| Publication | Date of Publication | Type |
|---|
A parameter-uniform higher order finite difference scheme for singularly perturbed time-dependent parabolic problem with two small parameters
International Journal of Computer Mathematics | 2022-02-16 | Paper |
Radial-basis-function-based finite difference operator splitting method for pricing American options
International Journal of Computer Mathematics | 2022-02-10 | Paper |
Exponentially refined mesh for singularly perturbed interior layer problem
International Journal of Applied and Computational Mathematics | 2020-06-10 | Paper |
An a priori harmonic mesh for singularly perturbed boundary value problems
International Journal of Applied and Computational Mathematics | 2018-12-03 | Paper |
A numerical study of Asian option with radial basis functions based finite differences method
Engineering Analysis with Boundary Elements | 2018-08-06 | Paper |
Parameter free hybrid numerical method for solving modified Burgers' equations on a nonuniform mesh
Asian-European Journal of Mathematics | 2017-09-06 | Paper |
An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options
SIAM Journal on Numerical Analysis | 2017-05-24 | Paper |
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
Computers & Mathematics with Applications | 2017-05-03 | Paper |
Parameter-uniform finite element method for two-parameter singularly perturbed parabolic reaction-diffusion problems
International Journal of Computational Methods | 2017-04-07 | Paper |
scientific article; zbMATH DE number 6686750 (Why is no real title available?)
| 2017-02-17 | Paper |
Finite difference, finite element and B-spline collocation methods applied to two parameter singularly perturbed boundary value problems
| 2017-02-17 | Paper |
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models
Applied Numerical Mathematics | 2016-10-13 | Paper |
An efficient numerical method for pricing option under jump diffusion model
International Journal of Advances in Engineering Sciences and Applied Mathematics | 2016-08-03 | Paper |
Probability density function of leaky integrate-and-fire model with Lévy noise and its numerical approximation
Numerical Analysis and Applications | 2016-07-22 | Paper |
Qualitative analysis and numerical solution of Burgers' equation via B-spline collocation with implicit Euler method on piecewise uniform mesh
Journal of Numerical Mathematics | 2016-06-22 | Paper |
A radial basis functions based finite differences method for wave equation with an integral condition
Applied Mathematics and Computation | 2016-06-21 | Paper |
Fitted collocation method for a singularly perturbed time-dependent convection-diffusion problem
| 2016-03-16 | Paper |
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models
Journal of Scientific Computing | 2015-12-17 | Paper |
Application of the local radial basis function-based finite difference method for pricing American options
International Journal of Computer Mathematics | 2015-07-30 | Paper |
A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems
International Journal of Computer Mathematics | 2015-04-27 | Paper |
A posteriori error analysis for defect correction method for two parameter singular perturbation problems
Journal of Applied Mathematics and Computing | 2014-08-05 | Paper |
A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation
IMA Journal of Numerical Analysis | 2014-02-28 | Paper |
A parameter-uniform method for two parameters singularly perturbed boundary value problems via asymptotic expansion
Applied Mathematics & Information Sciences | 2013-08-08 | Paper |
B-spline collocation method for a singularly perturbed reaction-diffusion problem using artificial viscosity
International Journal of Computational Methods | 2013-05-31 | Paper |
A parameter uniform method for singularly perturbed differential-difference equations with small shifts
Journal of Numerical Mathematics | 2013-05-22 | Paper |
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
Mathematical and Computer Modelling | 2013-01-27 | Paper |
Exponentially fitted cubic spline for two-parameter singularly perturbed boundary value problems
International Journal of Computer Mathematics | 2013-01-22 | Paper |
Numerical approximations for singularly perturbed differential-difference BVPs with layer and oscillatory behavior
Journal of Numerical Mathematics | 2012-05-07 | Paper |
The Midpoint Upwind Finite Difference Scheme for Time-Dependent Singularly Perturbed Convection-Diffusion Equations on Non-Uniform Mesh
International Journal for Computational Methods in Engineering Science and Mechanics | 2012-03-02 | Paper |
Variable Mesh Finite Difference Method for Self-Adjoint Singularly Perturbed Two-Point Boundary Value Problems
Journal of Computational Mathematics | 2012-01-27 | Paper |
Analysis of fitted spline in compression for convection diffusion problems with two small parameters
| 2012-01-26 | Paper |
Numerical algorithm for singularly perturbed delay differential equations with layer and oscillatory behavior
| 2011-11-22 | Paper |
A layer adaptive B-spline collocation method for singularly perturbed one-dimensional parabolic problem with a boundary turning point
Numerical Methods for Partial Differential Equations | 2011-10-12 | Paper |
A singular perturbation approach to solve Burgers-Huxley equation via monotone finite difference scheme on layer-adaptive mesh
Communications in Nonlinear Science and Numerical Simulation | 2011-09-23 | Paper |
A parameter-uniform numerical method for time-dependent singularly perturbed differential-difference equations
Applied Mathematical Modelling | 2011-08-28 | Paper |
Collocation method using artificial viscosity for solving stiff singularly perturbed turning point problem having twin boundary layers
Computers & Mathematics with Applications | 2011-07-21 | Paper |
Numerical treatment of boundary value problems for second order singularly perturbed delay differential equations
Computational and Applied Mathematics | 2011-05-30 | Paper |
scientific article; zbMATH DE number 5896883 (Why is no real title available?)
| 2011-05-18 | Paper |
A parameter uniform B-spline collocation method for solving singularly perturbed turning point problem having twin boundary layers
International Journal of Computer Mathematics | 2011-01-20 | Paper |
A brief survey on numerical methods for solving singularly perturbed problems
Applied Mathematics and Computation | 2011-01-14 | Paper |
Numerical approximation of modified Burgers' equation via hybrid finite difference scheme on layer-adaptive mesh
| 2011-01-03 | Paper |
Variable mesh spline approximation method for solving singularly perturbed turning point problems having interior layer
| 2011-01-03 | Paper |
B-splines with artificial viscosity for solving singularly perturbed boundary value problems
Mathematical and Computer Modelling | 2010-12-27 | Paper |
A computational method for singularly perturbed nonlinear differential-difference equations with small shift
Applied Mathematical Modelling | 2010-09-25 | Paper |
Taylor‐Galerkin B‐spline finite element method for the one‐dimensional advection‐diffusion equation
Numerical Methods for Partial Differential Equations | 2010-09-14 | Paper |
Initial value technique for singularly perturbed two point boundary value problems using an exponentially fitted finite difference scheme
Computers & Mathematics with Applications | 2010-05-16 | Paper |
Parameter-uniform Ritz-Galerkin finite element method for singularly perturbed delay differential equations with delay in convection term
| 2010-05-14 | Paper |
Space-time Galerkin least-squares method for the one-dimensional advection-diffusion equation
International Journal of Computer Mathematics | 2010-01-26 | Paper |
scientific article; zbMATH DE number 5640663 (Why is no real title available?)
| 2009-11-30 | Paper |
Composite high resolution localized relaxation scheme based on upwinding for hyperbolic conservation laws
International Journal for Numerical Methods in Fluids | 2009-10-14 | Paper |
scientific article; zbMATH DE number 5614148 (Why is no real title available?)
| 2009-10-12 | Paper |
scientific article; zbMATH DE number 5614147 (Why is no real title available?)
| 2009-10-12 | Paper |
Parameter-uniform fitted operator B-spline collocation method for self-adjoint singularly perturbed two-point boundary value problems
ETNA - Electronic Transactions on Numerical Analysis | 2009-09-08 | Paper |
B-spline collocation method for the singular-perturbation problem using artificial viscosity
Computers & Mathematics with Applications | 2009-07-13 | Paper |
Numerical solution of singularly perturbed convection-diffusion problem using parameter uniform B-spline collocation method
Journal of Mathematical Analysis and Applications | 2009-05-19 | Paper |
Numerical treatment for singularly perturbed nonlinear differential difference equations with negative shift
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
Comparative study of singularly perturbed two-point BVPs via: Fitted-mesh finite difference method, B-spline collocation method and finite element method
Applied Mathematics and Computation | 2009-01-16 | Paper |
Fitted mesh \(B\)-spline collocation method for singularly perturbed differential-difference equations with small delay
Applied Mathematics and Computation | 2009-01-14 | Paper |
Uniformly convergent numerical method for solving modified Burgers' equations on a non-uniform mesh
Journal of Numerical Mathematics | 2008-12-10 | Paper |
B-spline collocation method for two-parameter singularly perturbed convection-diffusion boundary value problems
Applied Mathematics and Computation | 2008-09-12 | Paper |
Upwind and midpoint upwind difference methods for time-dependent differential difference equations with layer behavior
Applied Mathematics and Computation | 2008-09-05 | Paper |
A non-linear single step explicit scheme for non-linear two-point singularly perturbed boundary value problems via initial value technique
Applied Mathematics and Computation | 2008-09-05 | Paper |
A uniformly convergent B-spline collocation method on a nonuniform mesh for singularly perturbed one-dimensional time-dependent linear convection-diffusion problem
Journal of Computational and Applied Mathematics | 2008-08-22 | Paper |
Crank–Nicolson finite difference method based on a midpoint upwind scheme on a non-uniform mesh for time-dependent singularly perturbed convection–diffusion equations
International Journal of Computer Mathematics | 2008-06-12 | Paper |
A numerical method based on finite difference for boundary value problems for singularly perturbed delay differential equations
Applied Mathematics and Computation | 2008-03-26 | Paper |
A class of high resolution shock capturing schemes for hyperbolic conservation laws
Applied Mathematics and Computation | 2008-01-21 | Paper |
Efficient high‐resolution relaxation schemes for hyperbolic systems of conservation laws
International Journal for Numerical Methods in Fluids | 2008-01-08 | Paper |
Tension spline for the numerical solution of singularly perturbed nonlinear boundary value problems
Computational and Applied Mathematics | 2007-09-19 | Paper |
Geometric mesh FDM for self-adjoint singular perturbation boundary value problems
Applied Mathematics and Computation | 2007-09-19 | Paper |
B-spline method for a class of singular two-point boundary value problems using optimal grid
Applied Mathematics and Computation | 2007-07-10 | Paper |
Numerical methods on Shishkin mesh for singularly perturbed delay differential equations with a grid adaptation strategy
Applied Mathematics and Computation | 2007-07-10 | Paper |
Hybrid method for numerical solution of singularly perturbed delay differential equations
Applied Mathematics and Computation | 2007-06-12 | Paper |
An \(\varepsilon\)-uniform convergent method for a general boundary-value problem for singularly perturbed differential-difference equations: small shifts of mixed type with layer behavior
| 2007-06-08 | Paper |
Parameter-uniform fitted mesh method for singularly perturbed delay differential equations with layer behavior
ETNA - Electronic Transactions on Numerical Analysis | 2007-03-16 | Paper |
A parameter uniform difference scheme for singularly perturbed parabolic problem in one space dimension
Applied Mathematics and Computation | 2007-02-13 | Paper |
A numerical method based on Crank-Nicolson scheme for Burgers' equation
Applied Mathematics and Computation | 2007-01-11 | Paper |
\(\epsilon\) -uniformly convergent fitted methods for the numerical solution of the problems arising from singularly perturbed general ddes
Applied Mathematics and Computation | 2007-01-09 | Paper |
\(\varepsilon\)-uniformly convergent fitted mesh finite difference methods for general singular perturbation problems
Applied Mathematics and Computation | 2006-09-28 | Paper |
An exponentially fitted finite difference scheme for solving boundary-value problems for singularly-perturbed differential-difference equations: small shifts of mixed type with layer behavior
| 2006-06-20 | Paper |
Fitted mesh B-spline collocation method for solving singularly perturbed reaction-diffusion problems
| 2006-06-19 | Paper |
A high resolution total variation diminishing scheme for hyperbolic conservation law and related problems
Applied Mathematics and Computation | 2006-06-16 | Paper |
A parameter-uniform implicit difference scheme for solving time-dependent Burgers' equations
Applied Mathematics and Computation | 2005-11-22 | Paper |
Numerical treatment of a mathematical model arising from a model of neuronal variability
Journal of Mathematical Analysis and Applications | 2005-06-23 | Paper |
Fitted mesh B-spline method for solving a class of singular singularly perturbed boundary value problems
International Journal of Computer Mathematics | 2005-03-30 | Paper |
Numerical solution of singular boundary value problems via Chebyshev polynomial and B-spline
Applied Mathematics and Computation | 2005-02-22 | Paper |
Fitted mesh \(B\)-spline collocation method for solving self-adjoint singularly perturbed boundary value problems
Applied Mathematics and Computation | 2005-02-22 | Paper |
Parameter uniform numerical method for a boundary-value problem for singularly perturbed nonlinear delay differential equation of neutral type
International Journal of Computer Mathematics | 2005-01-14 | Paper |
Numerical analysis of singularly perturbed delay differential equations with layer behavior
Applied Mathematics and Computation | 2004-11-23 | Paper |
Cubic spline for solving singular two-point boundary value problems
Applied Mathematics and Computation | 2004-11-18 | Paper |
PARALLEL METHOD FOR SOLVING SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS
Parallel Algorithms and Applications | 2004-10-06 | Paper |
PARALLEL AGE ALGORITHM FOR PARABOLIC EQUATIONS WITH A SMALL PARAMETER
Parallel Algorithms and Applications | 2004-10-06 | Paper |
Exponentially fitted spline in compression for the numerical solution of singular perturbation problems
Computers & Mathematics with Applications | 2004-08-06 | Paper |
ϵ-Uniform fitted mesh method for singularly perturbed differential-difference equations: Mixed type of shifts with layer behavior
International Journal of Computer Mathematics | 2004-05-27 | Paper |
An ϵ-uniform fitted operator method for solving boundary-value problems for singularly perturbed delay differential equations: Layer behavior
International Journal of Computer Mathematics | 2004-05-18 | Paper |
Numerical analysis of boundary-value problems for singularly perturbed differential-difference equations: small shifts of mixed type with rapid oscillations
Communications in Numerical Methods in Engineering | 2004-03-15 | Paper |
Exponentially fitted spline approximation method for solving selfadjoint singular perturbation problems
International Journal of Mathematics and Mathematical Sciences | 2003-12-03 | Paper |
scientific article; zbMATH DE number 1993154 (Why is no real title available?)
Journal of Computational Analysis and Applications | 2003-10-15 | Paper |
Variable Mesh Spline In Compression For The Numerical Solution Of Singular Perturbation Problems
International Journal of Computer Mathematics | 2003-08-11 | Paper |
Numerical analysis of boundary-value problems for singularly-perturbed differential-difference equations with small shifts of mixed type
Journal of Optimization Theory and Applications | 2003-06-09 | Paper |
Numerical Solution of Singularly Perturbed Non-Linear Two Point Boundary Value Problems by Spline in Compression
International Journal of Computer Mathematics | 2003-03-16 | Paper |
Spline techniques for solving singularly-perturbed nonlinear problems on nonuniform grids
Journal of Optimization Theory and Applications | 2003-03-10 | Paper |
A survey of numerical techniques for solving singularly perturbed ordinary differential equations
Applied Mathematics and Computation | 2003-01-28 | Paper |
Numerical solution of singularly perturbed two-point boundary value problems by spline in tension
Applied Mathematics and Computation | 2003-01-28 | Paper |
Singularly perturbed problems in partial differential equations: A survey
Applied Mathematics and Computation | 2003-01-28 | Paper |
Tension Spline for the Solution of Self-adjoint Singular Perturbation Problems
International Journal of Computer Mathematics | 2002-10-15 | Paper |
Variable mesh spline approximation method for solving singularly perturbed turning point problems having boundary layer(s)
Computers & Mathematics with Applications | 2002-08-25 | Paper |
Spline techniques for the numerical solution of singular perturbation problems
Journal of Optimization Theory and Applications | 2002-06-09 | Paper |
Numerical solution of singularly perturbed two point boundary value problems by spline in compression
International Journal of Computer Mathematics | 2002-05-12 | Paper |
Parallel group explicit algorithms for nonlinear singular perturbation problems with variable mesh
Neural, Parallel & Scientific Computations | 2001-10-10 | Paper |
scientific article; zbMATH DE number 1444294 (Why is no real title available?)
| 2001-06-10 | Paper |
Variable-mesh difference scheme for singularly-perturbed boundary-value problems using splines
Journal of Optimization Theory and Applications | 2000-12-19 | Paper |
Parallel group explicit method for two-dimensional parabolic equations
Parallel Computing | 1998-07-23 | Paper |
Parallel discrete invariant embedding algorithm for singular pertubation problems
International Journal of Computer Mathematics | 1998-06-02 | Paper |
On the existence of the new quadrant interlocking factorization for parallel solution of tridiagonal linear systems
International Journal of Computer Mathematics | 1996-01-10 | Paper |
On modified alternating group explicit (mage) method for singular perturbation problems
International Journal of Computer Mathematics | 1995-11-29 | Paper |
Boundary element method for elliptic differential equations with a small parameter
Applied Mathematics and Computation | 1995-11-09 | Paper |
The alternating group explicit (AGE) method for singularly perturbed boundary value problems
Applied Mathematics and Computation | 1995-09-27 | Paper |
Existence of the new quadrant interlocking factorization for parallel solution of tridiagonal linear systems
International Journal of Computer Mathematics | 1995-09-05 | Paper |
Numerical solution of singularly perturbed initial value problems using fourth order cubic spline method
International Journal of Computer Mathematics | 1995-05-14 | Paper |
Third-order variable-mesh cubic spline methods for singularly-perturbed boundary-value problems
Applied Mathematics and Computation | 1994-06-27 | Paper |
Third-order variable-mesh cubic spline methods for nonlinear two-point singularly perturbed boundary-value problems
Journal of Optimization Theory and Applications | 1994-06-27 | Paper |
Cubic spline method for a class of nonlinear singularly-perturbed boundary-value problems
Journal of Optimization Theory and Applications | 1994-06-23 | Paper |
A modified version of newton's iteration
International Journal of Computer Mathematics | 1992-09-27 | Paper |
Partial decoupling of slow and fast variables
Journal of Mathematical Analysis and Applications | 1991-01-01 | Paper |
A numerical method for solving singularly perturbed systems of nonlinear two-point boundary-value problems
International Journal of Computer Mathematics | 1989-01-01 | Paper |
Estimate of boundary layer thickness for linear, singularly perturbed two-point boundary-value problems
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
A boundary-value technique to solve linear state regular problems
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
Asymptotic and numerical analysis of singular perturbation problems: A survey
Applied Mathematics and Computation | 1989-01-01 | Paper |
An approximate method for solving a class of singular perturbation problems
Journal of Mathematical Analysis and Applications | 1988-01-01 | Paper |
A boundary value method for a class of nonlinear singular perturbation problems
Communications in Applied Numerical Methods | 1988-01-01 | Paper |
A Boundary value technique for solving singularly perturbed, fixed end-point optimal control problems
Optimal Control Applications & Methods | 1988-01-01 | Paper |
Numerical solution of singular perturbation problems by a terminal boundary-value technique
Journal of Optimization Theory and Applications | 1987-01-01 | Paper |
A nonasymptotic method for general linear singular perturbation problems
Journal of Optimization Theory and Applications | 1987-01-01 | Paper |
A Cutting-Point Technique For Solving Nonlinear State Regulator Problems
IMA Journal of Mathematical Control and Information | 1987-01-01 | Paper |
Numerical treatment of singularly perturbed two point boundary value problems
Applied Mathematics and Computation | 1987-01-01 | Paper |
Initial-value technique for a class of nonlinear singular perturbation problems
Journal of Optimization Theory and Applications | 1987-01-01 | Paper |
Discrete invariant imbedding for singular boundary value problems with a regular singularity
Applied Mathematics and Computation | 1987-01-01 | Paper |
A nonasymptotic method for singular perturbation problems
Journal of Optimization Theory and Applications | 1987-01-01 | Paper |
Approximate method for the numerical solution of singular perturbation problems
Applied Mathematics and Computation | 1987-01-01 | Paper |
Numerical solution of singular perturbation problems via deviating arguments
Applied Mathematics and Computation | 1987-01-01 | Paper |
A computational method for solving singular perturbation problems using fourth order finite differences
Communications in Applied Numerical Methods | 1986-01-01 | Paper |
The method of inner boundary condition: A new approach for solving singular perturbation problems
Journal of Computational Physics | 1986-01-01 | Paper |
Numerical solution of singular integral equations via initial value methods
Applied Mathematics and Computation | 1986-01-01 | Paper |
Cubic spline solutions of boundary value problems over infinite intervals
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
Numerical integration of a class of singular perturbation problems
Journal of Optimization Theory and Applications | 1986-01-01 | Paper |
On fast direct methods for solving elliptic equations over nonrectangular regions
Applied Mathematics and Computation | 1985-01-01 | Paper |
Cubic spline and invariant imbedding for solving singular two-point boundary value problems
Journal of Mathematical Analysis and Applications | 1985-01-01 | Paper |
Symmetric marching technique for the numerical solution of nonseparable elliptic equations
Applied Mathematics and Computation | 1984-01-01 | Paper |
Symmetric marching technique and elliptic equations with variable coefficients involving mixed partial derivatives
Applied Mathematics and Computation | 1984-01-01 | Paper |
Discrete invariant imbedding for the numerical solution of boundary-value problems over infinite intervals
Applied Mathematics and Computation | 1984-01-01 | Paper |
Fast elliptic solvers - an overview
Applied Mathematics and Computation | 1984-01-01 | Paper |
Numerical solution of singular boundary value problems by invariant imbedding
Journal of Computational Physics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3748352 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3727085 (Why is no real title available?)
| 1979-01-01 | Paper |
