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Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations
39440 2738 Pages:798-828 -
Second Order Convergence of the Interpolation Based on $Q^c_1$-Element
39814 2761 Pages:595-618 -
Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations
40304 2938 Pages:496-514 -
Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations
42369 3930 Pages:229-241 -
An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps
23692 2281 Pages:243-274 -
A Fourth-Order Modified Method for the Cauchy Problem of the Modified Helmholtz Equation
40590 3535 Pages:326-340 -
Meshfree First-Order System Least Squares
38243 3848 Pages:29-43 -
An Efficient Mapped WENO Scheme Using Approximate Constant Mapping
44943 3712 Pages:1-41 -
FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk
44257 2605 Pages:1246-1265 -
Weak and Strong Convergence of Two Algorithms for the Split Fixed Point Problem
42207 2823 Pages:770-781 -
Fusing Infrared and Visible Images via a First-Order Model
26351 2207 Pages:275-309 -
Newton Linearized Methods for Semilinear Parabolic Equations
49195 3059 Pages:928-945 -
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
48597 3045 Pages:296-319