Zhongdi Cen

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Person:247281

Available identifiers

zbMath Open cen.zhongdiMaRDI QIDQ247281

List of research outcomes





PublicationDate of PublicationType
A SIR model with incomplete data for the analysis of influenza a spread in Ningbo2024-09-18Paper
A BDF2 method for a singularly perturbed transport equation2024-07-30Paper
An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions2024-07-25Paper
A second-order three-point difference scheme on a posteriori mesh for a singularly perturbed convection-diffusion problem2024-07-10Paper
Pricing a resettable convertible bond based on decomposition method and PDE models2024-03-20Paper
A quadratic B-spline collocation method for a singularly perturbed semilinear reaction-diffusion problem with discontinuous source term2023-09-08Paper
An efficient numerical method for a time-fractional telegraph equation2022-10-26Paper
An adaptive moving mesh method for a time-fractional Black-Scholes equation2022-05-25Paper
An efficient numerical method for pricing a Russian option with a finite time horizon2022-02-22Paper
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems2022-02-17Paper
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation2022-02-10Paper
Qi's conjectures on completely monotonic degrees of remainders of asymptotic formulas of di- and trigamma functions2022-01-20Paper
An improved a posteriori error estimation for a parameterized singular perturbation problem2021-02-08Paper
A second-order adaptive grid method for a nonlinear singularly perturbed problem with an integral boundary condition2021-02-03Paper
A posteriori error estimation in maximum norm for a system of singularly perturbed Volterra integro-differential equations2021-01-07Paper
An efficient numerical method for a Riemann-Liouville two-point boundary value problem2020-06-04Paper
A posteriori error estimation in maximum norm for a two-point boundary value problem with a Riemann-Liouville fractional derivative2020-06-02Paper
A robust spline collocation method for pricing American put options2020-02-18Paper
A posteriori error estimation for a singularly perturbed Volterra integro-differential equation2020-01-29Paper
A robust adaptive grid method for a nonlinear singularly perturbed differential equation with integral boundary condition2020-01-29Paper
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative2019-11-05Paper
Numerical approximation of a time-fractional Black-Scholes equation2019-06-27Paper
A robust numerical method for a fractional differential equation2019-04-29Paper
Closed formulas for computing higher-order derivatives of functions involving exponential functions2019-03-20Paper
A HODIE finite difference scheme for pricing American options2019-03-04Paper
A second-order scheme for a time-fractional diffusion equation2019-02-20Paper
Cubic spline method for a generalized Black-Scholes equation2019-02-08Paper
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer2018-12-07Paper
An efficient numerical method for a time-fractional diffusion equation2018-10-18Paper
https://portal.mardi4nfdi.de/entity/Q45856022018-09-06Paper
https://portal.mardi4nfdi.de/entity/Q45856172018-09-06Paper
An efficient numerical method for a two-point boundary value problem with a Caputo fractional derivative2018-02-14Paper
A uniformly almost second order convergent numerical method for singularly perturbed delay differential equations2018-01-11Paper
Asymptotic expansions for the psi function and the Euler-Mascheroni constant2017-08-31Paper
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems2017-08-28Paper
A posteriori error analysis for a fractional differential equation2017-07-28Paper
A hybrid finite difference scheme for pricing Asian options2016-06-21Paper
Combinatorial identities from contour integrals of rational functions2016-05-04Paper
Divided differences and a general explicit formula for sequences of Mansour-Mulay-Shattuck2016-04-27Paper
On the hybrid finite difference scheme for a singularly perturbed Riccati equation2016-02-19Paper
A finite difference scheme based on a layer-adaptive mesh for fixed rate mortgages models2014-11-03Paper
An almost second order uniformly convergent scheme for a singularly perturbed initial value problem2014-10-31Paper
Some identities involving exponential functions and Stirling numbers and applications2014-08-05Paper
https://portal.mardi4nfdi.de/entity/Q54205682014-06-13Paper
Finite difference scheme with a moving mesh for pricing Asian options2014-06-06Paper
https://portal.mardi4nfdi.de/entity/Q54135162014-04-30Paper
An alternating-direction implicit difference scheme for pricing Asian options2013-09-09Paper
A finite difference scheme for pricing American put options under Kou's jump-diffusion model2013-05-29Paper
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility2013-01-22Paper
A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing2013-01-11Paper
Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation2012-04-04Paper
A unified approach to some recurrence sequences via Faà di Bruno's formula2011-12-18Paper
A robust and accurate finite difference method for a generalized Black-Scholes equation2011-06-14Paper
Uniformly convergent second-order difference scheme for a singularly perturbed periodical boundary value problem2011-04-06Paper
On a \(q\)-analogue of Faà di Bruno's determinant formula2011-02-18Paper
Asymptotic behaviors of intermediate points in the remainder of the Euler-Maclaurin formula2011-02-09Paper
Some iterative algorithms for the obstacle problems2010-11-12Paper
https://portal.mardi4nfdi.de/entity/Q30531012010-11-04Paper
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems2010-08-27Paper
https://portal.mardi4nfdi.de/entity/Q35712232010-07-08Paper
A robust finite difference scheme for pricing American put options with singularity-separating method2010-04-15Paper
https://portal.mardi4nfdi.de/entity/Q34042082010-02-08Paper
A second-order finite difference scheme for a class of singularly perturbed delay differential equations2010-01-26Paper
https://portal.mardi4nfdi.de/entity/Q36546492010-01-07Paper
https://portal.mardi4nfdi.de/entity/Q36473802009-11-30Paper
A remainder formula of numerical differentiation for the generalized Lagrange interpolation2009-07-20Paper
https://portal.mardi4nfdi.de/entity/Q36200332009-04-14Paper
A second-order difference scheme for a parameterized singular perturbation problem2008-10-22Paper
https://portal.mardi4nfdi.de/entity/Q53107752007-10-12Paper
Numerical method for a class of singular non-linear boundary value problems using Green's functions2007-06-19Paper
Numerical study for a class of singular two-point boundary value problems using Green's functions2007-02-13Paper
https://portal.mardi4nfdi.de/entity/Q34132662007-01-04Paper
https://portal.mardi4nfdi.de/entity/Q54744812006-06-26Paper
Parameter-uniform finite difference scheme for a system of coupled singularly perturbed con\-vec\-tion-diffusion equations2005-11-24Paper
A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient2005-11-16Paper
Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection–diffusion equations2005-03-07Paper
https://portal.mardi4nfdi.de/entity/Q48217192004-10-21Paper
https://portal.mardi4nfdi.de/entity/Q44566292004-03-16Paper

Research outcomes over time

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