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Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options
38566 3636 Pages:150-164 -
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
48597 3045 Pages:296-319 -
Numerical Modeling of One-Dimensional Binary Solidification with a Mushy Layer Evolution
40204 3780 Pages:157-185 -
Solving Generalized Tensor Eigenvalue Problem via Spectral Shifted Inverse Power Methods
5017 432 Pages:680-702 -
The Immersed Interface Hybridized Difference Method for Parabolic Interface Problems
44645 2827 Pages:336-359 -
Efficient and Accurate Legendre Spectral Element Methods for One-Dimensional Higher Order Problems
44794 2580 Pages:461-487 -
Fully Discrete $H$1-Galerkin Mixed Finite Element Methods for Parabolic Optimal Control Problems
41208 4262 Pages:134-153 -
Mesh Spacing Estimates and Efficiency Considerations for Moving Mesh Systems
39584 2817 Pages:432-450 -
Alternating Direction Finite Volume Element Methods for Three-Dimensional Parabolic Equations
41776 4183 Pages:499-522 -
Convergence Analysis of Stochastic Collocation Methods for Maxwell Equations with Random Inputs
41913 2680 Pages:824-844 -
Spectral Petrov-Galerkin Methods for the Second Kind Volterra Type Integro-Differential Equations
40313 3733 Pages:216-236 -
Application of Adapted-Bubbles to the Helmholtz Equation with Large Wavenumbers in 2D
33891 3226 Pages:26-57