DOI10.1137/0730001zbMath0770.65060OpenAlexW1972871516MaRDI QIDQ4032007
Randolph E. Bank, Rafael F. Santos
Publication date: 4 May 1993
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/286b90102c9d24721004c524e19d45b69c6a99fb
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models,
Discontinuous Galerkin approximations of the Stokes and Navier-Stokes equations,
Application of a posteriori error estimation to finite element simulation of compressible Navier-Stokes flow,
Dynamic domain decomposition and grid modification for parabolic problems,
A high dimensional moving mesh strategy,
An error analysis of some higher order space-time moving finite elements,
L∞-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing,
An \(L^\infty\) stability analysis for the finite-difference solution of one-dimensional linear convection-diffusion equations on moving meshes,
Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing,
The expanded upwind-mixed method on changing meshes for positive semi-definite problem of two-phase miscible flow,
Moving mesh methods for pricing Asian options with regime switching,
A quasi-Lagrangian moving mesh discontinuous Galerkin method for hyperbolic conservation laws,
An upwind-mixed method on changing meshes for two-phase miscible flow in porous media,
Moving Finite Element Methods for a System of Semi-Linear Fractional Diffusion Equations,
Convergence analysis of moving finite element methods for space fractional differential equations,
Improved error estimation of dynamic finite element methods for second-order parabolic equations,
Moving mesh finite element methods for an optimal control problem for the advection-diffusion equation,
Moving mesh methods in multiple dimensions based on harmonic maps,
A symmetric error estimate for Galerkin approximations of time-dependent Navier-Stokes equations in two dimensions,
Lagrangian and moving mesh methods for the convection diffusion equation,
ON THE COMPUTATION OF THE BOUNDARY INTEGRAL OF SPACE-TIME DEFORMING FINITE ELEMENTS,
A posteriori error estimate techniques for coupled Navier-Stokes equations and energy equation,
Grid Modification for Second-Order Hyperbolic Problems,
Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing,
An \(r\)-adaptive finite element method based upon moving mesh PDEs,
Unconditionally stable high-order time integration for moving mesh finite difference solution of linear convection–diffusion equations,
Residual-type a posteriori error estimate for parabolic obstacle problems,
Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models
