The following pages link to Kenneth R. Jackson (Q344298):
Displaying 41 items.
- (Q243098) (redirect page) (← links)
- Efficient valuation of SCR via a neural network approach (Q344299) (← links)
- An improved implementation of generalized Adams methods for underwater wave propagation problems (Q1058933) (← links)
- Effective solution of discontinuous IVPs using a Runge-Kutta formula pair with interpolants (Q1106630) (← links)
- The use of Butcher series in the analysis of Newton-like iterations in Runge-Kutta formulas (Q1339338) (← links)
- DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers (Q1371964) (← links)
- An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE (Q1597634) (← links)
- Some recent advances in validated methods for IVPs for ODEs (Q1612462) (← links)
- A survey of shadowing methods for numerical solutions of ordinary differential equations (Q1772802) (← links)
- Validated solutions of initial value problems for ordinary differential equations (Q1805854) (← links)
- The numerical solution of large systems of stiff IVPs for ODEs (Q1917439) (← links)
- An interval Hermite-Obreschkoff method for computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation (Q1971082) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- Quadratic spline methods for the shallow water equations on the sphere: Galerkin (Q2495937) (← links)
- Quadratic spline methods for the shallow water equations on the sphere: Collocation (Q2495938) (← links)
- Rigorous high-dimensional shadowing using containment: the general case (Q2496408) (← links)
- A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
- An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values (Q2565272) (← links)
- (Q2765425) (← links)
- (Q3102952) (← links)
- (Q3102957) (← links)
- Adaptive Linear Equation Solvers in Codes for Large Stiff Systems of ODEs (Q3140141) (← links)
- Backward simulation of multivariate mixed Poisson processes (Q3390358) (← links)
- A Fast Shadowing Algorithm for High-Dimensional ODE Systems (Q3516107) (← links)
- Fourier space time-stepping for option pricing with Lévy models (Q3622838) (← links)
- Alternating-Direction Incomplete Factorizations (Q3683418) (← links)
- Nonlinearly Preconditioned Krylov Subspace Methods for Discrete Newton Algorithms (Q3692717) (← links)
- The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVP<scp>s</scp> for ODE<scp>s</scp> (Q3750937) (← links)
- The Convergence of Integrand-Approximation Formulas for the Numerical Solution of IVP<scp>s</scp> for ODE<scp>s</scp> (Q3780380) (← links)
- A Theoretical Criterion for Comparing Runge–Kutta Formulas (Q4172866) (← links)
- (Q4277613) (← links)
- The Potential for Parallelism in Runge–Kutta Methods. Part 1: RK Formulas in Standard Form (Q4326863) (← links)
- Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment (Q4443677) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Interpolants for Runge-Kutta formulas (Q4727313) (← links)
- (Q4945563) (← links)
- (Q4949367) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- On Taylor Model Based Integration of ODEs (Q5449035) (← links)
- Runge-Kutta research at Toronto (Q5961743) (← links)
