| Publication | Date of Publication | Type |
|---|
Numerical valuation of American options with liquidity shocks using IMEX methods
Numerical Algorithms | 2026-05-07 | Paper |
Option pricing using the IMEX-AVF method with high jump intensity
Journal of Computational and Applied Mathematics | 2025-07-04 | Paper |
Strong stability preserving multiderivative time marching methods for stiff reaction-diffusion systems
Mathematics and Computers in Simulation | 2025-04-25 | Paper |
Exploring acoustic and sound wave propagation simulations: a novel time advancement method for homogeneous and heterogeneous media
Advances in Applied Mathematics and Mechanics | 2025-01-30 | Paper |
Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums
Computers & Mathematics with Applications | 2024-12-03 | Paper |
Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models
Journal of Applied Mathematics and Computing | 2024-08-08 | Paper |
Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods
Computers & Mathematics with Applications | 2024-06-04 | Paper |
New compact difference schemes on non-uniform collocated and staggered grids for convection-dominated flows
International Journal for Numerical Methods in Fluids | 2024-05-14 | Paper |
Efficient pricing of options in jump-diffusion models: novel implicit-explicit methods for numerical valuation
Mathematics and Computers in Simulation | 2024-04-17 | Paper |
Global spectral analysis: review of numerical methods
Computers and Fluids | 2023-06-23 | Paper |
New RK type time-integration methods for stiff convection-diffusion-reaction systems
Computers and Fluids | 2023-06-21 | Paper |
New two-derivative implicit-explicit Runge-Kutta methods for stiff reaction-diffusion systems
Journal of Computational Physics | 2022-10-21 | Paper |
Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods
Applied Mathematics and Computation | 2022-07-11 | Paper |
New optimized implicit-explicit Runge-Kutta methods with applications to the hyperbolic conservation laws
Journal of Computational Physics | 2022-04-29 | Paper |
New hybrid compact schemes for structured irregular meshes using Birkhoff polynomial basis
Journal of Computational Physics | 2022-04-14 | Paper |
New time-marching methods for compressible Navier-Stokes equations with applications to aeroacoustics problems
Applied Mathematics and Computation | 2022-03-03 | Paper |
Higher-order optimized hybrid Robert-Asselin type time filters
Journal of Computational Physics | 2021-01-27 | Paper |
Hybrid sixth order spatial discretization scheme for non-uniform Cartesian grids
Computers and Fluids | 2018-06-27 | Paper |
Dispersion analysis of robert-asselin type filters for linear non-dispersive and dispersive systems
Computers and Fluids | 2018-06-26 | Paper |
Space-time discretizing optimal DRP schemes for flow and wave propagation problems
Computers and Fluids | 2013-09-04 | Paper |
Spurious waves in discrete computation of wave phenomena and flow problems
Applied Mathematics and Computation | 2012-08-19 | Paper |
Solution of linearized rotating shallow water equations by compact schemes with different grid-staggering strategies
Journal of Computational Physics | 2012-05-18 | Paper |
A linear focusing mechanism for dispersive and non-dispersive wave problems
Journal of Computational Physics | 2011-03-17 | Paper |
Analysis of anisotropy of numerical wave solutions by high accuracy finite difference methods
Journal of Computational Physics | 2010-12-23 | Paper |
Optimal time advancing dispersion relation preserving schemes
Journal of Computational Physics | 2010-05-07 | Paper |
