Importance of components in k-out-of-n system with components having random weights
An iterative numerical method for singularly perturbed reaction–diffusion equations with negative shift
A restarted Induced Dimension Reduction method to approximate eigenpairs of large unsymmetric matrices
Multi-core parallel robust structured multifrontal factorization method for large discretized PDEs
Legendre spectral collocation method for the solution of the model describing biological species living together
Robustness of quadratic hedging strategies in finance via Fourier transforms
Computing outer inverses by scaled matrix iterations
Stochastic approximations in CBD mortality projection models
The Euler–Galerkin finite element method for a nonlocal coupled system of reaction–diffusion type
Logarithmic spirals and continue triangles
A posteriori analysis of penalized and mixed formulations of Koiter’s shell model
A new efficient method for cases of the singular integral equation of the first kind
Convergence of the Modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term
On Mittag-Leffler distributions and related stochastic processes
On control polygons of Pythagorean hodograph septic curves
New simultaneous root-finding methods with accelerated convergence for analytic functions
Neuroelectric source localization by random spatial sampling
Numerical analysis and simulation for a nonlinear wave equation
Merging of Bézier curves with box constraints
First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes
A numerical study of the Whitham equation as a model for steady surface water waves
Fitting the Michaelis–Menten model
The Chebyshev spectral element approximation with exact quadratures
Shape derivatives for the compressible Navier–Stokes equations in variational form
An iterative algorithm for G2 multiwise merging of Bézier curves
Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations
A mass conservative Generalized Multiscale Finite Element Method applied to two-phase flow in heterogeneous porous media
Quintic polynomial approximation of log-aesthetic curves by curvature deviation
FOM accelerated by an extrapolation method for solving PageRank problems
Block-tridiagonal state-space realization of Chemical Master Equations: A tool to compute explicit solutions
Asymptotic mean-square stability of explicit Runge–Kutta Maruyama methods for stochastic delay differential equations
Optimal investment and proportional reinsurance for a jump–diffusion risk model with constrained control variables
Adaptation of f-wave finite volume methods to the two-layer shallow-water equations in a moving vessel with a rigid-lid
Numerical simulation for conservative fractional diffusion equations by an expanded mixed formulation
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
A modified Nyström method for integral equations with Mellin type kernels
A minimax method for finding saddle points of upper semi-differentiable locally Lipschitz continuous functional in Banach space and its convergence
Operator splitting for the bidomain model revisited
Generalizations of Darbo’s fixed point theorem via simulation functions with application to functional integral equations
A new family of Marshall–Olkin extended generalized linear exponential distribution
Efficient numerical Fourier methods for coupled forward–backward SDEs
Covariance matrix and transfer function of dynamic generalized linear models
Goal-oriented adaptivity for GMsFEM
Marshall–Olkin type copulas generated by a global shock
On Euler–Maclaurin formula
A novel numerical approach and its convergence for numerical solution of nonlinear doubly singular boundary value problems
A general method for deriving some semi-classical properties of perturbed second degree forms: The case of the Chebyshev form of second kind
GENERIC formalism and discrete variational derivative method for the two-dimensional vorticity equation
Gaussian quadrature for splines via homotopy continuation: Rules for C2 cubic splines
The backward substitution method for multipoint problems with linear Volterra–Fredholm integro-differential equations of the neutral type
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes
Maximum principle for forward–backward stochastic control system under G-expectation and relation to dynamic programming
Strong stability preserving explicit peer methods
Some error estimates for the reproducing kernel Hilbert spaces method
New nonconforming finite elements on arbitrary convex quadrilateral meshes
Boundedness and convergence on fractional order systems
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
An efficient algorithm for globally solving generalized linear multiplicative programming
