Search Results

• High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models

  Jingtang Ma, Han Wang, Zhiqiang Zhou, Zhijun Tan

  2020-03-09

  DOI:10.4208/nmtma.OA-2019-0119

  44521 2803 pp. 497-515

• Fast Evaluation of Linear Combinations of Caputo Fractional Derivatives and Its Applications to Multi-Term Time-Fractional Sub-Diffusion Equations

  Guanghua Gao, Qian Yang

  2020-03-09

  DOI:10.4208/nmtma.OA-2019-0013

  46044 3003 pp. 433-451

• FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk

  Jingtang Ma, Yong Chen, Taoshun He, Zhijun Tan

  2019-10-12

  DOI:10.4208/nmtma.OA-2018-0126

  44376 2634 pp. 1246-1265

• A Linearized Second-Order Difference Scheme for the Nonlinear Time-Fractional Fourth-Order Reaction-Diffusion Equation

  Hong Sun, Zhi-zhong Sun, Rui Du

  2019-10-12

  DOI:10.4208/nmtma.OA-2017-0144

  48829 2747 pp. 1168-1190

• Super Implicit Multistep Collocation Methods for Weakly Singular Volterra Integral Equations

  Jingjun Zhao, Teng Long, Yang Xu

  2019-10-12

  DOI:10.4208/nmtma.OA-2018-0084

  48909 2736 pp. 1039-1065

• Modulus-Based Synchronous Multisplitting Iteration Methods for a Restricted Class of Nonlinear Complementarity Problems

  Yu-Jiang Wu, Gui-Lin Yan, Ai-Li Yang

  2019-04-22

  DOI:10.4208/nmtma.OA-2017-0151

  43857 2825 pp. 709-726

• A New Theoretical Estimate for the Convergence Rate of the Maximal Weighted Residual Kaczmarz Algorithm

  Kui Du, Han Gao

  2018-12-17

  DOI:10.4208/nmtma.OA-2018-0039

  47726 2935 pp. 627-639

• Weak and Strong Convergence of Two Algorithms for the Split Fixed Point Problem

  Fenghui Wang, Hong-Kun Xu

  2021-01-13

  DOI:10.4208/nmtma.2018.s05

  42313 2863 pp. 770-781

• Spectral Deferred Correction Methods for Fractional Differential Equations

  Chunwan Lv, Mejdi Azaiez, Chuanju Xu

  2021-01-13

  DOI:10.4208/nmtma.2018.s03

  44958 2898 pp. 729-751

• Enlarging the Ball Convergence for the Modified Newton Method to Solve Equation with Solutions of Multiplicity Under Weak Conditions

  Ioannis K. Argyros, Santhosh George

  2018-09-17

  DOI:10.4208/nmtma.2017-OA-0055

  40318 2748 pp. 506-517

• Convergence and Stability Analysis of Exponential General Linear Methods for Delay Differential Equations

  Jingjun Zhao, Yu Li, Yang Xu

  2018-09-17

  DOI:10.4208/nmtma.OA-2017-0032

  40602 2851 pp. 354-382

• Semi-Convergence Analysis of Uzawa Splitting Iteration Method for Singular Saddle Point Problems

  Jingtao Li, Changfeng Ma

  2018-09-17

  DOI:10.4208/nmtma.2018.m1622

  42990 2977 pp. 235-246

• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao

  2017-11-02

  DOI:10.4208/nmtma.2017.0007

  39545 2776 pp. 798-828

• Second Order Convergence of the Interpolation Based on $Q^c_1$-Element

  Ruijian He, Xinlong Feng

  2016-09-01

  DOI:10.4208/nmtma.2016.m1503

  39919 2799 pp. 595-618

• Convergence of an Anisotropic Perfectly Matched Layer Method for Helmholtz Scattering Problems

  Chao Liang, Xueshuang Xiang

  2016-09-01

  DOI:10.4208/nmtma.2016.m1505

  39615 2764 pp. 358-382

• A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

  Wujian Peng, Qun Lin

  2016-09-01

  DOI:10.4208/nmtma.2016.y14014

  38927 2679 pp. 289-314

• Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise

  Yinghan Zhang, Xiaoyuan Yang, Ruisheng Qi

  2016-09-01

  DOI:10.4208/nmtma.2015.y14002

  38568 4164 pp. 123-146

• Convergence and Quasi-Optimality of an Adaptive Multi-Penalty Discontinuous Galerkin Method

  Zhenhua Zhou, Haijun Wu

  2016-09-01

  DOI:10.4208/nmtma.2015.m1412

  39080 4335 pp. 51-86

• Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations

  Devendra Kumar

  2015-08-01

  DOI:10.4208/nmtma.2015.my14005

  40409 2970 pp. 496-514

• Algebraic Theory of Two-Grid Methods

  Yvan Notay

  2020-11-10

  DOI:10.4208/nmtma.2015.w04si

  39487 2718 pp. 168-198

• Exact Singularity Subtraction from Boundary Integral Equations in Modeling Vesicles and Red Blood Cells

  Alexander Farutin, Chaouqi Misbah

  2014-07-01

  DOI:10.4208/nmtma.2014.1308si

  40250 3782 pp. 413-434

• Quadrature Based Optimal Iterative Methods with Applications in High-Precision Computing

  Sanjay Kumar Khattri

  2012-05-01

  DOI:10.4208/nmtma.2012.m1114

  41794 3571 pp. 592-601

• A Compact Difference Scheme for an Evolution Equation with a Weakly Singular Kernel

  Hongbin Chen, Da Xu

  2012-05-01

  DOI:10.4208/nmtma.2012.m11032

  43646 4062 pp. 559-572

• Truncated Newton-Based Multigrid Algorithm for Centroidal Voronoi Diagram Calculation

  Zichao Di, Maria Emelianenko, Stephen Nash

  2018-08-14

  DOI:10.4208/nmtma.2012.m1046

  39640 3736 pp. 242-259

• Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations

  Jianfei Huang, Yifa Tang, Luis Vazquez

  2018-08-14

  DOI:10.4208/nmtma.2012.m1038

  42476 3961 pp. 229-241

• A Regularization Semismooth Newton Method for $P_0$-NCPs with a Non-Monotone Line Search

  Li-Yong Lu, Wei-Zhe Gu, Wei Wang

  2018-08-14

  DOI:10.4208/nmtma.2012.m10027

  40218 3819 pp. 186-204

• Fast Multilevel CVT-Based Adaptive Data Visualization Algorithm

  M. Emelianenko

  2010-03-01

  DOI:10.4208/nmtma.2010.32s.5

  39981 3962 pp. 195-211