| Publication | Date of Publication | Type |
|---|
| Dynamical analysis combined with parameter identification for a model of infection in honeybee colonies with social immunity | 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 |
| https://portal.mardi4nfdi.de/entity/Q6204426 | 2024-03-28 | Paper |
| Parameter estimation inspired by temperature measurements for a chemotactic model of honeybee thermoregulation | 2023-06-12 | Paper |
| Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion | 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 | 2022-02-17 | Paper |
| Efficient finite difference method for optimal portfolio in a power utility regime-switching model | 2022-02-16 | Paper |
| Reconstruction analysis of honeybee colony collapse disorder modeling | 2022-01-20 | Paper |
| Computation of the unknown volatility from integral option price observations in jump-diffusion models | 2021-11-18 | Paper |
| Fast reconstruction of time-dependent market volatility for European options | 2021-05-28 | Paper |
| Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media | 2021-04-14 | Paper |
| Fitted finite volume method for indifference pricing in an exponential utility regime-switching model | 2021-02-03 | Paper |
| Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching | 2020-09-03 | Paper |
| Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law | 2020-09-03 | Paper |
| A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance | 2020-08-25 | Paper |
| A Numerical Approach to Price Path Dependent Asian Options | 2020-08-03 | Paper |
| A Splitting Numerical Method for Primary and Secondary Pollutant Models | 2020-08-03 | Paper |
| Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks | 2020-08-03 | Paper |
| A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models | 2020-07-20 | Paper |
| Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling | 2020-07-20 | Paper |
| Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method | 2020-07-20 | Paper |
| Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation | 2020-07-20 | Paper |
| Numerical analysis of one dimensional motion of magma without mass forces | 2019-11-05 | Paper |
| Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations | 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 | 2019-02-28 | Paper |
| Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks | 2019-02-28 | Paper |
| Well posedness and comparison principle for option pricing with switching liquidity | 2018-06-21 | Paper |
| Fast computational approach to the delta Greek of non-linear Black-Scholes equations | 2018-06-12 | Paper |
| Numerical solution of time-fractional Black-Scholes equation | 2018-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5369777 | 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 | 2017-08-09 | Paper |
| Computation of Delta Greek for Non-linear Models in Mathematical Finance | 2017-07-07 | Paper |
| American Options in an Illiquid Market: Nonlinear Complementary Method | 2017-07-07 | Paper |
| Coordinate Transformation Approach for Numerical Solution of Environmental Problems | 2017-02-20 | Paper |
| A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. | 2017-02-09 | Paper |
| Finite difference schemes for some types of boundary value problems with interfaces | 2017-01-24 | Paper |
| Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model | 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 | 2016-09-13 | Paper |
| On splitting-based numerical methods for nonlinear models of European options | 2016-07-19 | Paper |
| Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model | 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 | 2016-02-15 | Paper |
| A second-order positivity preserving numerical method for gamma equation | 2016-01-18 | Paper |
| A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem | 2015-10-19 | Paper |
| Fitted finite volume positive difference scheme for a stationary model of air pollution | 2015-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5247407 | 2015-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5497232 | 2015-02-03 | Paper |
| Operator splitting kernel based numerical method for a generalized Leland's model | 2014-09-29 | Paper |
| Formulation and analysis of a parabolic transmission problem on disjoint intervals | 2014-06-13 | Paper |
| Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance | 2014-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5411293 | 2014-04-23 | Paper |
| Two Splitting Methods for a Fixed Strike Asian Option | 2013-11-06 | Paper |
| Boundary Value Problems for Fractional PDE and Their Numerical Approximation | 2013-11-06 | Paper |
| Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model | 2013-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4928232 | 2013-06-10 | Paper |
| A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance | 2012-07-16 | Paper |
| Analysis and numerical approximation of a parabolic-hyperbolic transmission problem | 2012-07-03 | Paper |
| Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing | 2012-01-30 | Paper |
| Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains | 2011-11-10 | Paper |
| Numerical solution of a parabolic transmission problem | 2011-02-18 | Paper |
| A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance | 2011-02-11 | Paper |
| Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference | 2011-02-11 | Paper |
| Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains | 2011-01-18 | Paper |
| A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem | 2011-01-18 | Paper |
| Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics | 2011-01-05 | Paper |
| Numerical solution of a two-dimensional hyperbolic transmission problem | 2010-10-11 | Paper |
| Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type | 2010-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3585687 | 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 | 2009-12-15 | Paper |
| Increasing of the accuracy in the computation of the concentrations in diffusion models with localized chemical reactions | 2009-12-15 | Paper |
| Two-grid interpolation algorithms for difference schemes of exponential type for semilinear diffusion convection-dominated equations | 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 | 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 | 2009-03-26 | Paper |
| Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems | 2009-03-26 | Paper |
| A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations | 2009-03-24 | Paper |
| A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation | 2009-03-24 | Paper |
| Finite Element Approximation of an Elliptic Boundary Value Problem with Interface | 2009-03-24 | Paper |
| Finite difference approximations for some interface problems with variable coefficients | 2009-01-30 | Paper |
| Numerical Solution Of A Hyperbolic Transmission Problem | 2009-01-05 | Paper |
| Large-Scale Scientific Computing | 2007-11-15 | Paper |
| Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations | 2007-09-03 | Paper |
| High-order finite difference schemes for elliptic problems with intersecting interfaces | 2007-06-12 | Paper |
| The immersed interface method for two-dimensional heat-diffusion equations with singular own sources | 2007-05-30 | Paper |
| Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type | 2007-04-13 | Paper |
| Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5478622 | 2006-07-13 | Paper |
| Numerical Analysis and Its Applications | 2005-12-02 | Paper |
| Energy stability for a class of two-dimensional interface linear parabolic problems | 2005-10-17 | Paper |
| High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems | 2005-05-06 | Paper |
| Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation | 2005-05-04 | Paper |
| The immersed interface method for a nonlinear chemical diffusion equation with local sites of reactions | 2005-03-15 | Paper |
| On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions | 2005-02-22 | Paper |
| Singularly perturbed differential equations with discontinuous coefficients and concentrated factors | 2005-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4815883 | 2004-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451470 | 2004-02-26 | Paper |
| On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data | 2004-01-18 | Paper |
| Analysis of Immersed Interface Difference Schemes for Reaction-diffusion Problems with Singular Own Sources | 2004-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4441452 | 2004-01-05 | Paper |
| Numerical solution of a reaction-diffusion elliptic interface problem with strong anisotropy | 2003-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435116 | 2003-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435117 | 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 | 2002-09-29 | Paper |
| On the convergence of finite difference schemes for the heat equation with concentrated capacity | 2002-09-26 | Paper |
| Construction and implementation of finite-difference schemes for systems of diffusion equations with localized chemical reactions | 2002-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2724527 | 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 | 2001-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2724526 | 2001-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2724528 | 2001-07-12 | Paper |
| Grid approximation for the solution of the singularly perturbed heat equation with concentrated capacity | 2000-09-05 | Paper |
| Conservation laws and symmetrization of the equations of incompressible inviscid fluids | 2000-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225000 | 1999-05-18 | Paper |
| On the conservation laws of the compressible euler equations | 1998-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332481 | 1997-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4890322 | 1997-01-20 | Paper |
| Conservation laws in nonlinear elasticity. I. One-dimensional elastodynamics | 1994-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744539 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3315125 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3967039 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969282 | 1980-01-01 | Paper |
