A numerical study of variable depth KdV equations and generalizations of Camassa–Holm-like equations
Numerical solution of nonlinear matrix equations arising from Green’s function calculations in nano research
An accurate finite-difference method for ablation-type Stefan problems
The truncated Stieltjes moment problem solved by using kernel density functions
On integro quartic spline interpolation
Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure
A parareal waveform relaxation algorithm for semi-linear parabolic partial differential equations
A maximum product criterion as a Tikhonov parameter choice rule for Kirsch’s factorization method
On convergence of the inexact Rayleigh quotient iteration with MINRES
Computing almost minimal formulas on the square
Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization
Convex feasibility modeling and projection methods for sparse signal recovery
Improved Pollard rho method for computing discrete logarithms over finite extension fields
Comments on: “A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations” [J. Comput. Appl. Math. 224 (2009) 11–19]
Symmetric quadrature rules for tetrahedra based on a cubic close-packed lattice arrangement
Tri-diagonal preconditioner for pricing options
Pythagorean-hodograph curves in Euclidean spaces of dimension greater than 3
A shape-preserving approximation by weighted cubic splines
Practical acceleration for computing the HITS ExpertRank vectors
Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix pth root
On approximate solutions in set-valued optimization problems
An improved closed-form solution for the constrained minimization of the root of a quadratic functional
Convergence analysis for least-squares finite element approximations of second-order two-point boundary value problems
Convergence on error correction methods for solving initial value problems
High-order compact finite difference scheme for option pricing in stochastic volatility models
An inverse problem for a fractional diffusion equation
Planar two-point G1 Hermite interpolating log-aesthetic spirals
Collocation methods for solving multivariable integral equations of the second kind
Mathieu functions for purely imaginary parameters
Asset liquidity and the valuation of derivative securities
Convergence of the discontinuous finite volume method for elliptic problems with minimal regularity
Computing the eigenvalues of the generalized Sturm–Liouville problems based on the Lie-group SL(2,R)
Scenario tree generation approaches using K-means and LP moment matching methods
