Search Results

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35275 2885 Pages:303-320

• An Effective Algorithm for Computing Fractional Derivatives and Application to Fractional Differential Equations

  Minling Zhang, Fawang Liu, Vo Anh

  2021-05-25

  40956 2698 Pages:458-480

• Numerical Optimization of Radiated Engine Noise with Uncertain Wavenumbers

  Yanzhao Cao, M. Y. Hussaini, Hongtao Yang

  2021-11-09

  30792 2406 Pages:392-401

• Optimal Design of the Support for the Control for the 2-D Wave Equation: A Numerical Method

  Arnaud Münch

  2008-05-01

  31769 2637 Pages:331-351

• Numerical Analysis of Augmented FVM for Nonlinear Time Fractional Degenerate Parabolic Equation

  Muhammad Aamir Ali, Zhiyue Zhang, Jianqiang Xie

  2025-03-14

  8388 839 Pages:340-360

• A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation

  Can Wang, Weihua Deng, Xiangong Tang

  2023-11-13

  23945 2254 Pages:739-771

• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising in Option Pricing

  Pradeep Kumar Sahu, Kuldip Singh Patel

  2023-05-22

  28440 2444 Pages:538-556

• Approximate Solution of a Nonlinear Fractional-Order HIV Model Using Homotopy Analysis Method

   Parvaiz Ahmad Naik, Mohammad Ghoreishi, Jian Zu

  2022-03-22

  30308 3062 Pages:52-84

• Analysis of Optimal Error Estimates and Superconvergence of the Discontinuous Galerkin Method for Convection-Diffusion Problems in One Space Dimension

  Mahboub Baccouch, Helmi Temimi

  2016-05-03

  31936 2655 Pages:403-434

• Collocation Methods for a Class of Integro-Differential Algebraic Equations

  Haiyan Zhang, Hui Liang

  2021-11-05

  43910 2653 Pages:758-787

• An Optimal a Posteriori Error Estimates of the Local Discontinuous Galerkin Method for the Second-Order Wave Equation in One Space Dimension

  Mahboub Baccouch

  2017-06-01

  32583 2757 Pages:355-380

• A Finite Difference Scheme for Caputo-Fabrizio Fractional Differential Equations

  Xu Guo, Yutian Li, Tieyong Zeng

  2020-02-03

  36389 2791 Pages:195-211

• Nonstandard Finite Difference Method for Nonlinear Riesz Space Fractional Reaction-Diffusion Equation

  Li Cai, Meifang Guo, Yiqiang Li, Wenjun Ying, Hao Gao, Xiaoyu Luo

  2019-08-09

  37984 2750 Pages:925-938

• A Time Second-Order Characteristic Finite Element Method for Nonlinear Advection-Diffusion Equations

  Baohui Hou, Dong Liang

  2019-02-22

  36218 2763 Pages:276-296

• Nonlocal-in-Time Dynamics and Crossover of Diffusive Regimes

  Qiang Du, Zhi Zhou

  2023-03-30

  30396 2698 Pages:353-370

• Analysis of a Fully Discrete Finite Element Method for the Maxwell–Schrödinger System in the Coulomb Gauge

  Chupeng Ma, Liqun Cao, Jizu Huang

  2018-10-19

  34739 4007 Pages:139-166

• Using RBF-Generated Quadrature Rules to Solve Nonlocal Anomalous Diffusion

  Isaac Lyngaas, Janet Peterson

  2018-08-15

  32427 2520 Pages:628-648

• Optimal Uniform Convergence Analysis for a Two-Dimensional Parabolic Problem with Two Small Parameters

  Jichun Li

  2005-04-03

  32659 3832 Pages:107-126

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29569 2594 Pages:353-369

• A Fractional Stokes Equation and Its Spectral Approximation

  Shimin Lin, Mejdi Azaïez, Chuanju Xu

  2018-08-14

  33440 4054 Pages:170-192

• Superconvergence of Discontinuous Galerkin Methods for Linear Hyperbolic Equations with Singular Initial Data

  Li Guo, Yang Yang

  2017-06-01

  31947 2856 Pages:342-354

• Differential Quadrature-Based Simulation of a Class of Fuzzy Damped Fractional Dynamical Systems

  Stefania Tomasiello, Sanjay K. Khattri, Jan Awrejcewicz

  2016-01-08

  33240 4338 Pages:63-75

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  Xiaozhong Yang, Fan Zhang, Lifei Wu

  2016-07-03

  32428 2677 Pages:569-586

• On the Singularly Perturbed Semilinear Reaction-Diffusion Problem and its Numerical Solution

  Relja Vulanovic, Ljiljana Teofanov

  2018-08-15

  33441 4128 Pages:41-57

• A Second-Order Crank-Nicolson Method for Time-Fractional PDEs

  Max Gunzburger, Jilu Wang

  2019-02-22

  37977 2877 Pages:225-239

• Grid Approximation of a Singularly Perturbed Parabolic Equation with Degenerating Convective Term and Discontinuous Right-Hand Side

  C. Clavero, J. L. Gracia, G. I. Shishkin, L. P. Shishkina

  2013-10-01

  33922 2715 Pages:795-814

• Local Error Estimates of the LDG Method for 1-D Singularly Perturbed Problems

  Huiqing Zhu, Zhimin Zhang

  2013-10-01

  32343 2687 Pages:350-373