Pages that link to "Item:Q5232287"

The following pages link to On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287):

Displaying 45 items.

• Stability and error estimates for the variable step-size BDF2 method for linear and semilinear parabolic equations (Q2026109) (← links)
• Dynamics analysis on a class of delayed neural networks involving inertial terms (Q2057480) (← links)
• Global asymptotic stability for a nonlinear density-dependent mortality Nicholson's blowflies system involving multiple pairs of time-varying delays (Q2057485) (← links)
• Linearly implicit variable step-size BDF schemes with Fourier pseudospectral approximation for incompressible Navier-Stokes equations (Q2058412) (← links)
• Optimal two-parameter geometric and arithmetic mean bounds for the Sándor-Yang mean (Q2068076) (← links)
• A note on generalized convex functions (Q2068081) (← links)
• Some new fractional integral inequalities for exponentially \(m\)-convex functions via extended generalized Mittag-Leffler function (Q2068092) (← links)
• Hermite-Hadamard type inequalities for co-ordinated convex and qausi-convex functions and their applications (Q2068118) (← links)
• Asymptotically almost periodic dynamics on delayed Nicholson-type system involving patch structure (Q2069387) (← links)
• New Hermite-Hadamard type inequalities for \(n\)-polynomial harmonically convex functions (Q2069423) (← links)
• Unconditional error analysis of a linearized BDF2 virtual element method for nonlinear Ginzburg-Landau equation with variable time step (Q2094506) (← links)
• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
• Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models (Q2115062) (← links)
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
• Using of PQWs for solving NFID in the complex plane (Q2144064) (← links)
• Optimal a posteriori estimators for the variable step-size BDF2 method for linear parabolic equations (Q2146328) (← links)
• Mesh-robustness of an energy stable BDF2 scheme with variable steps for the Cahn-Hilliard model (Q2161810) (← links)
• Sharp error estimate of an implicit BDF2 scheme with variable time steps for the phase field crystal model (Q2161826) (← links)
• Some new inequalities involving \(\kappa \)-fractional integral for certain classes of functions and their applications (Q2179423) (← links)
• Inequalities involving conformable approach for exponentially convex functions and their applications (Q2301591) (← links)
• Some new Hermite-Hadamard-type inequalities associated with conformable fractional integrals and their applications (Q2310453) (← links)
• Dissipativity of variable-stepsize Runge-Kutta methods for nonlinear functional differential equations with application to Nicholson's blowflies models (Q2656799) (← links)
• Comparison of implicit-explicit and Newton linearized variable two-step BDF methods for semilinear parabolic equations (Q2685296) (← links)
• An improved radial basis functions method for the high-order Volterra-Fredholm integro-differential equations (Q2690425) (← links)
• Notes on the complete elliptic integral of the first kind (Q5108658) (← links)
• Inequalities for generalized trigonometric and hyperbolic functions with one parameter (Q5109743) (← links)
• Sharp rational bounds for the gamma function (Q5139877) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• A variable time-step IMEX-BDF2 SAV scheme and its sharp error estimate for the Navier–Stokes equations (Q6048470) (← links)
• Multistep Runge-Kutta methods for Volterra integro-differential equations (Q6073180) (← links)
• Variable-time-step BDF2 nonconforming VEM for coupled Ginzburg-Landau equations (Q6101799) (← links)
• A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
• Radial basis function partition of unity procedure combined with the reduced-order method for solving Zakharov-Rubenchik equations (Q6137970) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• A positivity-preserving, energy stable BDF2 scheme with variable steps for the Cahn-Hilliard equation with logarithmic potential (Q6159017) (← links)
• A novel approach of unconditional optimal error estimate of linearized and conservative Galerkin FEM for Klein-Gordon-Schrödinger equations (Q6163205) (← links)
• Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)
• Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
• Nonsmooth data error estimates for fully discrete finite element approximations of semilinear parabolic equations in Banach space (Q6569175) (← links)
• Analysis of variable-time-step BDF2 combined with the fast two-grid finite element algorithm for the FitzHugh-Nagumo model (Q6590240) (← links)
• Unconditional optimal \(H^1\)-norm error estimate and superconvergence analysis of a linearized nonconforming finite element variable-time-step BDF2 method for the nonlinear complex Ginzburg-Landau equation (Q6590941) (← links)
• A posteriori error estimates and adaptivity for the IMEX BDF2 method for nonlinear parabolic equations (Q6653571) (← links)
• Ultra-weak discontinuous Galerkin method with IMEX-BDF time marching for two dimensional convection-diffusion problems (Q6663407) (← links)
• Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods (Q6664909) (← links)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)