Search Results

• Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method

  Kai Zhang, Xiao-Qi Yang

  2017-06-01

  32353 2686 Pages:405-418

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  X.-Z. Yang, F. Zhang & L.-F. Wu

  2016-07-03

  32277 2622 Pages:569-586

• Energy-Conservative Finite Difference Method for the Coupled Nonlinear Klein-Gordon Equation in the Nonrelativistic Limit Regime

  Ming Cui, Yanfei Li

  2025-02-20

  8572 562 Pages:246-267

• High-Order Enriched Finite Element Methods for Elliptic Interface Problems with Discontinuous Solutions

  Champike Attanayake, So-Hsiang Chou, Quanling Deng

  2023-11-13

  22346 1965 Pages:870-895

• Global Convergence of a Posteriori Error Estimates for the Discontinuous Galerkin Method for One-Dimensional Linear Hyperbolic Problems

  M. Baccouch

  2021-10-20

  33331 3689 Pages:172-192

• An Efficient Collocation Method for a Non-Local Diffusion Model

  H. Tian, H. Wang & W. Wang

  2013-10-01

  33346 2562 Pages:815-825

• Numerical Analysis of the Fractional Seventh-Order KdV Equation Using an Implicit Fully Discrete Local Discontinuous Galerkin Method

  L. Wei, Y. He, Y. Zhang

  2013-10-01

  32531 2573 Pages:430-444

• Solution of Advection Diffusion Equations in Two Space Dimensions by a Rational Eulerian Lagrangian Localized Adjoint Method over Hexagonal Grid

  M. Al-Lawatia

  2012-09-01

  32995 3872 Pages:43-55

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  H. Lee & D. Sheen

  2011-08-01

  31358 2672 Pages:566-583

• Numerical Calculation of Effective Permeability by Double Randomization Monte Carlo Method

  D. Kolyukhin & M. Espedal

  2010-07-01

  30874 2483 Pages:607-618

• A Domain Decomposition Method with Lagrange Multiplier Based on the Pointwise Matching Condition

  D. Sun, Q. Hu & S. Shu

  2009-06-01

  31426 3594 Pages:147-160

• Strong Backward Error Analysis for Euler-Maruyama Method

  J. Deng

  2018-08-15

  33641 4059 Pages:1-21

• A Spectral Method for Mixed Boundary Value Problems on Hexahedrons

  Ben-Yu Guo & Tian-Jun Wang

  2015-12-01

  33204 2618 Pages:664-683

• A Fractional-Order Alternative for Phase-Lagging Equation

  Cui-Cui Ji, Weizhong Dai, Ronald E. Mickens

  2023-03-30

  29297 2446 Pages:391-406

• Chebyshev Spectral Method for Unsteady Axisymmetric Mixed Convection Heat Transfer of Power Law Fluid over a Cylinder with Variable Transport Properties

  J. Niu, L. Zheng, Y. Yang, C.-W. Shu

  2014-11-01

  32449 2603 Pages:525-540

• Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Reaction-Diffusion System with Discontinuous Source Terms

  M. paramasivam, J. J. H. Miller, S. Valarmathi

  2021-10-20

  34083 2530 Pages:385-399

• Analysis and Finite Element Approximation of Bioconvection Flows with Concentration Dependent Viscosity

  Y. Cao & S. Chen

  2021-10-20

  33860 3692 Pages:86-101

• Numerical Analysis of Modular VMS Methods with Nonlinear Eddy Viscosity for the Navier-Stokes Equations

  L. Shan, W. J. Layton, H. Zheng

  2013-10-01

  32262 2582 Pages:943-971

• Numerical Analysis of the Finite Difference Time Domain Methods with High Accuracy in Time for Maxwell Equations

  Liping Gao, Xiaosong Zhang, Rengang Shi

  2025-08-04

  5903 453 Pages:843-859

• Second Order Uniform Approximations for the Solution of Time Dependent Singularly Perturbed Reaction-Diffusion Systems

  C. Clavero, J. L. Gracia & F. Lisbona

  2010-07-01

  32836 2523 Pages:428-443

• Lie-Poisson Numerical Method for a Class of Stochastic Lie-Poisson Systems

  Qianqian Liu, Lijin Wang

  2024-01-03

  26049 2227 Pages:104-119

• An Unconditionally Stable Second Order Method for the Luo-Rudy 1 Model Used in Simulations of Defibrillation

  M. Hanslien, R. Artebrant, J. Sundnes & A. Tveito

  2009-06-01

  30436 2438 Pages:627-641

• An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion

  Galena Pelovska

  2008-05-01

  31014 3328 Pages:466-490

• Symmetric Interior Penalty DG Methods for the Compressible Navier-Stokes Equations I: Method Formulation

  R. Hartmann & P. Houston

  2006-03-01

  30771 4068 Pages:1-20

• Conservative Local Discontinuous Galerkin Methods for Time Dependent Schrödinger Equation

  T. Lu, W. Cai & P. Zhang

  2005-04-03

  32216 3630 Pages:75-84

• Numerical Investigation on Weak Galerkin Finite Elements

  Junping Wang, Xiu Ye, Shangyou Zhang

  2020-08-04

  32923 2623 Pages:517-531

• A Study on Phase-Field Models for Brittle Fracture

  Fei Zhang, Weizhang Huang, Xianping Li, Shicheng Zhang

  2022-09-27

  37667 2670 Pages:793-821