DOI10.1137/040615109zbMath1126.65081OpenAlexW1963834013MaRDI QIDQ5422469
Alfredo Bermúdez, Carlos Vázquez, María R. Nogueiras
Publication date: 22 October 2007
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040615109
Modified characteristic finite difference fractional step method for moving boundary value problem of nonlinear percolation system,
An efficient trajectory tracking algorithm for the backward semi-Lagrangian method of solving the guiding center problems,
Second-Order Pure Lagrange--Galerkin Methods for Fluid-Structure Interaction Problems,
Unconditional stability and error estimates of modified characteristics FEMs for the Navier-Stokes equations,
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations,
Multistep characteristic method for incompressible flow in porous media,
Bernstein-Bézier Galerkin-characteristics finite element method for convection-diffusion problems,
Pricing pension plans under jump-diffusion models for the salary,
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem,
Non-Eulerian Newmark methods: a powerful tool for free-boundary continuum mechanics problems,
Finite element characteristic methods requiring no quadrature,
A Bernstein-Bézier Lagrange-Galerkin method for three-dimensional advection-dominated problems,
A numerical method for pricing spread options on LIBOR rates with a PDE model,
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics,
General formulation of second-order semi-Lagrangian methods for convection-diffusion problems,
Development of a parallel CUDA algorithm for solving 3D guiding center problems,
Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate,
A second order characteristic method for approximating incompressible miscible displacement in porous media,
Characteristic fractional step finite difference method for nonlinear section coupled system,
A completely explicit scheme of Cauchy problem in BSLM for solving the Navier-Stokes equations,
Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks,
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance,
Unconditional Stability and Error Estimates of the Modified Characteristics FEM for the Time-Dependent Viscoelastic Oldroyd Flows,
A second order characteristics finite element scheme for natural convection problems,
A new numerical method for pricing fixed-rate mortgages with prepayment and default options,
Convergence and stability of a BSLM for advection-diffusion models with Dirichlet boundary conditions,
An iteration free backward semi-Lagrangian scheme for solving incompressible Navier-Stokes equations,
A new mathematical model for pricing a mine extraction project,
Error estimates of a stabilized Lagrange−Galerkin scheme for the Navier−Stokes equations,
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model,
A POSTERIORI ERROR ANALYSIS OF THE METHOD OF CHARACTERISTICS,
MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL,
Simulation of advection-diffusion-dispersion equations based on a composite time discretization scheme,
Modified characteristic finite difference fractional step method for moving boundary value problem of percolation coupled system,
Analysis of Lowest-Order Characteristics-Mixed FEMs for Incompressible Miscible Flow in Porous Media,
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method,
Pure Lagrangian and semi-Lagrangian finite element methods for the numerical solution of Navier-Stokes equations,
The second‐order upwind finite difference fractional steps method for moving boundary value problem of oil‐water percolation