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Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations
39545 2773 Pages:798-828 -
Second Order Convergence of the Interpolation Based on $Q^c_1$-Element
39919 2797 Pages:595-618 -
Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations
40409 2967 Pages:496-514 -
Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations
42474 3960 Pages:229-241 -
An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps
23816 2364 Pages:243-274 -
A Fourth-Order Modified Method for the Cauchy Problem of the Modified Helmholtz Equation
40692 3576 Pages:326-340 -
Meshfree First-Order System Least Squares
38350 3918 Pages:29-43 -
An Efficient Mapped WENO Scheme Using Approximate Constant Mapping
45062 3797 Pages:1-41 -
FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk
44375 2633 Pages:1246-1265 -
Weak and Strong Convergence of Two Algorithms for the Split Fixed Point Problem
42313 2862 Pages:770-781 -
Fusing Infrared and Visible Images via a First-Order Model
26480 2238 Pages:275-309 -
Newton Linearized Methods for Semilinear Parabolic Equations
49317 3096 Pages:928-945 -
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
48704 3084 Pages:296-319