| Publication | Date of Publication | Type |
|---|
A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes
Journal of Computational and Applied Mathematics | 2020-09-14 | Paper |
Dual boundary element method for elastoplastic fracture mechanics of shear deformable plate
Engineering Analysis with Boundary Elements | 2020-08-05 | Paper |
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator
Computers & Mathematics with Applications | 2019-03-12 | Paper |
A simplified Milstein scheme for SPDEs with multiplicative noise
Abstract and Applied Analysis | 2019-02-14 | Paper |
Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs
Mathematical Methods in the Applied Sciences | 2019-01-24 | Paper |
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
Mathematical Methods in the Applied Sciences | 2018-08-23 | Paper |
Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
Efficient numerical schemes for the solution of generalized time fractional Burgers type equations
Numerical Algorithms | 2018-04-10 | Paper |
Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
Applied Numerical Mathematics | 2017-06-22 | Paper |
Stochastic Runge-Kutta Rosenbrock type methods for SDE systems
Applied Numerical Mathematics | 2017-02-24 | Paper |
Numerical solution of the Burgers equation with Neumann boundary noise
Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations
Journal of Computational and Applied Mathematics | 2016-04-14 | Paper |
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
Journal of Computational and Applied Mathematics | 2015-10-19 | Paper |
A class of balanced stochastic Runge-Kutta methods for stiff SDE systems
Numerical Algorithms | 2015-07-28 | Paper |
A new map for the Chebyshev pseudospectral solution of differential equations with large gradients
Numerical Algorithms | 2015-06-01 | Paper |
Numerical integration of multi-dimensional highly oscillatory integrals, based on eRPIM
Numerical Algorithms | 2015-02-23 | Paper |
Numerical solution of two-dimensional sine-Gordon and MBE models using Fourier spectral and high order explicit time stepping methods
Computer Physics Communications | 2014-12-17 | Paper |
Best Kronecker product approximation of the blurring operator in three dimensional image restoration problems
SIAM Journal on Matrix Analysis and Applications | 2014-12-17 | Paper |
| scientific article; zbMATH DE number 6378501 (Why is no real title available?) | 2014-12-09 | Paper |
A recurrent neural network for solving a class of generalized convex optimization problems
Neural Networks | 2014-10-09 | Paper |
A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
Journal of Computational and Applied Mathematics | 2014-09-29 | Paper |
A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems
Journal of Optimization Theory and Applications | 2014-04-01 | Paper |
A differential inclusion-based approach for solving nonsmooth convex optimization problems
Optimization | 2013-12-19 | Paper |
Full discretization of the stochastic Burgers equation with correlated noise
IMA Journal of Numerical Analysis | 2013-07-24 | Paper |
Spectral collocation method for stochastic Burgers equation driven by additive noise
Mathematics and Computers in Simulation | 2012-11-15 | Paper |
A novel weighted support vector machine based on particle swarm optimization for gene selection and tumor classification
Computational & Mathematical Methods in Medicine | 2012-10-10 | Paper |
A class of split-step balanced methods for stiff stochastic differential equations
Numerical Algorithms | 2012-09-24 | Paper |
On the stability of some second order numerical methods for weak approximation of Itô SDEs
Numerical Algorithms | 2011-05-11 | Paper |
Stability of the generalized polar decomposition method for the approximation of the matrix exponential
Journal of Generalized Lie Theory and Applications | 2011-03-07 | Paper |
The performance of a Tau preconditioner on systems of ODEs
Applied Mathematical Modelling | 2010-12-27 | Paper |
Lanczos based preconditioner for discrete ill-posed problems
Computing | 2010-06-09 | Paper |
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
Journal of Computational and Applied Mathematics | 2010-05-21 | Paper |
A method for approximation of the exponential map in semidirect product of matrix Lie groups and some applications
Journal of Computational and Applied Mathematics | 2010-04-21 | Paper |
| A high order method for the solution of a one-way wave equation in heterogeneous media | 2009-12-07 | Paper |
| A hybrid method based on the Taylor series and finite element for solving one dimensional Burgers' equation | 2009-10-26 | Paper |
A new variant of L-curve for Tikhonov regularization
Journal of Computational and Applied Mathematics | 2009-08-05 | Paper |
The adaptive operational tau method for systems of ODEs
Journal of Computational and Applied Mathematics | 2009-07-17 | Paper |
On mean-square stability properties of a new adaptive stochastic Runge-Kutta method
Journal of Computational and Applied Mathematics | 2009-02-25 | Paper |
An investigation of resolution of 2-variate Gibbs phenomenon
Applied Mathematics and Computation | 2009-01-14 | Paper |
``Rescale and modify implementation of IRKS methods
Numerical Algorithms | 2008-06-03 | Paper |
Integration matrix based on arbitrary grids with a preconditioner for pseudospectral method
Journal of Computational and Applied Mathematics | 2008-03-26 | Paper |
A new adaptive Runge-Kutta method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2007-06-29 | Paper |
Investigation of a preconditioner for the \(P_{2} - P_{1}\) finite element solution of Stokes problem
Applied Mathematics and Computation | 2007-04-26 | Paper |
Comparison of a higher order method and the simple upwind and non-monotone methods for singularly perturbed boundary value problems
Applied Mathematics and Computation | 2007-01-09 | Paper |
| scientific article; zbMATH DE number 5058499 (Why is no real title available?) | 2006-09-28 | Paper |
| An analysis of a parabolic problem with a general (non-local and global) supplementary linear conditions. I | 2006-09-27 | Paper |
New second derivative multistep methods for stiff systems
Applied Mathematical Modelling | 2006-09-25 | Paper |
Numerical piecewise approximate solution of Fredholm integro-differential equations by the tau method
Applied Mathematical Modelling | 2006-09-25 | Paper |
An ILU preconditioner for nonsymmetric positive definite matrices by using the conjugate Gram-Schmidt process
Journal of Computational and Applied Mathematics | 2006-03-16 | Paper |
| scientific article; zbMATH DE number 2171100 (Why is no real title available?) | 2005-05-23 | Paper |
Remarks on Ramanujan problem by using fractional order derivatives
Southeast Asian Bulletin of Mathematics | 2004-11-25 | Paper |
| scientific article; zbMATH DE number 2104019 (Why is no real title available?) | 2004-09-28 | Paper |
Multidimensional singular Fredholm integral equations in a finite domain and their regularization
Southeast Asian Bulletin of Mathematics | 2004-09-22 | Paper |
A-EBDF: An adaptive method for numerical solution of stiff systems of ODEs
Mathematics and Computers in Simulation | 2004-08-10 | Paper |
Tau numerical solution of Fredholm integro-differential equations with arbitrary polynomial bases
Applied Mathematical Modelling | 2004-07-01 | Paper |
The tau method and a new preconditioner.
Journal of Computational and Applied Mathematics | 2004-03-14 | Paper |
A preconditioned implementation of pseudospectral methods on arbitrary grids.
Applied Mathematics and Computation | 2003-12-03 | Paper |
Sufficient conditions for the reduction of a BVP for PDE with non-local and global boundary conditions to Fredholm integral equations (on a rectangular domain)
Applied Mathematics and Computation | 2003-11-25 | Paper |
| scientific article; zbMATH DE number 1877169 (Why is no real title available?) | 2003-10-19 | Paper |
A regularization of Fredholm type singular integral equations
International Journal of Mathematics and Mathematical Sciences | 2003-09-02 | Paper |
Numerical solution of a class of integro-differential equations by the tau method with an error estimation
Applied Mathematics and Computation | 2003-01-28 | Paper |
| scientific article; zbMATH DE number 1779721 (Why is no real title available?) | 2002-08-12 | Paper |
Numerical treatment of moving and free boundary value problems with the tau method
Computers & Mathematics with Applications | 2002-08-06 | Paper |
Matrix free MEBDF method for the solution of stiff systems of ODEs
Mathematical and Computer Modelling | 2002-05-05 | Paper |
| scientific article; zbMATH DE number 1538178 (Why is no real title available?) | 2001-11-19 | Paper |
Solving ODE BVPs using the perturbation term of the tau method over semi-infinite intervals
Far East Journal of Applied Mathematics | 2001-05-15 | Paper |
The algebraic kernel method for the numerical solution of partial differential equations
Numerical Functional Analysis and Optimization | 1992-09-27 | Paper |
Numerical solution of feedback control systems equations
Applied Mathematics Letters | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4113881 (Why is no real title available?) | 1988-01-01 | Paper |
