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Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations
33255 2655 Pages:876-898 -
A Note on the Convergence of a Crank-Nicolson Scheme for the KdV Equation
33008 2785 Pages:657-675 -
Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations
21159 1816 Pages:268-294 -
Variable Time-Step θ-Scheme for Nonlinear Second Order Evolution Inclusion
32895 2795 Pages:842-868 -
A Computational Scheme for Options Under Jump Diffusion Processes
31853 3732 Pages:110-123 -
Finite Element Approximation of a Non-Local Problem in Non-Fickian Polymer Diffusion
32290 2595 Pages:226-251 -
A Second-Order Crank-Nicolson Method for Time-Fractional PDEs
37978 2879 Pages:225-239 -
An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion
31162 3369 Pages:466-490 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30457 2494 Pages:437-458 -
Comparison of Solvers for 2D Schrödinger Problems
34247 4024 Pages:131-147
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