On high-order schemes for tempered fractional partial differential equations (Q2029138): Difference between revisions

@@ Property / cites work @@
+Tempered stable Lévy motion and transient super-diffusion
+Normal rank
@@ Property / cites work @@
+Stable second-order schemes for the space-fractional Cahn-Hilliard and Allen-Cahn equations
+Normal rank
@@ Property / cites work @@
+Toeplitz Preconditioners for Toeplitz Systems with Nonnegative Generating Functions
+Normal rank
@@ Property / cites work @@
+High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights
+Normal rank
@@ Property / cites work @@
+Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative
+Normal rank
@@ Property / cites work @@
+Variational formulation and efficient implementation for solving the tempered fractional problems
+Normal rank
@@ Property / cites work @@
+Multigrid Waveform Relaxation for the Time-Fractional Heat Equation
+Normal rank
@@ Property / cites work @@
+A Chebyshev PseudoSpectral Method to Solve the Space-Time Tempered Fractional Diffusion Equation
+Normal rank
@@ Property / cites work @@
+Using hierarchical matrices in the solution of the time-fractional heat equation by multigrid waveform relaxation
+Normal rank
@@ Property / cites work @@
+Spectral methods for substantial fractional differential equations
+Normal rank
@@ Property / cites work @@
+Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
+Normal rank
@@ Property / cites work @@
+Q5363876
@@ Property / cites work: Q5363876 / rank @@
+Normal rank
@@ Property / cites work @@
+High order schemes for the tempered fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\)
+Normal rank
@@ Property / cites work @@
+Numerical solution of the space fractional Fokker-Planck equation.
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
+Normal rank
@@ Property / cites work @@
+The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
+Normal rank
@@ Property / cites work @@
+Q4233638
@@ Property / cites work: Q4233638 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210921
@@ Property / cites work: Q4210921 / rank @@
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary layers in a two-point boundary value problem with a Caputo fractional derivative
+Normal rank
@@ Property / cites work @@
+A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+A linear, symmetric and energy-conservative scheme for the space-fractional Klein-Gordon-Schrödinger equations
+Normal rank
@@ Property / cites work @@
+Q4438488
@@ Property / cites work: Q4438488 / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
+Normal rank