Search Results

• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  20762 2001 Pages:418-450

• A Nonconforming Virtual Element Method for the Elliptic Interface Problem

  Haimei Wang, Xianyan Zheng, Jinru Chen, Feng Wang

  2024-04-16

  21400 1983 Pages:397-417

• Multivariate Feedback Particle Filter Rederived from the Splitting-Up Scheme

  Huimin Miao, Xue Luo

  2024-04-16

  20904 1926 Pages:314-341

• Iterative Method with Inertia for Variational Inequalities on Hadamard Manifolds with Lower Bounded Curvature

  Teng-Teng Yao, Xiao-Qing Jin, Zhi Zhao

  2024-01-02

  26716 2766 Pages:195-222

• Uniform Error Bound of an Exponential Wave Integrator for Long-Time Dynamics of the Nonlinear Schrödinger Equation with Wave Operator

  Yue Feng, Yichen Guo, Yongjun Yuan

  2023-10-23

  26787 2460 Pages:980-1003

• Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems

  Jing Zhao, Jianhua Zhang

  2023-10-23

  26397 2484 Pages:914-934

• Primal-Dual Active-Set Method for the Valuation of American Exchange Options

  Xin Wen, Haiming Song, Rui Zhang, Yutian Li

  2023-10-23

  26799 2438 Pages:858-885

• $L2-1_\sigma$ Finite Element Method for Time-Fractional Diffusion Problems with Discontinuous Coefficients

  Yanping Chen, Xuejiao Tan, Yunqing Huang

  2023-10-23

  28051 2560 Pages:813-834

• An Implicit Staggered Hybrid Finite Volume/Finite Element Solver for the Incompressible Navier-Stokes Equations

  Alessia Lucca, Saray Busto, Michael Dumbser

  2023-06-12

  35748 2639 Pages:671-716

• Regularized Numerical Methods for the Nonlinear Schrödinger Equation with Singular Nonlinearity

  Weizhu Bao, Yue Feng, Ying Ma

  2023-06-12

  113269 218007 Pages:646-670

• Stability and Convergence of Stabilized Finite Volume Iterative Methods for Steady Incompressible MHD Flows with Different Viscosities

  Xiaochen Chu, Chuanjun Chen, Tong Zhang

  2023-04-25

  30247 2689 Pages:361-397

• Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions

  Xinyan Li

  2023-01-04

  39354 3449 Pages:194-212

• Neural Network Method for Integral Fractional Laplace Equations

  Zhaopeng Hao, Moongyu Park, Zhiqiang Cai

  2023-01-04

  40694 3997 Pages:95-118

• Stability and Convergence of $L1$-Galerkin Spectral Methods for the Nonlinear Time Fractional Cable Equation

  Yanping Chen, Xiuxiu Lin, Mengjuan Zhang, Yunqing Huang

  2023-01-04

  41517 3929 Pages:22-46

• Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations

  Mingzhan Song, Songhe Song, Wei Zhang, Xu Qian

  2022-08-17

  300925 3451 Pages:912-927

• Achieving Superconvergence by One-Dimensional Discontinuous Finite Elements: The CDG Method

  Xiu Ye, Shangyou Zhang

  2022-08-17

  302751 3676 Pages:781-790

• Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems

  Fang Chen, Bi-Cong Ren, Galina V. Muratova

  2022-02-21

  46090 3175 Pages:470-486

• Two-Step Modulus-Based Synchronous Multisplitting Iteration Methods for Nonlinear Complementarity Problems

  Gui-Lin Yan, Yu-Jiang Wu, Ai-Li Yang, Sulieman A. S. Jomah

  2022-02-21

  44743 3243 Pages:449-469

• A Fast Block Coordinate Descent Method for Solving Linear Least-Squares Problems

  Jia-Qi Chen, Zheng-Da Huang

  2022-02-21

  47009 3323 Pages:406-420

• Smallest Singular Value Based Newton-Like Methods for Solving Quadratic Inverse Eigenvalue Problem

  Meiling Xiang, Hua Dai

  2022-02-21

  46873 3294 Pages:333-352

• Restrictive Preconditioning for Convection-Diffusion Distributed Control Problems

  Wei Feng, Zeng-Qi Wang, Ruo-Bing Zhong, Galina V. Muratova

  2022-02-21

  49050 3496 Pages:233-246

• On Parameterised Quadratic Inverse Eigenvalue Problem

  Meiling Xiang, Hua Dai

  2021-10-25

  51138 4120 Pages:185-200

• Improved Inexact Alternating Direction Methods for a Class of Nonlinear Complementarity Problems

  Jiewen He, Hua Zheng, Seakweng Vong

  2021-10-25

  52264 4561 Pages:125-144

• Nonconvex Constrained Minimisation for 3D Left Ventricular Shape Recovery Using 2D Echocardiography Data

  Chi Young Ahn, Sangwoon Yun

  2021-10-25

  52592 4239 Pages:111-124

• A Fast Temporal Second-Order Compact ADI Scheme for Time Fractional Mixed Diffusion-Wave Equations

  Rui-Lian Du, Zhi-Zhong Sun

  2021-08-03

  46519 3219 Pages:647-673

• High-Order Non-Conservative Simulation of Hyperbolic Moment Models in Partially-Conservative Form

  J. Koellermeier, M.J. Castro

  2021-05-26

  55797 3361 Pages:435-467

• An Energy Stable Second-Order Accurate Scheme for Microphase Separation of Periodic Diblock Copolymers

  Junxiang Yang, Junseok Kim

  2021-02-23

  43908 509293 Pages:234-254