The Euler–Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
A class of triangular splitting methods for saddle point problems
Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
A new iteratively total variational regularization for nonlinear inverse problems
Nearest matrix with prescribed eigenvalues and its applications
Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics
Efficient computation of the spectral projections of regular matrix pairs
A new run-up algorithm based on local high-order analytic expansions
The airfoil equation on near disjoint intervals: Approximate models and polynomial solutions
Descent gradient methods for nonsmooth minimization problems in ill-posed problems
Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise
Spectral properties of a class of matrix splitting preconditioners for saddle point problems
On moment based density approximations for aggregate losses
On gamma Lindley distribution: Properties and simulations
Exact three-point difference scheme for singular nonlinear boundary value problems
Mean residual life and inactivity time of a coherent system subjected to Marshall–Olkin type shocks
Numerical solution of Volterra–Fredholm integral equations based on ε-SVR method
Moving mesh methods for pricing Asian options with regime switching
Constraint local principal curve: Concept, algorithms and applications
On the local convergence and the dynamics of Chebyshev–Halley methods with six and eight order of convergence
Corrigendum to “Preconditioners for regularized saddle point problems with an application for heterogeneous Darcy flow problems” [J. Comput. Appl. Math. 280 (2015) 141–157]