Journal of Computational and Applied Mathematics （JACM） - Volume 335 论文列表
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| 卷期号： Volume 335 |
| 发布时间： June 2018 |
| 卷期年份： 2018 |
| 卷期官网： https://www.sciencedirect.com/journal/journal-of-computational-and-applied-mathematics/vol/335/suppl/C |
本期论文列表
Editorial Board
Conditioning and error analysis of nonlocal operators with local boundary conditions
The method of particular solutions using trigonometric basis functions
Meshless methods for two-dimensional oscillatory Fredholm integral equations
Analysis of Energy and QUadratic Invariant Preserving (EQUIP) methods
On structured componentwise condition numbers for Hamiltonian eigenvalue problems
On a three dimensional Cauchy problem for inhomogeneous Helmholtz equation associated with perturbed wave number
The eigenvalues of r-periodic tridiagonal matrices by factorization of some recursive sequences
Strong convergence of the partially truncated Euler–Maruyama method for a class of stochastic differential delay equations
On the rediscovery of Halley’s iterative method for computing the zero of an analytic function
On the random gamma function: Theory and computing
On the axisymmetric backward heat equation with non-zero right hand side: Regularization and error estimates
Collective loss reserving with two types of claims in motor third party liability insurance
An adaptive BDDC algorithm in variational form for mortar discretizations
An analytical approach: Explicit inverses of periodic tridiagonal matrices
Global FOM and GMRES algorithms for a class of complex matrix equations
Error analysis of the Wiener–Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input
Convergent prediction–correction-based ADMM for multi-block separable convex programming
Dimension and basis construction for C2-smooth isogeometric spline spaces over bilinear-like G2 two-patch parameterizations
Rational spectral collocation and differential evolution algorithms for singularly perturbed problems with an interior layer
A closed-form pricing formula for European options under the Heston model with stochastic interest rate
A fourth order product integration rule by using the generalized Euler–Maclaurin summation formula
DGMRES and index numerical range of matrices
Index tracking and enhanced indexing using mixed conditional value-at-risk