Abdul Q. M. Khaliq

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Person:590326

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zbMath Open khaliq.abdul-q-mMaRDI QIDQ590326

List of research outcomes

PublicationDate of PublicationType
PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING2024-01-23Paper
A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations2024-01-05Paper
Fourier spectral methods with exponential time differencing for space‐fractional partial differential equations in population dynamics2023-12-13Paper
Partial differential integral equation model for pricing American option under multi state regime switching with jumps2023-12-12Paper
Rational Approximations for Oscillatory Two-Parameter Mittag-Leffler Function2023-12-12Paper
How efficient is contact tracing in mitigating the spread of COVID-19? A mathematical modeling approach2023-08-25Paper
Optical dromions for complex Ginzburg Landau model with nonlinear media2023-05-31Paper
Data driven time-varying SEIR-LSTM/GRU algorithms to track the spread of COVID-192023-03-03Paper
Efficient high-order exponential time differencing methods for nonlinear fractional differential models2023-01-26Paper
https://portal.mardi4nfdi.de/entity/Q50410352022-10-18Paper
SEIR model with unreported infected population and dynamic parameters for the spread of COVID-192022-05-20Paper
Analytical solution of a rational difference equation2022-05-18Paper
Identification and prediction of time-varying parameters of COVID-19 model: a data-driven deep learning approach2022-02-18Paper
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data2022-02-08Paper
Efficient time discretization scheme for nonlinear space fractional reaction–diffusion equations2022-02-08Paper
On a New Class of Rational Difference Equation zn+1 = azn + bzn-k + (α + βzn−k)/ (A+ Bzn−k)2022-02-07Paper
Fractional model for the spread of COVID-19 subject to government intervention and public perception2021-11-09Paper
https://portal.mardi4nfdi.de/entity/Q51545302021-10-05Paper
Discrete-time predator-prey model with flip bifurcation and chaos control2021-08-04Paper
Generalized exponential time differencing schemes for stiff fractional systems with nonsmooth source term2021-05-28Paper
A fractional-order compartmental model for the spread of the COVID-19 pandemic2021-05-14Paper
Novel 3D \textit{GPU} based numerical parallel diffusion algorithms in cylindrical coordinates for health care simulation2021-02-19Paper
Predictor-corrector schemes for nonlinear space-fractional parabolic PDEs with time-dependent boundary conditions2021-02-15Paper
https://portal.mardi4nfdi.de/entity/Q51347082020-11-17Paper
ASYMPTOTIC BEHAVIOR OF THE SOLUTIONS OF DIFFERENCE EQUATION SYSTEM OF EXPONENTIAL FORM2020-11-03Paper
On stability analysis of higher-order rational difference equation2020-10-14Paper
High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction-diffusion equations2020-10-02Paper
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations2020-08-17Paper
Efficient high-order compact exponential time differencing method for space-fractional reaction-diffusion systems with nonhomogeneous boundary conditions2020-04-22Paper
Highly accurate global Padé approximations of generalized Mittag-Leffler function and its inverse2020-02-26Paper
A split-step predictor-corrector method for space-fractional reaction-diffusion equations with nonhomogeneous boundary conditions2020-01-27Paper
An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions2019-11-27Paper
Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems2019-11-15Paper
Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations2019-09-18Paper
Slow-scale split-step tau-leap method for stiff stochastic chemical systems2019-07-26Paper
Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction-diffusion equations2019-07-26Paper
Parallel algorithms for nonlinear time-space fractional parabolic PDEs2019-07-11Paper
An efficient Fourier spectral exponential time differencing method for the space-fractional nonlinear Schrödinger equations2019-07-03Paper
Linearly implicit predictor-corrector methods for space-fractional reaction-diffusion equations with non-smooth initial data2019-06-27Paper
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model2019-06-27Paper
An exponential time differencing method of lines for Burgers-Fisher and coupled Burgers equations2019-06-20Paper
An exponential time differencing method of lines for the Burgers and the modified Burgers equations2019-02-15Paper
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters2019-01-30Paper
COS method for option pricing under a regime-switching model with time-changed Lévy processes2018-11-14Paper
Trapezoidal scheme for time-space fractional diffusion equation with Riesz derivative2018-02-16Paper
The locally extrapolated exponential splitting scheme for multi-dimensional nonlinear space-fractional Schrödinger equations2018-01-12Paper
https://portal.mardi4nfdi.de/entity/Q45908212017-11-20Paper
Fourth Order Exponential Time Differencing Method with Local Discontinuous Galerkin Approximation for Coupled Nonlinear Schrödinger Equations2017-10-27Paper
Local RBF method for multi-dimensional partial differential equations2017-09-27Paper
Slow-scale split-step tau-leap method for stiff stochastic chemical systems2017-09-23Paper
Higher order exponential time differencing scheme for system of coupled nonlinear Schrödinger equations2017-06-09Paper
A conservative exponential time differencing method for the nonlinear cubic Schrödinger equation2017-05-30Paper
A fourth-order implicit-explicit scheme for the space fractional nonlinear Schrödinger equations2017-05-15Paper
Qualitative properties of difference equation of order six2017-03-16Paper
Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation2016-12-14Paper
Stabilized explicit Runge-Kutta methods for multi-asset American options2016-09-27Paper
Global attractivity of a rational difference equation of order ten2016-08-15Paper
https://portal.mardi4nfdi.de/entity/Q57408862016-07-20Paper
Exponential time differencing Crank-Nicolson method with a quartic spline approximation for nonlinear Schrödinger equations2016-04-20Paper
A real distinct poles exponential time differencing scheme for reaction-diffusion systems2016-02-15Paper
A compact fourth-order \(L\)-stable scheme for reaction-diffusion systems with nonsmooth data2016-02-15Paper
The Dynamics and Solution of some Difference Equations2015-12-07Paper
The locally extrapolated exponential time differencing LOD scheme for multidimensional reaction-diffusion systems2015-05-22Paper
Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations2015-04-27Paper
Intuitionistic fuzzy logic control for heater fans2015-02-04Paper
A Revisit of the Semi-Adaptive Method for Singular Degenerate Reaction-Diffusion Equations2014-04-04Paper
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs2013-11-26Paper
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost2013-01-22Paper
An ETD Crank-Nicolson method for reaction-diffusion systems2012-09-11Paper
https://portal.mardi4nfdi.de/entity/Q36473492009-11-30Paper
https://portal.mardi4nfdi.de/entity/Q36473762009-11-30Paper
High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost2009-06-29Paper
https://portal.mardi4nfdi.de/entity/Q36056312009-02-24Paper
Implicit vector quasi-equilibrium problems with applications to variational inequalities2009-02-04Paper
Smoothing schemes for reaction-diffusion systems with nonsmooth data2008-11-20Paper
Adaptive \(\theta \)-methods for pricing American options2008-11-06Paper
An adaptive splitting algorithm for the sine-Gordon equation2008-07-29Paper
High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing2008-01-08Paper
On the monotonicity of an adaptive splitting scheme for two-dimensional singular reaction–diffusion equations2007-08-10Paper
On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options2007-05-11Paper
https://portal.mardi4nfdi.de/entity/Q34151642007-01-15Paper
On generalized vector quasivariational-like inequality problems2006-06-30Paper
A fourth-order compact algorithm for nonlinear reaction-diffusion equations with Neumann boundary conditions2006-06-06Paper
https://portal.mardi4nfdi.de/entity/Q57065652005-11-21Paper
https://portal.mardi4nfdi.de/entity/Q57088042005-11-21Paper
Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme2005-06-13Paper
Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data2005-06-01Paper
https://portal.mardi4nfdi.de/entity/Q46597412005-03-21Paper
Parallel Rosenbrock methods for chemical systems2005-02-23Paper
https://portal.mardi4nfdi.de/entity/Q48017572004-03-22Paper
Vector quasi-equilibrium problems2004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44536212004-03-07Paper
https://portal.mardi4nfdi.de/entity/Q47845822003-06-17Paper
Modified arc-length adaptive algorithms for degenerate reaction-diffusion equations.2003-01-28Paper
An efficient high-order algorithm for solving systems of reaction-diffusion equations2002-07-23Paper
https://portal.mardi4nfdi.de/entity/Q27243692002-07-22Paper
Solving the generalized nonlinear Schrödinger equation via quartic spline approximation2002-02-24Paper
https://portal.mardi4nfdi.de/entity/Q48018532002-01-01Paper
A linearly implicit predicator-corrector method for reaction-diffusion equations2001-07-15Paper
https://portal.mardi4nfdi.de/entity/Q42560312000-02-15Paper
https://portal.mardi4nfdi.de/entity/Q43585401998-11-01Paper
Parallel LOD methods for second order time dependent PDEs1997-06-03Paper
Time-stepping algorithms for semidiscretized linear parabolic PDEs based on rational approximants with distinct real poles1997-03-11Paper
https://portal.mardi4nfdi.de/entity/Q48605911996-04-10Paper
On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations1993-05-16Paper
Global extrapolation on three and four grids for special initial value problems1989-01-01Paper
A sixth order predictor-corrector method for periodic IVPs1989-01-01Paper
Global extrapolation of numerical methods for initial value problems1989-01-01Paper
A predictor-corrector scheme for fourth order parabolic partial differential equations1989-01-01Paper
A family of predictor-corrector methods for second-order hyperbolic equations1989-01-01Paper
The effect of global extrapolation on the phase-lag of symmetric methods for solving periodic initial value problems1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34827711988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34955761988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37890131988-01-01Paper
Methods with O(H4) and O(H6) phase-lags for periodic initial value problems1988-01-01Paper
A family of second order methods for variable coefficient fourth order parabolic partial differential equations1987-01-01Paper
$L_0 $-Stable Splitting Methods for the Simple Heat Equation in Two Space Dimensions with Homogeneous Boundary Conditions1986-01-01Paper
A family of numerical methods for diffusion and reaction-diffusion equations1986-01-01Paper
Stability regions for one-step multiderivative methods in PECE mode with application to stiff systems1985-01-01Paper
Backward difference replacements of the space derivative in first-order hyperbolic equations1984-01-01Paper
Multiderivative Methods for Periodic Initial Value Problems1984-01-01Paper
A difference scheme with high accuracy in time for fourth-order parabolic equations1983-01-01Paper
The extrapolation of stable finite difference schemes for first order hyperbolic equations1982-01-01Paper
One-step multiderivative methods for first order ordinary differential equations1981-01-01Paper

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