DOI10.1017/CBO9780511812248zbMath1126.65077OpenAlexW1635779336MaRDI QIDQ4663399
K. W. Morton, D. F. Mayers
Publication date: 30 March 2005
Full work available at URL: https://doi.org/10.1017/cbo9780511812248
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models,
THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS,
High Order Compact Schemes for Flux Type BCs,
Novel fitted operator finite difference methods for singularly perturbed elliptic convection–diffusion problems in two dimensions,
An Efficient Output Error Estimation for Model Order Reduction of Parametrized Evolution Equations,
Modelling, computation and analysis on combustion of explosives,
Non-Symmetric Thermal Shock In Ceramic Matrix Composite (Cmc) Materials,
Uniform Error Estimates for Navier--Stokes Flow with an Exact Moving Boundary Using the Immersed Interface Method,
A Continuous Integral Model for White Blood Cell Production,
Modified equation based mesh adaptation algorithm for evolutionary scalar partial differential equations,
A diagonal splitting method for solving semidiscretized parabolic partial differential equations,
A bounded scheme based on Bézier curves for convection-dominated transport problems,
Kernel-based methods for solving time-dependent advection-diffusion equations on manifolds,
A non-local rare mutations model for quasispecies and prisoner's dilemma: Numerical assessment of qualitative behaviour,
Exact nonlinear spectral analysis of nonsmooth WENO-JS solutions,
An efficient dimension splitting p-adaptive method for the binary fluid surfactant phase field model,
L∞-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing,
A class of fractional parabolic reaction-diffusion systems with control of total mass: theory and numerics,
An iterative generalized quasi-boundary value regularization method for the backward problem of time fractional diffusion-wave equation in a cylinder,
Numerical Approximations of the Allen-Cahn-Ohta-Kawasaki Equation with Modified Physics-Informed Neural Networks (Pinns),
Non-mean-field Vicsek-type models for collective behavior,
Quantifying parameter ranges for high fidelity simulations for prescribed accuracy by Lax-Wendroff method,
Global spectral analysis: review of numerical methods,
A generalized stochastic process: fractional \(G\)-Brownian motion,
Alternative direction implicit method for solving first order 2D hyperbolic delay differential equations,
Numerical Study of Transient Wigner–Poisson Model for RTDs: Numerical Method and Its Applications,
Numerical analysis of a time filtered scheme for a linear hyperbolic equation inspired by DNA transcription modeling,
The backward problem for radially symmetric time‐fractional diffusion‐wave equation under Robin boundary condition,
New Sixth-Order Compact Schemes for Poisson/Helmholtz Equations,
A model for membrane degradation using a gelatin invadopodia assay,
The geometric minimum action method: A least action principle on the space of curves,
Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing,
Traveling waves in a coarse‐grained model of volume‐filling cell invasion: Simulations and comparisons,
Improved finite difference technique via Adomian polynomial to solve the coupled Drinfeld's-Sokolov-Wilson system,
Thermal decomposition of unsteady non-Newtonian MHD Couette flow with variable properties,
Semi-analytical exponential RKN integrators for efficiently solving high-dimensional nonlinear wave equations based on FFT techniques,
Structural Damage Detection Using Auto/Cross-Correlation Functions Under Multiple Unknown Excitations,
Transparent boundary conditions for higher-order finite-difference schemes of the Schrödinger equation in (1+1)D,
An optimal allocation for response-adaptive designs,
Minimizers for the Cahn--Hilliard Energy Functional under Strong Anchoring Conditions,
Consistency of finite volume approximations to nonlinear hyperbolic balance laws,
An FE-FD Method for Anisotropic Elliptic Interface Problems,
Error self-canceling of a difference scheme maintaining two conservation laws for linear advection equation,
Deterministic learning of completely resonant nonlinear wave systems with Dirichlet boundary conditions,
Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative,
Point Spread Function Estimation in X-Ray Imaging with Partially Collapsed Gibbs Sampling,
SERIES EXPANSION OF THE SABR JOINT DENSITY,
Conservation Laws for Free-Boundary Fluid Layers,
Aθ-finite difference scheme based on cubic B-spline quasi-interpolation for the time fractional Cattaneo equation with Caputo–Fabrizio operator,
A nonstandard finite difference scheme for contaminant transport with kinetic langmuir sorption,
A second-order fitted operator finite difference method for a singularly perturbed delay parabolic partial differential equation,
Non-linear friction modelling and simulation of long pneumatic transmission lines,
The Preissmann box scheme and its modification for transcritical flows,
Local oscillations in finite difference solutions of hyperbolic conservation laws,
A high-order finite difference method for 1D nonhomogeneous heat equations,
A leapfrog semi-smooth Newton-multigrid method for semilinear parabolic optimal control problems,
A unified derivation of finite-difference schemes from solution matching,
On error estimates of an exponential wave integrator sine pseudospectral method for the Klein-Gordon-Zakharov system,
Enforcing the non-negativity constraint and maximum principles for diffusion with decay on general computational grids,
Maximum norm error bounds of ADI and compact ADI methods for solving parabolic equations,
Numerical solution of first-order hyperbolic partial differential-difference equation with shift,
Stochastic phenomena in pattern formation for distributed nonlinear systems,
Extension of domain-free discretization method to simulate compressible flows over fixed and moving bodies,
SLOW-BURNING INSTABILITIES OF DUFORT–FRANKEL FINITE DIFFERENCING,
Unnamed Item,
Parameter Estimation of Partial Differential Equation Models,
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives,
Stability and Convergence Analyses of the FDM Based on Some L-Type Formulae for Solving the Subdiffusion Equation,
A large time‐step implicit moving mesh scheme for moving boundary problems,
Optimizing the Diffusion System Based on Continuous-Time Consensus Algorithm,
A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme,
A fitted mesh cubic spline in tension method for singularly perturbed problems with two parameters,
Numerical approach to the Stokes problem with high contrasts in viscosity,
Numerical solution of a class of moving boundary problems with a nonlinear complementarity approach,
The von Neumann analysis and modified equation approach for finite difference schemes,
Towards efficient time stepping for numerical shape correspondence,
On simulating the short and long memory of ergodic Markov and non-Markov genetic diffusion processes on the long run,
A leapfrog multigrid algorithm for the optimal control of parabolic PDEs with Robin boundary conditions,
Two-step Bayesian methods for generalized regression driven by partial differential equations,
One-sided GRP solver and numerical boundary conditions for compressible fluid flows,
New strong formulation for material nonlinear problems based on the particle difference method,
A traveling wave model for invasion by precursor and differentiated cells,
Numerical solution of nonlinear parabolic systems by block monotone methods,
A moving-mesh finite difference scheme that preserves scaling symmetry for a class of nonlinear diffusion problems,
Numerical simulations for initial value inversion problem in a two-dimensional degenerate parabolic equation,
Turing models of cortical folding on exponentially and logistically growing domains,
Convergence and stability analysis of the \({\theta}\)-method for delayed diffusion mathematical models,
Edge-forming methods for image zooming,
Eulerian modeling of inertial and diffusional aerosol deposition in bent pipes,
A fourth-order compact implicit immersed interface method for 2D Poisson interface problems,
Linear \(\theta\)-method and compact \(\theta\)-method for generalised reaction-diffusion equation with delay,
The spatial fourth-order energy-conserved S-FDTD scheme for Maxwell's equations,
The fluid-kinetic particle-in-cell method for plasma simulations,
Low Mach number algorithm for droplet-laden turbulent channel flow including phase transition,
IIM-based ADI finite difference scheme for nonlinear convection-diffusion equations with interfaces,
Finite volume approximations for size structured neuron model,
Scratch assay microscopy: a reaction-diffusion equation approach for common instruments and data,
Stochastic sensitivity of Turing patterns: methods and applications to the analysis of noise-induced transitions,
Computation of trajectories and displacement fields in a three-dimensional ternary diffusion couple: parabolic transform method,
A proposed stochastic finite difference approach based on homogenous chaos expansion,
On dynamics of the maximum likelihood states in nonequilibrium systems,
A comparison of different methods for calculating tangent-stiffness matrices in a massively parallel computational peridynamics code,
Stability of fully discrete schemes with interpolation-type fractional formulas for distributed-order subdiffusion equations,
Characteristics-based sectional modeling of aerosol nucleation and condensation,
A dimension by dimension splitting immersed interface method for heat conduction equation with interfaces,
Iterative speedup by utilizing symmetric data in pricing options with two risky assets,
On stabilisability of 2-D MIMO shift-invariant systems,
A Gauss-Newton method for the integration of spatial normal fields in shape space,
A high-order relaxation method with projective integration for solving nonlinear systems of hyperbolic conservation laws,
Mathematical study of a resource-based diffusion model with Gilpin-Ayala growth and harvesting,
High order modified differential equation of the Beam-Warming method. I. The dispersive features,
Numerically neither dissipative nor compressive scheme for linear advection equation and its application to the Euler system,
The cutoff method for the numerical computation of nonnegative solutions of parabolic PDEs with application to anisotropic diffusion and lubrication-type equations,
Hamel's formalism for classical field theories,
A variational integrator for the Chaplygin-Timoshenko sleigh,
Modelling cell migration and adhesion during development,
Approximate nutrient flux and concentration solutions of the Nye-Tinker-Barber model by the perturbation expansion method,
A conservative parallel difference method for 2-dimension diffusion equation,
GENERIC formalism and discrete variational derivative method for the two-dimensional vorticity equation,
Monge-Ampére simulation of fourth order PDEs in two dimensions with application to elastic-electrostatic contact problems,
Stability of periodic traveling waves in the Aliev-Panfilov reaction-diffusion system,
Fast and stable schemes for phase fields models,
A grid function formulation of a class of ill-posed parabolic equations,
Lattice Boltzmann method for general convection-diffusion equations: MRT model and boundary schemes,
A residual theorem approach applied to Stokes' problems with generally periodic boundary conditions including a pressure gradient term,
Alternans and spiral breakup in an excitable reaction-diffusion system: a simulation study,
Piecewise-polynomial discretization and Krylov-accelerated multigrid for elliptic interface problems,
Carleman estimates and controllability results for fully discrete approximations of 1D parabolic equations,
Extended particle difference method for moving boundary problems,
Numerical method satisfying the first two conservation laws for the Korteweg-de Vries equation,
A direct method for accurate solution and gradient computations for elliptic interface problems,
Algebraic construction and numerical behavior of a new s-consistent difference scheme for the 2D Navier-Stokes equations,
Weighted \(L^2\)-stability of a discrete kinetic approximation for the incompressible Navier-Stokes equations on bounded domains,
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution,
Energy-conserved splitting FDTD methods for Maxwell's equations,
Unsteady hydromagnetic flow of radiating fluid past a convectively heated vertical plate with the Navier slip,
Pattern formation in Turing systems on domains with exponentially growing structures,
A high-order compact exponential scheme for the fractional convection-diffusion equation,
A uniform monotone alternating direction scheme for nonlinear singularly perturbed parabolic problems,
A study of mimetic and finite difference methods for the static diffusion equation,
High-order unconditionally stable FC-AD solvers for general smooth domains. II: Elliptic, parabolic and hyperbolic PDEs; theoretical considerations,
Iterative solvers for image denoising with diffusion models: a comparative study,
Dynamics of the chiral phase transition from AdS/CFT duality,
High-order unconditionally stable FC-AD solvers for general smooth domains. I: Basic elements,
Some splitting methods for hyperbolic PDEs,
Interface immersed particle difference method for weak discontinuity in elliptic boundary value problems,
Simulation of turbulent reactive flows using a FDF methodology -- advances in particle density control for normalized variables,
Parallel Dichotomy Algorithm for solving tridiagonal system of linear equations with multiple right-hand sides,
Hybrid Chebyshev polynomial scheme for solving elliptic partial differential equations,
Boundary treatment for fourth-order staggered mesh discretizations of the incompressible Navier-Stokes equations,
Numerical optimization applying trust-region reflective least squares algorithm with constraints to optimize the non-linear creep parameters of soft soil,
A G-FDTD scheme for solving multi-dimensional open dissipative Gross-Pitaevskii equations,
Three-dimensional multispecies nonlinear tumor growth. I: Model and numerical method,
The closed-form particular solutions for the Laplace operator using oscillatory radial basis functions in 2D,
Numerical solution of the static beam problem by Bernoulli collocation method,
3D mathematical model and numerical simulation for laying marine cable along prescribed trajectory on seabed,
On the consistency analysis of finite difference approximations,
Estimation of exciton diffusion lengths of organic semiconductors in random domains,
Effect of the nodes near boundary points on the stability analysis of sixth-order compact finite difference ADI scheme for the two-dimensional time fractional diffusion-wave equation,
Guessing tangents in normal flows,
On the stability of an adaptive learning dynamics in traffic games,
Fully discretized methods based on boundary value methods for solving diffusion equations,
A Dufort-Frankel difference scheme for two-dimensional sine-Gordon equation,
High order modified differential equation of the beam-warming method. II: The dissipative features,
Some observations on the TLM numerical solution of the Laplace equation,
Inhibitor-induced wavetrains and spiral waves in an extended FitzHugh-Nagumo model of nerve cell dynamics,
Numerical study of partial differential equations by an adaptive diffusion wavelet method,
Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models,
Effect of a membrane on diffusion-driven Turing instability,
Modeling and simulation of diffusion flames of \(\mathrm{H}_2\) and methyl formate using the REDIM method,
Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models