Selected numerical algorithms
An irregular grid method for high-dimensional free-boundary problems in finance
A Jacobi–Davidson-type projection method for nonlinear eigenvalue problems
Faster PDE-based simulations using robust composite linear solvers
Restarted Simpler GMRES augmented with harmonic Ritz vectors
On a new class of splitting type iterative methods
On the asymptotically stochastic computational modeling of microstructures
Parallel and fully recursive multifrontal sparse Cholesky
A comparative study of Dirichlet and Neumann conditions for path planning through harmonic functions
Computational models for multi-scale coupled dynamic problems
Application of the Kurganov–Levy semi-discrete numerical scheme to hyperbolic problems with nonlinear source terms
Solving unsymmetric sparse systems of linear equations with PARDISO
Using the parallel algebraic recursive multilevel solver in modern physical applications