Publication | Date of Publication | Type |
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PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING | 2024-01-23 | Paper |
A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations | 2024-01-05 | Paper |
Fourier spectral methods with exponential time differencing for space‐fractional partial differential equations in population dynamics | 2023-12-13 | Paper |
Partial differential integral equation model for pricing American option under multi state regime switching with jumps | 2023-12-12 | Paper |
Rational Approximations for Oscillatory Two-Parameter Mittag-Leffler Function | 2023-12-12 | Paper |
How efficient is contact tracing in mitigating the spread of COVID-19? A mathematical modeling approach | 2023-08-25 | Paper |
Optical dromions for complex Ginzburg Landau model with nonlinear media | 2023-05-31 | Paper |
Data driven time-varying SEIR-LSTM/GRU algorithms to track the spread of COVID-19 | 2023-03-03 | Paper |
Efficient high-order exponential time differencing methods for nonlinear fractional differential models | 2023-01-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5041035 | 2022-10-18 | Paper |
SEIR model with unreported infected population and dynamic parameters for the spread of COVID-19 | 2022-05-20 | Paper |
Analytical solution of a rational difference equation | 2022-05-18 | Paper |
Identification and prediction of time-varying parameters of COVID-19 model: a data-driven deep learning approach | 2022-02-18 | Paper |
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data | 2022-02-08 | Paper |
Efficient time discretization scheme for nonlinear space fractional reaction–diffusion equations | 2022-02-08 | Paper |
On a New Class of Rational Difference Equation zn+1 = azn + bzn-k + (α + βzn−k)/ (A+ Bzn−k) | 2022-02-07 | Paper |
Fractional model for the spread of COVID-19 subject to government intervention and public perception | 2021-11-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5154530 | 2021-10-05 | Paper |
Discrete-time predator-prey model with flip bifurcation and chaos control | 2021-08-04 | Paper |
Generalized exponential time differencing schemes for stiff fractional systems with nonsmooth source term | 2021-05-28 | Paper |
Displaying the structure of the solutions for some fifth-order systems of recursive equations | 2021-05-17 | Paper |
A fractional-order compartmental model for the spread of the COVID-19 pandemic | 2021-05-14 | Paper |
Novel 3D \textit{GPU} based numerical parallel diffusion algorithms in cylindrical coordinates for health care simulation | 2021-02-19 | Paper |
Predictor-corrector schemes for nonlinear space-fractional parabolic PDEs with time-dependent boundary conditions | 2021-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q5134708 | 2020-11-17 | Paper |
ASYMPTOTIC BEHAVIOR OF THE SOLUTIONS OF DIFFERENCE EQUATION SYSTEM OF EXPONENTIAL FORM | 2020-11-03 | Paper |
On stability analysis of higher-order rational difference equation | 2020-10-14 | Paper |
High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction-diffusion equations | 2020-10-02 | Paper |
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations | 2020-08-17 | Paper |
Efficient high-order compact exponential time differencing method for space-fractional reaction-diffusion systems with nonhomogeneous boundary conditions | 2020-04-22 | Paper |
Highly accurate global Padé approximations of generalized Mittag-Leffler function and its inverse | 2020-02-26 | Paper |
A split-step predictor-corrector method for space-fractional reaction-diffusion equations with nonhomogeneous boundary conditions | 2020-01-27 | Paper |
An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions | 2019-11-27 | Paper |
Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems | 2019-11-15 | Paper |
Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations | 2019-09-18 | Paper |
Slow-scale split-step tau-leap method for stiff stochastic chemical systems | 2019-07-26 | Paper |
Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction-diffusion equations | 2019-07-26 | Paper |
Parallel algorithms for nonlinear time-space fractional parabolic PDEs | 2019-07-11 | Paper |
An efficient Fourier spectral exponential time differencing method for the space-fractional nonlinear Schrödinger equations | 2019-07-03 | Paper |
Linearly implicit predictor-corrector methods for space-fractional reaction-diffusion equations with non-smooth initial data | 2019-06-27 | Paper |
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model | 2019-06-27 | Paper |
An exponential time differencing method of lines for Burgers-Fisher and coupled Burgers equations | 2019-06-20 | Paper |
An exponential time differencing method of lines for the Burgers and the modified Burgers equations | 2019-02-15 | Paper |
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters | 2019-01-30 | Paper |
COS method for option pricing under a regime-switching model with time-changed Lévy processes | 2018-11-14 | Paper |
Trapezoidal scheme for time-space fractional diffusion equation with Riesz derivative | 2018-02-16 | Paper |
The locally extrapolated exponential splitting scheme for multi-dimensional nonlinear space-fractional Schrödinger equations | 2018-01-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4590821 | 2017-11-20 | Paper |
Fourth Order Exponential Time Differencing Method with Local Discontinuous Galerkin Approximation for Coupled Nonlinear Schrödinger Equations | 2017-10-27 | Paper |
Local RBF method for multi-dimensional partial differential equations | 2017-09-27 | Paper |
Slow-scale split-step tau-leap method for stiff stochastic chemical systems | 2017-09-23 | Paper |
Higher order exponential time differencing scheme for system of coupled nonlinear Schrödinger equations | 2017-06-09 | Paper |
A conservative exponential time differencing method for the nonlinear cubic Schrödinger equation | 2017-05-30 | Paper |
A fourth-order implicit-explicit scheme for the space fractional nonlinear Schrödinger equations | 2017-05-15 | Paper |
Qualitative properties of difference equation of order six | 2017-03-16 | Paper |
Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation | 2016-12-14 | Paper |
Stabilized explicit Runge-Kutta methods for multi-asset American options | 2016-09-27 | Paper |
Global attractivity of a rational difference equation of order ten | 2016-08-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q5740886 | 2016-07-20 | Paper |
Exponential time differencing Crank-Nicolson method with a quartic spline approximation for nonlinear Schrödinger equations | 2016-04-20 | Paper |
A real distinct poles exponential time differencing scheme for reaction-diffusion systems | 2016-02-15 | Paper |
A compact fourth-order \(L\)-stable scheme for reaction-diffusion systems with nonsmooth data | 2016-02-15 | Paper |
The Dynamics and Solution of some Difference Equations | 2015-12-07 | Paper |
The locally extrapolated exponential time differencing LOD scheme for multidimensional reaction-diffusion systems | 2015-05-22 | Paper |
Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations | 2015-04-27 | Paper |
Intuitionistic fuzzy logic control for heater fans | 2015-02-04 | Paper |
A Revisit of the Semi-Adaptive Method for Singular Degenerate Reaction-Diffusion Equations | 2014-04-04 | Paper |
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs | 2013-11-26 | Paper |
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost | 2013-01-22 | Paper |
An ETD Crank-Nicolson method for reaction-diffusion systems | 2012-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3647349 | 2009-11-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q3647376 | 2009-11-30 | Paper |
High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost | 2009-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3605631 | 2009-02-24 | Paper |
Implicit vector quasi-equilibrium problems with applications to variational inequalities | 2009-02-04 | Paper |
Smoothing schemes for reaction-diffusion systems with nonsmooth data | 2008-11-20 | Paper |
Adaptive \(\theta \)-methods for pricing American options | 2008-11-06 | Paper |
An adaptive splitting algorithm for the sine-Gordon equation | 2008-07-29 | Paper |
High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing | 2008-01-08 | Paper |
On the monotonicity of an adaptive splitting scheme for two-dimensional singular reaction–diffusion equations | 2007-08-10 | Paper |
On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options | 2007-05-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415164 | 2007-01-15 | Paper |
On generalized vector quasivariational-like inequality problems | 2006-06-30 | Paper |
A fourth-order compact algorithm for nonlinear reaction-diffusion equations with Neumann boundary conditions | 2006-06-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q5706565 | 2005-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q5708804 | 2005-11-21 | Paper |
Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme | 2005-06-13 | Paper |
Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data | 2005-06-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4659741 | 2005-03-21 | Paper |
Parallel Rosenbrock methods for chemical systems | 2005-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801757 | 2004-03-22 | Paper |
Vector quasi-equilibrium problems | 2004-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4453621 | 2004-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4784582 | 2003-06-17 | Paper |
Modified arc-length adaptive algorithms for degenerate reaction-diffusion equations. | 2003-01-28 | Paper |
An efficient high-order algorithm for solving systems of reaction-diffusion equations | 2002-07-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q2724369 | 2002-07-22 | Paper |
Solving the generalized nonlinear Schrödinger equation via quartic spline approximation | 2002-02-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801853 | 2002-01-01 | Paper |
A linearly implicit predicator-corrector method for reaction-diffusion equations | 2001-07-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4256031 | 2000-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4358540 | 1998-11-01 | Paper |
Parallel LOD methods for second order time dependent PDEs | 1997-06-03 | Paper |
Time-stepping algorithms for semidiscretized linear parabolic PDEs based on rational approximants with distinct real poles | 1997-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4860591 | 1996-04-10 | Paper |
On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations | 1993-05-16 | Paper |
Global extrapolation on three and four grids for special initial value problems | 1989-01-01 | Paper |
A sixth order predictor-corrector method for periodic IVPs | 1989-01-01 | Paper |
Global extrapolation of numerical methods for initial value problems | 1989-01-01 | Paper |
A predictor-corrector scheme for fourth order parabolic partial differential equations | 1989-01-01 | Paper |
A family of predictor-corrector methods for second-order hyperbolic equations | 1989-01-01 | Paper |
The effect of global extrapolation on the phase-lag of symmetric methods for solving periodic initial value problems | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3482771 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3495576 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3789013 | 1988-01-01 | Paper |
Methods with O(H4) and O(H6) phase-lags for periodic initial value problems | 1988-01-01 | Paper |
A family of second order methods for variable coefficient fourth order parabolic partial differential equations | 1987-01-01 | Paper |
$L_0 $-Stable Splitting Methods for the Simple Heat Equation in Two Space Dimensions with Homogeneous Boundary Conditions | 1986-01-01 | Paper |
A family of numerical methods for diffusion and reaction-diffusion equations | 1986-01-01 | Paper |
Stability regions for one-step multiderivative methods in PECE mode with application to stiff systems | 1985-01-01 | Paper |
Backward difference replacements of the space derivative in first-order hyperbolic equations | 1984-01-01 | Paper |
Multiderivative Methods for Periodic Initial Value Problems | 1984-01-01 | Paper |
A difference scheme with high accuracy in time for fourth-order parabolic equations | 1983-01-01 | Paper |
The extrapolation of stable finite difference schemes for first order hyperbolic equations | 1982-01-01 | Paper |
One-step multiderivative methods for first order ordinary differential equations | 1981-01-01 | Paper |