Pages that link to "Item:Q5422468"

The following pages link to Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization (Q5422468):

Displaying 43 items.

• Unconditional stability and error estimates of modified characteristics FEMs for the Navier-Stokes equations (Q304526) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
• A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
• A second order characteristic method for approximating incompressible miscible displacement in porous media (Q456583) (← links)
• Characteristic fractional step finite difference method for nonlinear section coupled system (Q469074) (← links)
• A second order characteristics finite element scheme for natural convection problems (Q535453) (← links)
• A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981) (← links)
• An iteration free backward semi-Lagrangian scheme for solving incompressible Navier-Stokes equations (Q728928) (← links)
• Modified characteristic finite difference fractional step method for moving boundary value problem of percolation coupled system (Q764624) (← links)
• Modified characteristic finite difference fractional step method for moving boundary value problem of nonlinear percolation system (Q1617305) (← links)
• Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
• Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239) (← links)
• General formulation of second-order semi-Lagrangian methods for convection-diffusion problems (Q1949508) (← links)
• PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
• Simulation of advection-diffusion-dispersion equations based on a composite time discretization scheme (Q2058185) (← links)
• Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
• An efficient trajectory tracking algorithm for the backward semi-Lagrangian method of solving the guiding center problems (Q2124604) (← links)
• Bernstein-Bézier Galerkin-characteristics finite element method for convection-diffusion problems (Q2161818) (← links)
• Non-Eulerian Newmark methods: a powerful tool for free-boundary continuum mechanics problems (Q2187024) (← links)
• A completely explicit scheme of Cauchy problem in BSLM for solving the Navier-Stokes equations (Q2222713) (← links)
• Convergence and stability of a BSLM for advection-diffusion models with Dirichlet boundary conditions (Q2284770) (← links)
• A new mathematical model for pricing a mine extraction project (Q2286643) (← links)
• Pure Lagrangian and semi-Lagrangian finite element methods for the numerical solution of Navier-Stokes equations (Q2349304) (← links)
• Multistep characteristic method for incompressible flow in porous media (Q2391310) (← links)
• Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
• Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
• Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
• A semi-Lagrangian meshfree Galerkin method for convection-dominated partial differential equations (Q2670355) (← links)
• Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
• Development of a parallel CUDA algorithm for solving 3D guiding center problems (Q2695579) (← links)
• The second-order upwind finite difference fractional steps method for moving boundary value problem of oil-water percolation (Q2875708) (← links)
• Numerical analysis of a second order pure Lagrange-Galerkin method for convection-diffusion problems. I: Time discretization (Q2903017) (← links)
• <i>A POSTERIORI</i> ERROR ANALYSIS OF THE METHOD OF CHARACTERISTICS (Q3087523) (← links)
• MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
• Second-Order Pure Lagrange--Galerkin Methods for Fluid-Structure Interaction Problems (Q3447468) (← links)
• Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks (Q4630529) (← links)
• A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations (Q4976114) (← links)
• A Modified Characteristics Finite Element Method for the Electroneutral Micro-Fluids (Q5033440) (← links)
• A Massively Parallel Eulerian-Lagrangian Method for Advection-Dominated Transport in Viscous Fluids (Q5088771) (← links)
• Unconditional Stability and Error Estimates of the Modified Characteristics FEM for the Time-Dependent Viscoelastic Oldroyd Flows (Q5157044) (← links)
• Semi-Lagrangian Exponential Integration with Application to the Rotating Shallow Water Equations (Q5194602) (← links)
• A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)