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A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates
42264 3170 Pages:354-380 -
Achieving Superconvergence by One-Dimensional Discontinuous Finite Elements: The CDG Method
302833 3703 Pages:781-790 -
Numerical Methods for the Nonlinear Dirac Equation in the Massless Nonrelativistic Regime
28028 2712 Pages:79-103 -
An $h$-Adaptive RKDG Method for Two-Dimensional Detonation Wave Simulations
40119 4810 Pages:165-184 -
Primal-Dual Active-Set Method for the Valuation of American Exchange Options
26909 2470 Pages:858-885 -
A Fast Algorithm for the Caputo Fractional Derivative
43016 3600 Pages:656-677
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