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Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations
33253 2651 Pages:876-898 -
Finite Element Approximation of a Non-Local Problem in Non-Fickian Polymer Diffusion
32290 2593 Pages:226-251 -
A Note on the Convergence of a Crank-Nicolson Scheme for the KdV Equation
33007 2782 Pages:657-675 -
The Unstable Mode in the Crank-Nicolson Leap-Frog Method Is Stable
33872 2813 Pages:753-762 -
Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations
21158 1814 Pages:268-294 -
A Second-Order Crank-Nicolson Method for Time-Fractional PDEs
37977 2877 Pages:225-239 -
Numerical Methods for the Extended Fisher-Kolmogorov (EFK) Equation
30251 2711 Pages:186-210 -
A Computational Scheme for Options Under Jump Diffusion Processes
31853 3729 Pages:110-123 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30457 2492 Pages:437-458 -
An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion
31160 3367 Pages:466-490 -
Comparison of Solvers for 2D Schrödinger Problems
34246 4023 Pages:131-147 -
Variable Time-Step θ-Scheme for Nonlinear Second Order Evolution Inclusion
32895 2794 Pages:842-868 -
Spread Option Pricing Using ADI Methods
29569 2594 Pages:353-369 -
Fast Numerical Solvers for Subdiffusion Problems with Spatial Interfaces
20008 1578 Pages:431-458 -
Energy and Mass Conservative Averaging Local Discontinuous Galerkin Method for Schrödinger Equation
43362 2659 Pages:723-739
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