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Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations
33166 2620 Pages:876-898 -
Finite Element Approximation of a Non-Local Problem in Non-Fickian Polymer Diffusion
32199 2571 Pages:226-251 -
A Note on the Convergence of a Crank-Nicolson Scheme for the KdV Equation
32908 2755 Pages:657-675 -
The Unstable Mode in the Crank-Nicolson Leap-Frog Method Is Stable
33781 2789 Pages:753-762 -
Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations
21036 1775 Pages:268-294 -
A Second-Order Crank-Nicolson Method for Time-Fractional PDEs
37874 2838 Pages:225-239 -
Numerical Methods for the Extended Fisher-Kolmogorov (EFK) Equation
30146 2673 Pages:186-210 -
A Computational Scheme for Options Under Jump Diffusion Processes
31764 3673 Pages:110-123 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30364 2467 Pages:437-458 -
An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion
31078 3344 Pages:466-490 -
Comparison of Solvers for 2D Schrödinger Problems
34149 3974 Pages:131-147 -
Variable Time-Step θ-Scheme for Nonlinear Second Order Evolution Inclusion
32804 2762 Pages:842-868 -
Spread Option Pricing Using ADI Methods
29469 2559 Pages:353-369 -
Fast Numerical Solvers for Subdiffusion Problems with Spatial Interfaces
19896 1542 Pages:431-458 -
Energy and Mass Conservative Averaging Local Discontinuous Galerkin Method for Schrödinger Equation
43257 2634 Pages:723-739
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