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Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options
38670 3664 Pages:150-164 -
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
48702 3083 Pages:296-319 -
Numerical Modeling of One-Dimensional Binary Solidification with a Mushy Layer Evolution
40301 3803 Pages:157-185 -
Solving Generalized Tensor Eigenvalue Problem via Spectral Shifted Inverse Power Methods
5193 469 Pages:680-702 -
The Immersed Interface Hybridized Difference Method for Parabolic Interface Problems
44756 2853 Pages:336-359 -
Efficient and Accurate Legendre Spectral Element Methods for One-Dimensional Higher Order Problems
44905 2602 Pages:461-487 -
Fully Discrete $H$1-Galerkin Mixed Finite Element Methods for Parabolic Optimal Control Problems
41322 4315 Pages:134-153 -
Mesh Spacing Estimates and Efficiency Considerations for Moving Mesh Systems
39677 2841 Pages:432-450 -
Alternating Direction Finite Volume Element Methods for Three-Dimensional Parabolic Equations
41885 4213 Pages:499-522 -
Convergence Analysis of Stochastic Collocation Methods for Maxwell Equations with Random Inputs
42029 2714 Pages:824-844 -
Spectral Petrov-Galerkin Methods for the Second Kind Volterra Type Integro-Differential Equations
40436 3764 Pages:216-236 -
Application of Adapted-Bubbles to the Helmholtz Equation with Large Wavenumbers in 2D
34005 3289 Pages:26-57