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Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations
39376 2709 Pages:798-828 -
Second Order Convergence of the Interpolation Based on $Q^c_1$-Element
39752 2731 Pages:595-618 -
Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations
40243 2908 Pages:496-514 -
Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations
42307 3896 Pages:229-241 -
An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps
23597 2163 Pages:243-274 -
A Fourth-Order Modified Method for the Cauchy Problem of the Modified Helmholtz Equation
40525 3495 Pages:326-340 -
Meshfree First-Order System Least Squares
38181 3792 Pages:29-43 -
An Efficient Mapped WENO Scheme Using Approximate Constant Mapping
44846 3664 Pages:1-41 -
FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk
44196 2577 Pages:1246-1265 -
Weak and Strong Convergence of Two Algorithms for the Split Fixed Point Problem
42128 2795 Pages:770-781 -
Fusing Infrared and Visible Images via a First-Order Model
26249 2176 Pages:275-309 -
Newton Linearized Methods for Semilinear Parabolic Equations
49125 3013 Pages:928-945 -
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
48500 3008 Pages:296-319