Numerical solution of a two-dimensional hyperbolic transmission problem
Modeling of an insurance system and its large deviations analysis
Computational algorithm and parameter optimization for a multi-server system with unreliable servers and impatient customers
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations
Projected Landweber iteration for matrix completion
Some quadrature formulae with nonstandard weights
Legendre–Laguerre coupled spectral element methods for second- and fourth-order equations on the half line
Extended procedures for extrapolation to the limit
Splitting and composition methods for explicit time dependence in separable dynamical systems
Least-squares polynomial approximation on weakly admissible meshes: Disk and triangle
The use of Chebyshev cardinal functions for the solution of a partial differential equation with an unknown time-dependent coefficient subject to an extra measurement
Efficiently pricing barrier options in a Markov-switching framework
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
The superconvergence of the Newton–Cotes rule for Cauchy principal value integrals
A penalty finite element method based on the Euler implicit/explicit scheme for the time-dependent Navier–Stokes equations
New matrix iterative methods for constraint solutions of the matrix equation AXB=C
Dimension-splitting data points redistribution for meshless approximation
Approximate analytical solutions for Kolmogorov’s equations
Fast algorithms for placing large entries along the diagonal of a sparse matrix
GBi-CGSTAB(s,L): IDR(s) with higher-order stabilization polynomials
Constrained multi-degree reduction of triangular Bézier surfaces using dual Bernstein polynomials
Block method for problems on L-shaped domains
Stability analysis of one-leg methods for nonlinear functional differential and functional equations
A characteristic finite element method for optimal control problems governed by convection–diffusion equations
High order compact Alternating Direction Implicit method for the generalized sine-Gordon equation
Accurate finite difference schemes for solving a 3D micro heat transfer model in an N-carrier system with the Neumann boundary condition in spherical coordinates
A numerical verification method for a periodic solution of a delay differential equation