The following pages link to Songgui Wang (Q915305):
Displaying 50 items.
- On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. (Q1428495) (← links)
- Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis. (Q1428498) (← links)
- An optimization approach to numerical integration in two dimensions (Q1569186) (← links)
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics (Q1570932) (← links)
- Entropy splitting and numerical dissipation (Q1577021) (← links)
- A parameter-uniform Schwarz method for a singularly perturbed reaction-diffusion problem with an interior layer (Q1593839) (← links)
- A note on integrals for birth-death processes (Q1595408) (← links)
- The unified treatment of trapezoid, Simpson, and Ostrowski type inequality for monotonic mappings and applications. (Q1597151) (← links)
- An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem (Q1612350) (← links)
- Computing eigenmodes of elliptic operators using increasingly flat radial basis functions (Q1655007) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- Characterizations of robust solution set of convex programs with uncertain data (Q1670545) (← links)
- Numerical solution of fractional optimal control (Q1730400) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- A unified gradient flow approach to constrained nonlinear optimization problems (Q1810980) (← links)
- Domain decomposition technique for the continuity equations of semiconductor device models (Q1822916) (← links)
- Minimax estimators in the normal MANOVA model (Q1824965) (← links)
- Semi-implicit complementary volume scheme for solving level set like equations in image processing and curve evolution (Q1865742) (← links)
- An optimization approach to a finite dimensional parameter estimation problem in semiconductor device design (Q1964164) (← links)
- Strict stability of high-order compact implicit finite-difference schemes: The role of boundary conditions for hyperbolic PDEs. I (Q1979126) (← links)
- Strict stability of high-order compact implicit finite-difference schemes: The role of boundary conditions for hyperbolic PDEs. II (Q1979127) (← links)
- New high-resolution central schemes for nonlinear conservation laws and convection-diffusion equations (Q1979136) (← links)
- A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989) (← links)
- A super-convergent unsymmetric finite volume method for convection-diffusion equations (Q2000618) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
- Optimal state-delay control in nonlinear dynamic systems (Q2059367) (← links)
- Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
- A modification of Galerkin's method for option pricing (Q2086928) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Optimal control of nonlinear fractional-order systems with multiple time-varying delays (Q2139285) (← links)
- Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
- Asynchronous \(H_\infty\) control for nonhomogeneous higher-level Markov jump systems (Q2181369) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
- Numerical solution of free final time fractional optimal control problems (Q2243255) (← links)
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains (Q2269752) (← links)
- A power penalty approach to a nonlinear complementarity problem (Q2270328) (← links)
- Hexahedral finite elements for the stationary semiconductor device equations (Q2277790) (← links)
- Event-triggered \(\varepsilon\) level \(H_ \infty\) probabilistic control of uncertain systems (Q2278350) (← links)
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323) (← links)
- Probabilistic control of Markov jump systems by scenario optimization approach (Q2314495) (← links)
- A power penalty approach to a discretized obstacle problem with nonlinear constraints (Q2329667) (← links)
- Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
- A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations (Q2402869) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
- Disruption management for supply chain coordination with exponential demand function (Q2426778) (← links)
- A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems (Q2440707) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
