The numerical solution of weakly singular integral equations based on the meshless product integration (MPI) method with error analysis
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- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance
- The approximate solution of nonlinear Volterra integral equations of the second kind using radial basis functions
- Solving a class of nonlinear boundary integral equations based on the meshless local discrete Galerkin (MLDG) method
- The numerical solution of nonlinear integral equations of the second kind using thin plate spline discrete collocation method
- A class of Runge-Kutta methods for nonlinear Volterra integral equations of the second kind with singular kernels
- A meshless discrete collocation method for the numerical solution of singular-logarithmic boundary integral equations utilizing radial basis functions
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- A numerical scheme for solving a class of logarithmic integral equations arisen from two-dimensional Helmholtz equations using local thin plate splines
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- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
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