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Journal of Computational and Applied Mathematics (JACM) - Volume 387 论文列表

本期论文列表
Editorial Board

Numerical Solution of Differential and Differential–Algebraic Equations. Selected Papers from NUMDIFF-15

Numerical solution of the neural field equation in the presence of random disturbance

A semi-discrete numerical method for convolution-type unidirectional wave equations

Splitting methods for nonlinear Dirac equations with Thirring type interaction in the nonrelativistic limit regime

Fitted finite volume method for indifference pricing in an exponential utility regime-switching model

Convergence analysis of least-squares collocation methods for nonlinear higher-index differential–algebraic equations

A reliable direct numerical treatment of differential–algebraic equations by overdetermined collocation: An operator approach

Sensitivity analysis of random linear dynamical systems using quadratic outputs

Exponential energy-preserving methods for charged-particle dynamics in a strong and constant magnetic field

Operator splitting schemes for the two-asset Merton jump–diffusion model

Multistep and Runge–Kutta convolution quadrature methods for coupled dynamical systems

SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation

Linearly implicit structure-preserving schemes for Hamiltonian systems

High order time integration and mesh adaptation with error control for incompressible Navier–Stokes and scalar transport resolution on dual grids

InitDAE: Computation of consistent values, index determination and diagnosis of singularities of DAEs using automatic differentiation in Python

Convergence and stability of a micro–macro acceleration method: Linear slow–fast stochastic differential equations with additive noise

A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization

Extended multirate infinitesimal step methods: Derivation of order conditions

Order conditions for second derivative general linear methods

Multivalue collocation methods free from order reduction

Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD

RATTLie: A variational Lie group integration scheme for constrained mechanical systems

Super-convergent implicit–explicit Peer methods with variable step sizes

Efficient SSP low-storage Runge–Kutta methods

AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model

Multirate implicit Euler schemes for a class of differential–algebraic equations of index-1

BDF integrators for constrained mechanical systems on Lie groups

Minimal residual multistep methods for large stiff non-autonomous linear problems

Alternating directions implicit integration in a general linear method framework

Conditioning of implicit Runge–Kutta integration for finite element approximation of linear diffusion equations on anisotropic meshes