesz Space Fractional Reaction-Diffusion Equation

  Li Cai, Meifang Guo, Yiqiang Li, Wenjun Ying, Hao Gao, Xiaoyu Luo

  2019-08-09

  37885 2713 Pages:925-938

• Nonlocal-in-Time Dynamics and Crossover of Diffusive Regimes

  Qiang Du, Zhi Zhou

  2023-03-30

  30282 2671 Pages:353-370

• An Optimal a Posteriori Error Estimates of the Local Discontinuous Galerkin Method for the Second-Order Wave Equation in One Space Dimension

  Mahboub Baccouch

  2017-06-01

  32494 2722 Pages:355-380

• Approximate Solution of a Nonlinear Fractional-Order HIV Model Using Homotopy Analysis Method

   Parvaiz Ahmad Naik, Mohammad Ghoreishi, Jian Zu

  2022-03-22

  30218 3029 Pages:52-84

• Collocation Methods for a Class of Integro-Differential Algebraic Equations

  Haiyan Zhang, Hui Liang

  2021-11-05

  43799 2612 Pages:758-787

• Analysis of Optimal Error Estimates and Superconvergence of the Discontinuous Galerkin Method for Convection-Diffusion Problems in One Space Dimension

  M. Baccouch & H. Temimi

  2016-05-03

  31842 2635 Pages:403-434

• A Finite Difference Scheme for Caputo-Fabrizio Fractional Differential Equations

  Xu Guo, Yutian Li, Tieyong Zeng

  2020-02-03

  36286 2753 Pages:195-211

• A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation

  Can Wang, Weihua Deng, Xiangong Tang

  2023-11-13

  23838 2222 Pages:739-771

• Using RBF-Generated Quadrature Rules to Solve Nonlocal Anomalous Diffusion

  Isaac Lyngaas, Janet Peterson

  2018-08-15

  32319 2494 Pages:628-648

• Optimal Uniform Convergence Analysis for a Two-Dimensional Parabolic Problem with Two Small Parameters

  Jichun Li

  2005-04-03

  32569 3781 Pages:107-126

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29469 2559 Pages:353-369

• A Fractional Stokes Equation and Its Spectral Approximation

  Shimin Lin, Mejdi Azaïez, Chuanju Xu

  2018-08-14

  33327 3972 Pages:170-192

• Superconvergence of Discontinuous Galerkin Methods for Linear Hyperbolic Equations with Singular Initial Data

  Li Guo & Yang Yang

  2017-06-01

  31859 2827 Pages:342-354

• Differential Quadrature-Based Simulation of a Class of Fuzzy Damped Fractional Dynamical Systems

  S. Tomasiello, S. K. Khattri & J. Awrejcewicz

  2016-01-08

  33138 4274 Pages:63-75

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  X.-Z. Yang, F. Zhang & L.-F. Wu

  2016-07-03

  32336 2643 Pages:569-586

• On the Singularly Perturbed Semilinear Reaction-Diffusion Problem and its Numerical Solution

  R. Vulanović & L. Teofanov

  2018-08-15

  33337 4079 Pages:41-57

• Improved Error Estimates of a Finite Difference/Spectral Method for Time-Fractional Diffusion Equations

  Chunwan Lv & Chuanju Xu

  2015-12-01

  35330 2692 Pages:384-400

• Analysis of a Fully Discrete Finite Element Method for the Maxwell–Schrödinger System in the Coulomb Gauge

  Chupeng Ma, Liqun Cao, Jizu Huang

  2018-10-19

  34643 3952 Pages:139-166

• Local Error Estimates of the LDG Method for 1-D Singularly Perturbed Problems

  H. Zhu & Z. Zhang

  2013-10-01

  32255 2666 Pages:350-373

• Semi-Analytical Numerical Methods for Convection-Dominated Problems with Turning Points

  C.-Y. Jung, T. B. Nguyen

  2013-10-01

  32257 2645 Pages:314-332