Publication | Date of Publication | Type |
---|
ODE-Based Multistep Schemes for Backward Stochastic Differential Equations | 2024-03-11 | Paper |
Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems | 2024-02-12 | Paper |
A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates | 2024-02-02 | Paper |
Spatio‐temporal scalar auxiliary variable approach for the nonlinear convection–diffusion equation with discontinuous Galerkin method | 2024-02-01 | Paper |
Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> | 2023-12-12 | Paper |
Numerical schemes for fully coupled mean-field forward backward stochastic differential equations | 2023-07-03 | Paper |
Strong stability preserving multistep schemes for forward backward stochastic differential equations | 2023-06-20 | Paper |
Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations | 2023-04-26 | Paper |
Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients | 2022-12-08 | Paper |
Nonlinear axisymmetric buckling analysis of the FGM sandwich shallow spherical shells under thermomechanical loads | 2022-11-29 | Paper |
Lie symmetries of Benjamin-Ono equation | 2022-11-02 | Paper |
Optimal convergence of the scalar auxiliary variable finite element method for the natural convection equations | 2022-09-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5866946 | 2022-09-22 | Paper |
Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations | 2022-07-29 | Paper |
Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients | 2022-06-08 | Paper |
Schwarz Method for Financial Engineering | 2022-05-27 | Paper |
An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations | 2022-05-27 | Paper |
Computing SS index of certain dendrimers | 2021-11-25 | Paper |
Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives | 2021-11-11 | Paper |
A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems | 2021-10-28 | Paper |
High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control | 2021-10-26 | Paper |
Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates | 2021-10-12 | Paper |
Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps | 2021-09-30 | Paper |
Numerical methods for mean-field stochastic differential equations with jumps | 2021-09-27 | Paper |
Padé-Sumudu-Adomian decomposition method for nonlinear Schrödinger equation | 2021-06-22 | Paper |
High-order combined multi-step scheme for solving forward backward stochastic differential equations | 2021-06-01 | Paper |
A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates | 2021-04-27 | Paper |
An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations | 2021-04-27 | Paper |
New Second-Order Schemes for Forward Backward Stochastic Differential Equations | 2021-04-22 | Paper |
BEYOND SUMUDU TRANSFORM AND NATURAL TRANSFORM: <inline-formula><tex-math id="M1">$ {\mathbb J} $</tex-math></inline-formula>-TRANSFORM PROPERTIES AND APPLICATIONS | 2021-02-25 | Paper |
Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients | 2021-02-03 | Paper |
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs | 2021-01-14 | Paper |
One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations | 2020-10-27 | Paper |
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs | 2020-10-12 | Paper |
High-order combined Multi-step Scheme for solving forward Backward Stochastic Differential Equations | 2020-10-02 | Paper |
A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis | 2020-09-17 | Paper |
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations | 2020-05-19 | Paper |
Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises | 2019-11-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5196974 | 2019-09-20 | Paper |
Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets | 2019-09-04 | Paper |
Explicit deferred correction methods for second-order forward backward stochastic differential equations | 2019-07-26 | Paper |
Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets | 2019-04-29 | Paper |
New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations | 2019-03-05 | Paper |
Incremental tensor principal component analysis for handwritten digit recognition | 2019-02-08 | Paper |
A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains | 2018-10-22 | Paper |
Sparsity preserving discriminant projections with applications to face recognition | 2018-10-12 | Paper |
Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations | 2018-09-18 | Paper |
Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations | 2018-07-18 | Paper |
Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations | 2018-02-27 | Paper |
Deferred Correction Methods for Forward Backward Stochastic Differential Equations | 2018-01-29 | Paper |
An Efficient Gradient Projection Method for Stochastic Optimal Control Problems | 2017-12-08 | Paper |
A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations | 2017-10-27 | Paper |
Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs | 2017-10-27 | Paper |
Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation | 2017-10-23 | Paper |
Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps | 2017-10-23 | Paper |
Second-order schemes for solving decoupled forward backward stochastic differential equations | 2017-10-20 | Paper |
Multistep schemes for forward backward stochastic differential equations with jumps | 2017-08-10 | Paper |
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes | 2017-07-25 | Paper |
A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations | 2017-07-14 | Paper |
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs | 2017-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2951352 | 2017-01-06 | Paper |
Numerical simulations for \(G\)-Brownian motion | 2016-11-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q2993622 | 2016-08-10 | Paper |
A First Order Scheme for Backward Doubly Stochastic Differential Equations | 2016-07-22 | Paper |
Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations | 2016-07-05 | Paper |
A first order semi-discrete algorithm for backward doubly stochastic differential equations | 2016-03-10 | Paper |
Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis | 2015-11-19 | Paper |
An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations | 2015-02-23 | Paper |
Second-order schemes for solving decoupled forward backward stochastic differential equations | 2015-02-06 | Paper |
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations | 2014-11-17 | Paper |
NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS | 2014-04-25 | Paper |
A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations | 2014-02-28 | Paper |
Covolume-upwind finite volume approximations for linear elliptic partial differential equations | 2013-12-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q2865649 | 2013-12-02 | Paper |
Numerical method for hyperbolic conservation laws via forward backward SDEs | 2013-11-02 | Paper |
A Component-Based Eulerian--Lagrangian Formulation for Multicomponent Multiphase Compositional Flow and Transport in Porous Media | 2013-06-26 | Paper |
Schwarz methods for quasi stationary distributions of Markov chains | 2012-10-11 | Paper |
A generalized \(\theta\)-scheme for solving backward stochastic differential equations | 2012-07-04 | Paper |
New extended Lie algebra and the generalized integrable Liouville hierarchy | 2011-10-11 | Paper |
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations | 2011-05-17 | Paper |
Finite Element Approximations for Stokes–Darcy Flow with Beavers–Joseph Interface Conditions | 2011-01-24 | Paper |
\(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations | 2010-09-24 | Paper |
Error estimates of the \(\theta\)-scheme for backward stochastic differential equations | 2009-12-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3643912 | 2009-11-10 | Paper |
Image segmentation based on improved Ant-Tree algorithm | 2009-11-10 | Paper |
Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization | 2009-06-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3618396 | 2009-03-31 | Paper |
Image segmentation with a fuzzy clustering algorithm based on ant-tree | 2009-01-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5453064 | 2008-04-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5453068 | 2008-04-04 | Paper |
Adaptive Finite Element Methods for Elliptic PDEs Based on Conforming Centroidal Voronoi–Delaunay Triangulations | 2007-11-22 | Paper |
On Computation Complexity of the Concurrently Enabled Transition Set Problem | 2007-11-13 | Paper |
An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media | 2007-11-01 | Paper |
An optimal weighted upwinding covolume method on non-standard grids for convection–diffusion problems in 2D | 2007-05-22 | Paper |
A numerical modeling of multicomponent compressible flows in porous media with multiple wells by an Eulerian-Lagrangian method | 2005-11-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4664328 | 2005-04-05 | Paper |
The Weighted Upwinding Finite Volume Method for the Convection Diffusion Problem on a Nonstandard Covolume Grid | 2005-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4469442 | 2004-06-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4456558 | 2004-03-16 | Paper |
An upwind finite volume scheme and its maximum-principle-preserving ADI splitting for unsteady-state advection-diffusion equations | 2003-05-08 | Paper |
A modified alternating-direction finite volume method for modeling secondary hydrocarbon migration and accumulation processes | 2003-05-08 | Paper |
Numerical simulation of oil migration-accumulation of multilayer and its application | 2003-05-06 | Paper |
Modified high-order upwind method for convection diffusion equation | 2003-02-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3152669 | 2002-01-01 | Paper |
Simulation and application of three-dimensional migration-accumulation of oil resources | 2001-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q2712452 | 2001-05-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4489032 | 2001-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4950883 | 2001-01-02 | Paper |
Numerical simulation analysis for migration-accumulation of oil and water | 2000-10-10 | Paper |
Finite difference method and its convergent error analyses for thermistor problem | 2000-09-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4501298 | 2000-09-04 | Paper |
Suppression of local degrees of freedom of gauge fields by chiral anomalies | 2000-07-16 | Paper |
An exact solution to the O(26) sigma model coupled to 2D quantum gravity | 2000-07-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4489875 | 2000-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4246629 | 2000-05-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4240842 | 2000-03-29 | Paper |
On the solutions of two-dimensional gauge theories with area-preserving symmetry | 2000-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4792263 | 2000-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4368222 | 1998-05-11 | Paper |
A high-order upwind method for the convection-diffusion problem | 1998-01-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4854901 | 1996-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4852179 | 1995-10-29 | Paper |