| Publication | Date of Publication | Type |
|---|
Dynamical analysis combined with parameter identification for a model of infection in honeybee colonies with social immunity
Biomath | 2024-09-03 | Paper |
| Applications of Steklov-type eigenvalue problems to convergence of difference schemes for parabolic and hyperbolic equations with dynamical boundary conditions | 2024-06-21 | Paper |
| scientific article; zbMATH DE number 7826089 (Why is no real title available?) | 2024-03-28 | Paper |
Parameter estimation inspired by temperature measurements for a chemotactic model of honeybee thermoregulation
Numerical Methods and Applications | 2023-06-12 | Paper |
Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion
Computational and Applied Mathematics | 2023-01-25 | Paper |
| Parameter identification approach for a fractional dynamics model of honeybee population | 2022-04-22 | Paper |
| Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations | 2022-04-22 | Paper |
| Fitted finite volume method for unsaturated flow parabolic problems with space degeneration | 2022-04-22 | Paper |
Numerical method for optimal portfolio in an exponential utility regime-switching model
International Journal of Computer Mathematics | 2022-02-17 | Paper |
Efficient finite difference method for optimal portfolio in a power utility regime-switching model
International Journal of Computer Mathematics | 2022-02-16 | Paper |
Reconstruction analysis of honeybee colony collapse disorder modeling
Optimization and Engineering | 2022-01-20 | Paper |
Computation of the unknown volatility from integral option price observations in jump-diffusion models
Mathematics and Computers in Simulation | 2021-11-18 | Paper |
Fast reconstruction of time-dependent market volatility for European options
Computational and Applied Mathematics | 2021-05-28 | Paper |
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media
Applied Mathematics and Computation | 2021-04-14 | Paper |
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Numerical identification of time-dependent volatility in European options with two-stage regime-switching
Advances in High Performance Computing | 2020-09-03 | Paper |
Numerical simulation of thermoelastic nonlinear waves in fluid saturated porous media with non-local Darcy law
Advances in High Performance Computing | 2020-09-03 | Paper |
A splitting numerical scheme for non-linear models of mathematical finance
Large-Scale Scientific Computing | 2020-08-25 | Paper |
A Numerical Approach to Price Path Dependent Asian Options
Large-Scale Scientific Computing | 2020-08-03 | Paper |
A Splitting Numerical Method for Primary and Secondary Pollutant Models
Large-Scale Scientific Computing | 2020-08-03 | Paper |
Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks
Large-Scale Scientific Computing | 2020-08-03 | Paper |
A unified numerical approach for a large class of nonlinear Black-Scholes models
Large-Scale Scientific Computing | 2020-07-20 | Paper |
Time discretization/linearization approach based on HOC difference schemes for semilinear parabolic systems of atmosphere modelling
Large-Scale Scientific Computing | 2020-07-20 | Paper |
Valuation of European options with liquidity shocks switching by fitted finite volume method
Large-Scale Scientific Computing | 2020-07-20 | Paper |
Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation
Large-Scale Scientific Computing | 2020-07-20 | Paper |
Numerical analysis of one dimensional motion of magma without mass forces
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
Two-grid Newton algorithms for a system of heat conducting gas equations
Finite Difference Methods. Theory and Applications | 2019-10-10 | Paper |
| Numerical analysis of a pollution and environment interaction model | 2019-06-05 | Paper |
| Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model | 2019-06-05 | Paper |
| Front fixing finite difference method for pricing a corporate bond with credit rating migration | 2019-06-05 | Paper |
High order compact schemes for option pricing with liquidity shocks
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Well posedness and comparison principle for option pricing with switching liquidity
Nonlinear Analysis. Real World Applications | 2018-06-21 | Paper |
Fast computational approach to the delta Greek of non-linear Black-Scholes equations
Journal of Computational and Applied Mathematics | 2018-06-12 | Paper |
Numerical solution of time-fractional Black-Scholes equation
Computational and Applied Mathematics | 2018-02-23 | Paper |
| Maximum principle for finite-difference schemes with non sigh-constant input data | 2017-10-18 | Paper |
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow
Computers & Mathematics with Applications | 2017-08-09 | Paper |
Computation of Delta Greek for Non-linear Models in Mathematical Finance
Lecture Notes in Computer Science | 2017-07-07 | Paper |
American options in an illiquid market: nonlinear complementary method
Lecture Notes in Computer Science | 2017-07-07 | Paper |
Coordinate transformation approach for numerical solution of environmental problems
Mathematical Problems in Meteorological Modelling | 2017-02-20 | Paper |
A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term.
Journal of Computational and Applied Mathematics | 2017-02-09 | Paper |
Finite difference schemes for some types of boundary value problems with interfaces
PAMM | 2017-01-24 | Paper |
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model
Numerical Algorithms | 2017-01-12 | Paper |
| A Comparison Study of Two High Accuracy Numerical Methods for a Parabolic System in Air Pollution Modelling | 2017-01-11 | Paper |
Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations
Journal of Computational and Applied Mathematics | 2016-09-13 | Paper |
On splitting-based numerical methods for nonlinear models of European options
International Journal of Computer Mathematics | 2016-07-19 | Paper |
Two-grid decoupled method for a Black-Scholes increased market volatility model
Numerical Methods and Applications | 2016-06-22 | Paper |
| On the numerical solution of singularly perturbed interface problems | 2016-04-05 | Paper |
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks
Journal of Computational and Applied Mathematics | 2016-02-15 | Paper |
A second-order positivity preserving numerical method for gamma equation
Applied Mathematics and Computation | 2016-01-18 | Paper |
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem
Journal of Computational and Applied Mathematics | 2015-10-19 | Paper |
Fitted finite volume positive difference scheme for a stationary model of air pollution
Numerical Algorithms | 2015-10-13 | Paper |
| A splitting flux limiter finite difference scheme for the nonlinear Black-Scholes equation | 2015-04-24 | Paper |
| scientific article; zbMATH DE number 6395694 (Why is no real title available?) | 2015-02-03 | Paper |
Operator splitting kernel based numerical method for a generalized Leland's model
Journal of Computational and Applied Mathematics | 2014-09-29 | Paper |
Formulation and analysis of a parabolic transmission problem on disjoint intervals
Publications de l'Institut Math?matique (Belgrade) | 2014-06-13 | Paper |
Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance
Mathematical and Computer Modelling | 2014-05-14 | Paper |
| Richardson extrapolation in spectral problems with eigenvalues in boundary and conjugation conditions | 2014-04-23 | Paper |
Two splitting methods for a fixed strike Asian option
Lecture Notes in Computer Science | 2013-11-06 | Paper |
Boundary value problems for fractional PDE and their numerical approximation
Lecture Notes in Computer Science | 2013-11-06 | Paper |
Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model
Numerical Methods for Partial Differential Equations | 2013-09-05 | Paper |
| On the convergence of finite difference scheme for elliptic equation with coefficients containing Dirac distribution | 2013-06-10 | Paper |
A kernel-based algorithm for numerical solution of nonlinear PDEs in finance
Large-Scale Scientific Computing | 2012-07-16 | Paper |
Analysis and numerical approximation of a parabolic-hyperbolic transmission problem
Central European Journal of Mathematics | 2012-07-03 | Paper |
Numerical solution via transformation methods of nonlinear models in option pricing
AIP Conference Proceedings | 2012-01-30 | Paper |
Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains
Journal of Computational and Applied Mathematics | 2011-11-10 | Paper |
Numerical solution of a parabolic transmission problem
IMA Journal of Numerical Analysis | 2011-02-18 | Paper |
A numerical study of a parabolic Monge-Ampère equation in mathematical finance
Numerical Methods and Applications | 2011-02-11 | Paper |
Numerical solution of a nonlinear evolution equation for the risk preference
Numerical Methods and Applications | 2011-02-11 | Paper |
Two-grid decoupling method for elliptic problems on disjoint domains
Large-Scale Scientific Computing | 2011-01-18 | Paper |
A two-grid method on layer-adapted meshes for a semilinear 2D reaction-diffusion problem
Large-Scale Scientific Computing | 2011-01-18 | Paper |
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics
Computer Physics Communications | 2011-01-05 | Paper |
Numerical solution of a two-dimensional hyperbolic transmission problem
Journal of Computational and Applied Mathematics | 2010-10-11 | Paper |
Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type
Applied Mathematics and Computation | 2010-09-01 | Paper |
| Two-grid algorithms for an ordinary second order equation with an exponential boundary layer in the solution | 2010-08-20 | Paper |
| Well posedness and a monotone iterative method for a nonlinear interface problem on disjoint intervals | 2009-12-16 | Paper |
Comparison of the two-grid method on different meshes for singularly perturbed semilinear problems
AIP Conference Proceedings | 2009-12-15 | Paper |
Increasing of the accuracy in the computation of the concentrations in diffusion models with localized chemical reactions
AIP Conference Proceedings | 2009-12-15 | Paper |
Two-grid interpolation algorithms for difference schemes of exponential type for semilinear diffusion convection-dominated equations
AIP Conference Proceedings | 2009-12-15 | Paper |
| Marchuk identity-type second order difference schemes of 2-D and 3-D elliptic problems with intersected interfaces | 2009-11-09 | Paper |
Finite difference approximation of strong solutions of a parabolic interface problem on disconnected domains
Publications de l'Institut Math?matique (Belgrade) | 2009-10-22 | Paper |
| On the convergence of difference scheme for parabolic problems with concentrated data | 2009-03-31 | Paper |
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems
Large-Scale Scientific Computing | 2009-03-26 | Paper |
Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems
Large-Scale Scientific Computing | 2009-03-26 | Paper |
A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations
Lecture Notes in Computer Science | 2009-03-24 | Paper |
A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation
Lecture Notes in Computer Science | 2009-03-24 | Paper |
Finite Element Approximation of an Elliptic Boundary Value Problem with Interface
Lecture Notes in Computer Science | 2009-03-24 | Paper |
Finite difference approximations for some interface problems with variable coefficients
Applied Numerical Mathematics | 2009-01-30 | Paper |
Numerical Solution Of A Hyperbolic Transmission Problem
Computational Methods in Applied Mathematics | 2009-01-05 | Paper |
Large-Scale Scientific Computing
Lecture Notes in Computer Science | 2007-11-15 | Paper |
Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations
Numerical Methods and Applications | 2007-09-03 | Paper |
High-order finite difference schemes for elliptic problems with intersecting interfaces
Applied Mathematics and Computation | 2007-06-12 | Paper |
The immersed interface method for two-dimensional heat-diffusion equations with singular own sources
Applied Numerical Mathematics | 2007-05-30 | Paper |
Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type
Journal of Computational and Applied Mathematics | 2007-04-13 | Paper |
Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains
Numerical Methods for Partial Differential Equations | 2007-03-30 | Paper |
| scientific article; zbMATH DE number 5040721 (Why is no real title available?) | 2006-07-13 | Paper |
Numerical Analysis and Its Applications
Lecture Notes in Computer Science | 2005-12-02 | Paper |
Energy stability for a class of two-dimensional interface linear parabolic problems
Journal of Mathematical Analysis and Applications | 2005-10-17 | Paper |
High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems
Journal of Numerical Mathematics | 2005-05-06 | Paper |
Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation
Applied Mathematics and Computation | 2005-05-04 | Paper |
The immersed interface method for a nonlinear chemical diffusion equation with local sites of reactions
Numerical Algorithms | 2005-03-15 | Paper |
On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions
Applied Mathematics and Computation | 2005-02-22 | Paper |
Singularly perturbed differential equations with discontinuous coefficients and concentrated factors
Applied Mathematics and Computation | 2005-01-17 | Paper |
| scientific article; zbMATH DE number 2099403 (Why is no real title available?) | 2004-09-08 | Paper |
| scientific article; zbMATH DE number 2047282 (Why is no real title available?) | 2004-02-26 | Paper |
On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data
SIAM Journal on Numerical Analysis | 2004-01-18 | Paper |
Analysis of Immersed Interface Difference Schemes for Reaction-diffusion Problems with Singular Own Sources
Computational Methods in Applied Mathematics | 2004-01-05 | Paper |
| scientific article; zbMATH DE number 2021519 (Why is no real title available?) | 2004-01-05 | Paper |
Numerical solution of a reaction-diffusion elliptic interface problem with strong anisotropy
Computing | 2003-12-16 | Paper |
| scientific article; zbMATH DE number 2010161 (Why is no real title available?) | 2003-11-26 | Paper |
| scientific article; zbMATH DE number 2010162 (Why is no real title available?) | 2003-11-26 | Paper |
Uniform in a small parameter convergence of Samarskii's monotone scheme and its modification for the convection-diffusion equation with a concentrated source
Computational Mathematics and Mathematical Physics | 2002-09-29 | Paper |
On the convergence of finite difference schemes for the heat equation with concentrated capacity
Numerische Mathematik | 2002-09-26 | Paper |
Construction and implementation of finite-difference schemes for systems of diffusion equations with localized chemical reactions
Computational Mathematics and Mathematical Physics | 2002-09-13 | Paper |
| scientific article; zbMATH DE number 1617996 (Why is no real title available?) | 2002-02-07 | Paper |
| Difference scheme for singularly perturbed reaction-diffusion problems with concentrated capacity | 2001-09-20 | Paper |
On the conservation laws in magnetohydrodynamics
Applicable Analysis | 2001-07-22 | Paper |
| scientific article; zbMATH DE number 1617995 (Why is no real title available?) | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1617997 (Why is no real title available?) | 2001-07-12 | Paper |
Grid approximation for the solution of the singularly perturbed heat equation with concentrated capacity
Journal of Mathematical Analysis and Applications | 2000-09-05 | Paper |
Conservation laws and symmetrization of the equations of incompressible inviscid fluids
Quarterly of Applied Mathematics | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1241455 (Why is no real title available?) | 1999-05-18 | Paper |
On the conservation laws of the compressible euler equations
Applicable Analysis | 1998-04-02 | Paper |
| scientific article; zbMATH DE number 978310 (Why is no real title available?) | 1997-06-08 | Paper |
| scientific article; zbMATH DE number 915493 (Why is no real title available?) | 1997-01-20 | Paper |
Conservation laws in nonlinear elasticity. I. One-dimensional elastodynamics
Quarterly of Applied Mathematics | 1994-11-27 | Paper |
| scientific article; zbMATH DE number 3979579 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3845169 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3789812 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3792653 (Why is no real title available?) | 1980-01-01 | Paper |
