Search Results

• High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models

  Jingtang Ma, Han Wang, Zhiqiang Zhou, Zhijun Tan

  2020-03-09

  44514 2801 Pages:497-515

• Fast Evaluation of Linear Combinations of Caputo Fractional Derivatives and Its Applications to Multi-Term Time-Fractional Sub-Diffusion Equations

  Guanghua Gao, Qian Yang

  2020-03-09

  46038 2997 Pages:433-451

• FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk

  Jingtang Ma, Yong Chen, Taoshun He, Zhijun Tan

  2019-10-12

  44373 2631 Pages:1246-1265

• A Linearized Second-Order Difference Scheme for the Nonlinear Time-Fractional Fourth-Order Reaction-Diffusion Equation

  Hong Sun, Zhi-zhong Sun, Rui Du

  2019-10-12

  48826 2742 Pages:1168-1190

• Super Implicit Multistep Collocation Methods for Weakly Singular Volterra Integral Equations

  Jingjun Zhao, Teng Long, Yang Xu

  2019-10-12

  48906 2732 Pages:1039-1065

• Modulus-Based Synchronous Multisplitting Iteration Methods for a Restricted Class of Nonlinear Complementarity Problems

  Yu-Jiang Wu, Gui-Lin Yan, Ai-Li Yang

  2019-04-22

  43851 2822 Pages:709-726

• A New Theoretical Estimate for the Convergence Rate of the Maximal Weighted Residual Kaczmarz Algorithm

  Kui Du, Han Gao

  2018-12-17

  47721 2930 Pages:627-639

• Weak and Strong Convergence of Two Algorithms for the Split Fixed Point Problem

  Fenghui Wang, Hong-Kun Xu

  2021-01-13

  42312 2861 Pages:770-781

• Spectral Deferred Correction Methods for Fractional Differential Equations

  Chunwan Lv, Mejdi Azaiez, Chuanju Xu

  2021-01-13

  44953 2896 Pages:729-751

• Enlarging the Ball Convergence for the Modified Newton Method to Solve Equation with Solutions of Multiplicity Under Weak Conditions

  Ioannis K. Argyros, Santhosh George

  2018-09-17

  40315 2747 Pages:506-517

• Convergence and Stability Analysis of Exponential General Linear Methods for Delay Differential Equations

  Jingjun Zhao, Yu Li, Yang Xu

  2018-09-17

  40599 2848 Pages:354-382

• Semi-Convergence Analysis of Uzawa Splitting Iteration Method for Singular Saddle Point Problems

  Jingtao Li, Changfeng Ma

  2018-09-17

  42985 2975 Pages:235-246

• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao

  2017-11-02

  39542 2771 Pages:798-828

• Second Order Convergence of the Interpolation Based on $Q^c_1$-Element

  Ruijian He, Xinlong Feng

  2016-09-01

  39917 2793 Pages:595-618

• Convergence of an Anisotropic Perfectly Matched Layer Method for Helmholtz Scattering Problems

  Chao Liang, Xueshuang Xiang

  2016-09-01

  39611 2761 Pages:358-382

• A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

  Wujian Peng, Qun Lin

  2016-09-01

  38923 2675 Pages:289-314

• Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise

  Yinghan Zhang, Xiaoyuan Yang, Ruisheng Qi

  2016-09-01

  38564 4157 Pages:123-146

• Convergence and Quasi-Optimality of an Adaptive Multi-Penalty Discontinuous Galerkin Method

  Zhenhua Zhou, Haijun Wu

  2016-09-01

  39078 4329 Pages:51-86

• Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations

  Devendra Kumar

  2015-08-01

  40408 2966 Pages:496-514

• Algebraic Theory of Two-Grid Methods

  Yvan Notay

  2020-11-10

  39483 2715 Pages:168-198

• Exact Singularity Subtraction from Boundary Integral Equations in Modeling Vesicles and Red Blood Cells

  Alexander Farutin, Chaouqi Misbah

  2014-07-01

  40242 3779 Pages:413-434

• Quadrature Based Optimal Iterative Methods with Applications in High-Precision Computing

  Sanjay Kumar Khattri

  2012-05-01

  41788 3569 Pages:592-601

• A Compact Difference Scheme for an Evolution Equation with a Weakly Singular Kernel

  Hongbin Chen, Da Xu

  2012-05-01

  43641 4061 Pages:559-572

• Truncated Newton-Based Multigrid Algorithm for Centroidal Voronoi Diagram Calculation

  Zichao Di, Maria Emelianenko, Stephen Nash

  2018-08-14

  39638 3732 Pages:242-259

• Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations

  Jianfei Huang, Yifa Tang, Luis Vazquez

  2018-08-14

  42473 3959 Pages:229-241

• A Regularization Semismooth Newton Method for $P_0$-NCPs with a Non-Monotone Line Search

  Li-Yong Lu, Wei-Zhe Gu, Wei Wang

  2018-08-14

  40216 3811 Pages:186-204

• Fast Multilevel CVT-Based Adaptive Data Visualization Algorithm

  M. Emelianenko

  2010-03-01

  39979 3956 Pages:195-211