0377-0427

Journal of Computational and Applied Mathematics (JACM) - Volume 316 论文列表

本期论文列表
Preface

An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium

Implicit Volterra series interpolation for model reduction of bilinear systems

Numerical generation of periodic traveling wave solutions of some nonlinear dispersive wave systems

Order conditions for stochastic Runge–Kutta methods preserving quadratic invariants of Stratonovich SDEs

Symplectic integrators for the matrix Hill equation

On the asymptotic properties of IMEX Runge–Kutta schemes for hyperbolic balance laws

A splitting approach for the magnetic Schrödinger equation

Avoiding order reduction when integrating nonlinear Schrödinger equation with Strang method

Exponentially fitted IMEX methods for advection–diffusion problems

High-order ADI scheme for option pricing in stochastic volatility models

Temporal convergence analysis of a locally implicit discontinuous Galerkin time domain method for electromagnetic wave propagation in dispersive media

Acceleration of contour integration techniques by rational Krylov subspace methods

W-methods to stabilize standard explicit Runge–Kutta methods in the time integration of advection–diffusion–reaction PDEs

The averaged Lagrangian method

High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance

Efficient goal-oriented global error estimators for BDF methods using discrete adjoints

Generalized ROW-type methods for solving semi-explicit DAEs of index-1

A block Krylov subspace implementation of the time-parallel Paraexp method and its extension for nonlinear partial differential equations

Efficient time integration of the Maxwell–Klein–Gordon equation in the non-relativistic limit regime

NIRK-based accurate continuous–discrete extended Kalman filters for estimating continuous-time stochastic target tracking models

New answers to an old question in the theory of differential–algebraic equations: Essential underlying ODE versus inherent ODE

Runge–Kutta restarters for multistep methods in presence of frequent discontinuities

Operator index reduction in electromagnetism

A Hankel norm for quadrature rules solving random linear dynamical systems

Efficient A-stable peer two-step methods

Space–time adaptive linearly implicit peer methods for parabolic problems

Nonsmooth Contact Dynamics for the large-scale simulation of granular material

A class of implicit peer methods for stiff systems

Sample selection based on sensitivity analysis in parameterized model order reduction

New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations