| Publication | Date of Publication | Type |
|---|
| Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives | 2023-10-16 | Paper |
Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
SIAM Journal on Control and Optimization | 2023-03-29 | Paper |
Investment in cleaner technologies in a transboundary pollution dynamic game: a numerical investigation
Dynamic Games and Applications | 2022-09-15 | Paper |
| On Discrete-Time Approximations to Infinite Horizon Differential Games | 2021-12-06 | Paper |
Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach
(available as arXiv preprint) | 2021-11-14 | Paper |
Corrigenda to: ``Fully discrete approximations to the time-dependent Navier-Stokes equations with a projection method in time and grad-div stabilization
Journal of Scientific Computing | 2021-09-01 | Paper |
A pseudospectral method for option pricing with transaction costs under exponential utility
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls
Automatica | 2021-04-20 | Paper |
Non-linear incentive equilibrium strategies for a transboundary pollution differential game
International Series in Operations Research & Management Science | 2020-12-15 | Paper |
Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements
Applied Mathematics and Computation | 2019-11-26 | Paper |
Error analysis of non inf-sup stable discretizations of the time-dependent Navier-Stokes equations with local projection stabilization
IMA Journal of Numerical Analysis | 2019-11-18 | Paper |
Fully discrete approximations to the time-dependent Navier-Stokes equations with a projection method in time and grad-div stabilization
Journal of Scientific Computing | 2019-07-26 | Paper |
Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem
Applied Mathematics and Computation | 2019-06-21 | Paper |
Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem
Applied Mathematics and Computation | 2019-06-21 | Paper |
An extension of Heston's SV model to stochastic interest rates
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
Selection of a Markov perfect Nash equilibrium in a class of differential games
Dynamic Games and Applications | 2019-05-03 | Paper |
Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games
European Journal of Operational Research | 2019-02-25 | Paper |
Chebyshev reduced basis function applied to option valuation
Computational Management Science | 2018-10-10 | Paper |
Error analysis of projection methods for non inf-sup stable mixed finite elements: the Navier-Stokes equations
Journal of Scientific Computing | 2018-03-01 | Paper |
Analysis of the grad-div stabilization for the time-dependent Navier-Stokes equations with inf-sup stable finite elements
Advances in Computational Mathematics | 2018-02-14 | Paper |
Grad-div stabilization for the evolutionary Oseen problem with inf-sup stable finite elements
Journal of Scientific Computing | 2017-08-16 | Paper |
A spectral method for an optimal investment problem with transaction costs under potential utility
Journal of Computational and Applied Mathematics | 2017-03-16 | Paper |
Projection methods for incompressible flow problems with WENO finite difference schemes
Journal of Computational Physics | 2016-12-20 | Paper |
Local error estimates for the SUPG method applied to evolutionary convection-reaction-diffusion equations
Journal of Scientific Computing | 2016-03-15 | Paper |
Does flexibility facilitate sustainability of cooperation over time? A case study from environmental economics
Journal of Optimization Theory and Applications | 2015-06-05 | Paper |
An adaptive SUPG method for evolutionary convection-diffusion equations
Computer Methods in Applied Mechanics and Engineering | 2014-10-08 | Paper |
Static two-grid mixed finite-element approximations to the Navier-Stokes equations
Journal of Scientific Computing | 2013-01-11 | Paper |
Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations
Applied Mathematics and Computation | 2012-07-16 | Paper |
An adaptive finite element method for evolutionary convection dominated problems
Computer Methods in Applied Mechanics and Engineering | 2012-06-02 | Paper |
Approximation of dynamic programs
Handbook of Computational Finance | 2012-01-10 | Paper |
A posteriori error estimations for mixed finite-element approximations to the Navier-Stokes equations
Journal of Computational and Applied Mathematics | 2011-12-21 | Paper |
Option Pricing Under GARCH Processes Using PDE Methods
Operations Research | 2011-11-17 | Paper |
Nonlinear convection-diffusion problems: fully discrete approximations and a posteriori error estimates
IMA Journal of Numerical Analysis | 2011-11-08 | Paper |
Stabilization of Galerkin finite element approximations to transient convection-diffusion problems
SIAM Journal on Numerical Analysis | 2011-04-11 | Paper |
Accurate approximations to time-dependent nonlinear convection-diffusion problems
IMA Journal of Numerical Analysis | 2010-11-19 | Paper |
Bubble stabilization of linear finite element methods for nonlinear evolutionary convection-diffusion equations
Computer Methods in Applied Mechanics and Engineering | 2010-09-13 | Paper |
ADI spectral collocation methods for parabolic problems
Journal of Computational Physics | 2010-07-28 | Paper |
Postprocessing finite-element methods for the Navier-Stokes equations: the fully discrete case
SIAM Journal on Numerical Analysis | 2010-03-24 | Paper |
A posteriori error estimates for fully discrete nonlinear parabolic problems
Computer Methods in Applied Mechanics and Engineering | 2009-11-06 | Paper |
The Postprocessed Mixed Finite-Element Method for the Navier–Stokes Equations: Refined Error Bounds
SIAM Journal on Numerical Analysis | 2009-03-16 | Paper |
A spectral method for bonds
Computers & Operations Research | 2007-10-10 | Paper |
Improving the accuracy of the mini-element approximation to Navier–Stokes equations
IMA Journal of Numerical Analysis | 2007-01-31 | Paper |
Element-wisea posteriori estimates based on hierarchical bases for non-linear parabolic problems
International Journal for Numerical Methods in Engineering | 2006-03-24 | Paper |
Implicit-explicit Runge-Kutta methods for financial derivatives pricing models
European Journal of Operational Research | 2006-03-22 | Paper |
| A finite element method for two factor convertible bonds | 2006-02-13 | Paper |
| scientific article; zbMATH DE number 2065129 (Why is no real title available?) | 2004-05-18 | Paper |
A posteriori error estimation with the \(p\)-version of the finite element method for nonlinear parabolic differential equations.
Computer Methods in Applied Mechanics and Engineering | 2003-04-02 | Paper |
Postprocessing the Linear Finite Element Method
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
Linearly implicit Runge-Kutta methods for advection-reaction-diffusion equations
Applied Numerical Mathematics | 2002-01-02 | Paper |
A postprocess based improvement of the spectral element method
Applied Numerical Mathematics | 2001-10-26 | Paper |
| scientific article; zbMATH DE number 1369006 (Why is no real title available?) | 2001-05-10 | Paper |
On error estimates for Galerkin spectral discretizations of parabolic problems with nonsmooth initial data
Mathematics of Computation | 2001-02-19 | Paper |
A postprocessed Galerkin method with Chebyshev or Legendre polynomials
Numerische Mathematik | 2000-12-03 | Paper |
A Spectral Element Method for the Navier--Stokes Equations with Improved Accuracy
SIAM Journal on Numerical Analysis | 2000-10-19 | Paper |
An enhanced pseudospectral Chebyshev method for dissipative partial differential equations
Journal of Computational and Applied Mathematics | 2000-09-26 | Paper |
Accuracy and conservation properties in numerical integration: The case of the Korteweg-de Vries equation
Numerische Mathematik | 1997-06-30 | Paper |
A finite difference scheme for the \(K(2,2)\) compacton equation
Journal of Computational Physics | 1996-06-30 | Paper |
Time integration of the non-linear Galerkin method
IMA Journal of Numerical Analysis | 1995-07-04 | Paper |
| scientific article; zbMATH DE number 554735 (Why is no real title available?) | 1994-04-19 | Paper |
An easily implementable fourth-order method for the time integration of wave problems
Journal of Computational Physics | 1993-01-17 | Paper |
Pseudospectral Method for the "Good" Boussinesq Equation
Mathematics of Computation | 1992-06-25 | Paper |
A Hamiltonian, explicit algorithm with spectral accuracy for the `good' Boussinesq system
Computer Methods in Applied Mechanics and Engineering | 1990-01-01 | Paper |
Split-step spectral schemes for nonlinear Dirac systems
Journal of Computational Physics | 1989-01-01 | Paper |
