Editorial Board
High order explicit exponential Runge–Kutta methods for semilinear delay differential equations
On the minimal derivative oscillation for deficient quartic splines of Marsden’s type
On allocation policies in systems with dependence structure and random selection of components
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
Indifference pricing under SAHARA utility
Reliability properties of k-out-of-n systems with one cold standby unit
One-sided weighted outer inverses of tensors
Geometric Hermite interpolation by a family of spatial algebraic–trigonometric PH curves
Generalization of partitioned Runge–Kutta methods for adjoint systems
A new method for searching the integral solution of system of Riemann–Liouville fractional differential equations with non-instantaneous impulses
A max–min model of random variables in bivariate random sequences
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
An improved error analysis for a second-order numerical scheme for the Cahn–Hilliard equation
Langevin differential equations with general fractional orders and their applications to electric circuit theory
A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
Bimodal normal distribution: Extensions and applications
Solution types of two-sided interval linear system and their application on interval linear programming problems
Several relaxed iteration methods for computing PageRank
Piecewise polynomial curves with normalized derivatives
Power series expansions for the probability distribution, mean value and variance functions of a geometric process with gamma interarrival times
Profile monitoring for count data using Poisson and Conway–Maxwell–Poisson regression-based control charts under multicollinearity problem
Noise-induced kinetic transition in two-component environment
Application of optimal quadrature formulas for reconstruction of CT images
A computational method to find dual solutions of the one-dimensional Bratu problem
Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
New iterative regularization methods for the multiple-sets split feasibility problem
Optimal lot sentencing based on defective counts and prior acceptability
Explicit high-order energy-preserving methods for general Hamiltonian partial differential equations
Numerical simulation of a prostate tumor growth model by the RBF-FD scheme and a semi-implicit time discretization
On C2 rational motions of degree six
Special issue: Latest computational methods on fractional dynamic systems “VSI fractional dynamic system”
Numerical schemes with convergence for generalized fractional integro-differential equations
Codimension one minimizers of highly amphiphilic mixtures
A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
A novel finite volume method for the nonlinear two-sided space distributed-order diffusion equation with variable coefficients
Numerical study on integrals involving the product of Bessel functions and a trigonometric function arising in hydrodynamic problems
A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis
Adaptive C0 interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients
Computing the CEV option pricing formula using the semiclassical approximation of path integral
Fractional Brownian motion with two-variable Hurst exponent
A robust multiple regression model based on fuzzy random variables
Optimal dividend and risk control policies in the presence of a fixed transaction cost
