Parabolic and hyperbolic contours for computing the Bromwich integral
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Cited in
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- On nonnegativity preservation in finite element methods for subdiffusion equations
- A parallel iterative algorithm for differential linear complementarity problems
- Numerical evaluation of two and three parameter Mittag-Leffler functions
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- Finite element approximation of a time-fractional diffusion problem for a domain with a re-entrant corner
- Analysis of BDF2 finite difference method for fourth-order integro-differential equation
- Fast and Oblivious Algorithms for Dissipative and Two-dimensional Wave Equations
- Data-driven balancing of linear dynamical systems
- Efficient variants of the CMRH method for solving a sequence of multi-shifted non-Hermitian linear systems simultaneously
- Implementation of high-order, discontinuous Galerkin time stepping for fractional diffusion problems
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing
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- Limitations and improvements of standard spectral methods for pricing standard options
- Methods for Laplace transform inversion
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- On complete monotonicity of the Prabhakar function and non-Debye relaxation in dielectrics
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- A pseudo-spectral scheme for the approximate solution of a time-fractional diffusion equation
- On the use of matrix functions for fractional partial differential equations
- Application of nonlinear time-fractional partial differential equations to image processing via hybrid Laplace transform method
- Rational inversion of the Laplace transform
- Computing Semigroups with Error Control
- On the Laplace-transformed-based local meshless method for fractional-order diffusion equation
- Fokas transform method for a brain tumor invasion model with heterogeneous diffusion in 1+1 dimensions
- Laplace inversion for the solution of an abstract heat equation without the forward transform of the source term
- Two hybrid methods for solving two-dimensional linear time-fractional partial differential equations
- Higher-order schemes for the Laplace transformation method for parabolic problems
- Evaluation of generalized Mittag-Leffler functions on the real line
- Numerical contour integral methods for unsteady Stokes equations
- A stable fast time-stepping method for fractional integral and derivative operators
- A hybrid analytical–numerical method for solving evolution partial differential equations. I. The half-line
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- Evaluation of the Riemann-Mellin integral
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
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- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model
- Computing the matrix Mittag-Leffler function with applications to fractional calculus
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- Discrete-space time-fractional processes
- A robust spectral method for solving Heston's model
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- Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction
- A computational approach to exponential-type variable-order fractional differential equations
- A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations
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- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
- On the distribution of the number of success runs in a continuous time Markov chain
- A kernel-independent sum-of-exponentials method
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- An improved Talbot method for numerical Laplace transform inversion
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- Laplace transformation method for the Black-Scholes equation
- On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems
- On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
- Numerical evaluation of Mittag-Leffler functions
- One-dimensional haemodynamic model of a vascular network with fractional-order viscoelasticity
- Approximating the Gaussian as a sum of exponentials and its applications to the fast Gauss transform
- Generalized exponential time differencing methods for fractional order problems
- Variable-order fractional calculus: a change of perspective
- A parallel-in-time algorithm for high-order BDF methods for diffusion and subdiffusion equations
- Optimal Control of Parabolic Equations – A Spectral Calculus Based Approach
- Nonparametric statistical inference for compound models
- Numerical approximation for generalized fractional Volterra integro-differential equations via parabolic contour
- On numerical contour integral method for fractional diffusion equations with variable coefficients
- The contour integral method for Feynman-Kac equation with two internal states
- Stability-preserving high-order methods for multiterm fractional differential equations
- Numerical modelling of advection diffusion equation using Chebyshev spectral collocation method and Laplace transform
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- Talbot quadratures and rational approximations
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- Efficient computation of the Wright function and its applications to fractional diffusion-wave equations
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- Laplace transform method for pricing American CEV strangles option with two free boundaries
- Fully numerical Laplace transform methods
- Contour integral solution of elliptic PDEs in cylindrical domains
- Exponentially convergent method for the \(m\)-point nonlocal problem for a first order differential equation in Banach space
- On the numerical solution of Bagley-Torvik equation via the Laplace transform
- Eigenmatrix for unstructured sparse recovery
- Diffusive realizations for solutions of some operator equations: the one-dimensional case
- A localized transform-based meshless method for solving time fractional wave-diffusion equation
- On integration contour deformation in a Laplace transform inversion formula
- Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas
- Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number
- Gauss-Hermite quadrature for the Bromwich integral
- Reciprocal-log approximation and planar PDE solvers
- Restarted Hessenberg method for solving shifted nonsymmetric linear systems
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
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