| Publication | Date of Publication | Type |
|---|
| A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes | 2020-09-14 | Paper |
| Dual boundary element method for elastoplastic fracture mechanics of shear deformable plate | 2020-08-05 | Paper |
| A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes | 2019-07-26 | Paper |
| Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator | 2019-03-12 | Paper |
| A simplified Milstein scheme for SPDEs with multiplicative noise | 2019-02-14 | Paper |
| Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs | 2019-01-24 | Paper |
| Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise | 2018-08-23 | Paper |
| Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump | 2018-07-26 | Paper |
| Efficient numerical schemes for the solution of generalized time fractional Burgers type equations | 2018-04-10 | Paper |
| Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model | 2017-06-22 | Paper |
| Stochastic Runge-Kutta Rosenbrock type methods for SDE systems | 2017-02-24 | Paper |
| Numerical solution of the Burgers equation with Neumann boundary noise | 2016-12-28 | Paper |
| Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations | 2016-04-14 | Paper |
| Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems | 2015-10-19 | Paper |
| A class of balanced stochastic Runge-Kutta methods for stiff SDE systems | 2015-07-28 | Paper |
| A new map for the Chebyshev pseudospectral solution of differential equations with large gradients | 2015-06-01 | Paper |
| Numerical integration of multi-dimensional highly oscillatory integrals, based on eRPIM | 2015-02-23 | Paper |
| Numerical solution of two-dimensional sine-Gordon and MBE models using Fourier spectral and high order explicit time stepping methods | 2014-12-17 | Paper |
| Best Kronecker Product Approximation of The Blurring Operator in Three Dimensional Image Restoration Problems | 2014-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2932658 | 2014-12-09 | Paper |
| A recurrent neural network for solving a class of generalized convex optimization problems | 2014-10-09 | Paper |
| A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems | 2014-09-29 | Paper |
| A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems | 2014-04-01 | Paper |
| A differential inclusion-based approach for solving nonsmooth convex optimization problems | 2013-12-19 | Paper |
| Full discretization of the stochastic Burgers equation with correlated noise | 2013-07-24 | Paper |
| Spectral collocation method for stochastic Burgers equation driven by additive noise | 2012-11-15 | Paper |
| A novel weighted support vector machine based on particle swarm optimization for gene selection and tumor classification | 2012-10-10 | Paper |
| A class of split-step balanced methods for stiff stochastic differential equations | 2012-09-24 | Paper |
| On the stability of some second order numerical methods for weak approximation of Itô SDEs | 2011-05-11 | Paper |
| Stability of the generalized polar decomposition method for the approximation of the matrix exponential | 2011-03-07 | Paper |
| The performance of a Tau preconditioner on systems of ODEs | 2010-12-27 | Paper |
| Lanczos based preconditioner for discrete ill-posed problems | 2010-06-09 | Paper |
| The role of coefficients of a general SPDE on the stability and convergence of a finite difference method | 2010-05-21 | Paper |
| A method for approximation of the exponential map in semidirect product of matrix Lie groups and some applications | 2010-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3651032 | 2009-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3639976 | 2009-10-26 | Paper |
| A new variant of L-curve for Tikhonov regularization | 2009-08-05 | Paper |
| The adaptive operational tau method for systems of ODEs | 2009-07-17 | Paper |
| On mean-square stability properties of a new adaptive stochastic Runge-Kutta method | 2009-02-25 | Paper |
| An investigation of resolution of 2-variate Gibbs phenomenon | 2009-01-14 | Paper |
| ``Rescale and modify implementation of IRKS methods | 2008-06-03 | Paper |
| Integration matrix based on arbitrary grids with a preconditioner for pseudospectral method | 2008-03-26 | Paper |
| A new adaptive Runge-Kutta method for stochastic differential equations | 2007-06-29 | Paper |
| Investigation of a preconditioner for the \(P_{2} - P_{1}\) finite element solution of Stokes problem | 2007-04-26 | Paper |
| Comparison of a higher order method and the simple upwind and non-monotone methods for singularly perturbed boundary value problems | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5489441 | 2006-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491063 | 2006-09-27 | Paper |
| New second derivative multistep methods for stiff systems | 2006-09-25 | Paper |
| Numerical piecewise approximate solution of Fredholm integro-differential equations by the tau method | 2006-09-25 | Paper |
| An ILU preconditioner for nonsymmetric positive definite matrices by using the conjugate Gram-Schmidt process | 2006-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678640 | 2005-05-23 | Paper |
| Remarks on Ramanujan problem by using fractional order derivatives | 2004-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818382 | 2004-09-28 | Paper |
| Multidimensional singular Fredholm integral equations in a finite domain and their regularization | 2004-09-22 | Paper |
| A-EBDF: An adaptive method for numerical solution of stiff systems of ODEs | 2004-08-10 | Paper |
| Tau numerical solution of Fredholm integro-differential equations with arbitrary polynomial bases | 2004-07-01 | Paper |
| The tau method and a new preconditioner. | 2004-03-14 | Paper |
| A preconditioned implementation of pseudospectral methods on arbitrary grids. | 2003-12-03 | Paper |
| Sufficient conditions for the reduction of a BVP for PDE with non-local and global boundary conditions to Fredholm integral equations (on a rectangular domain) | 2003-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796765 | 2003-10-19 | Paper |
| A regularization of Fredholm type singular integral equations | 2003-09-02 | Paper |
| Numerical solution of a class of integro-differential equations by the tau method with an error estimation | 2003-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542921 | 2002-08-12 | Paper |
| Numerical treatment of moving and free boundary value problems with the tau method | 2002-08-06 | Paper |
| Matrix free MEBDF method for the solution of stiff systems of ODEs | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4519040 | 2001-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704282 | 2001-05-15 | Paper |
| The algebraic kernel method for the numerical solution of partial differential equations | 1992-09-27 | Paper |
| Numerical solution of feedback control systems equations | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729259 | 1988-01-01 | Paper |
