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ORCIDJournal of Computational and Applied Mathematics, Volume 387
Volume 387, May 2021
- Lynn Boen
, Karel J. in 't Hout:
Operator splitting schemes for the two-asset Merton jump-diffusion model. 112309 - Diana Estévez Schwarz, René Lamour:
InitDAE: Computation of consistent values, index determination and diagnosis of singularities of DAEs using automatic differentiation in Python. 112486 - Maria V. Kulikova, Julia V. Tsyganova, Gennady Yu. Kulikov:
SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation. 112487 - Afsaneh Moradi, Javad Farzi, Ali Abdi:
Order conditions for second derivative general linear methods. 112488 - Sølve Eidnes, Lu Li, Shun Sato:
Linearly implicit structure-preserving schemes for Hamiltonian systems. 112489 - Przemyslaw Zielinski, Hannes Vandecasteele, Giovanni Samaey:
Convergence and stability of a micro-macro acceleration method: Linear slow-fast stochastic differential equations with additive noise. 112490 - Roland Pulch, Akil Narayan:
Sensitivity analysis of random linear dynamical systems using quadratic outputs. 112491 - Stefan Hante, Martin Arnold:
RATTLie: A variational Lie group integration scheme for constrained mechanical systems. 112492 - Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov:
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. 112493 - Patrick Krämer, Katharina Schratz, Xiaofei Zhao:
Splitting methods for nonlinear Dirac equations with Thirring type interaction in the nonrelativistic limit regime. 112494 - Michèle Wandelt, Michael Günther, Michelle Muniz:
Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD. 112495 - Hüsnü Ata Erbay, Saadet Erbay, Albert Erkip:
A semi-discrete numerical method for convolution-type unidirectional wave equations. 112496 - Weizhang Huang, Lennard Kamenski, Jens Lang:
Conditioning of implicit Runge-Kutta integration for finite element approximation of linear diffusion equations on anisotropic meshes. 112497 - Boris Faleichik:
Minimal residual multistep methods for large stiff non-autonomous linear problems. 112498 - Christoph Hachtel, Andreas Bartel, Michael Günther, Adrian Sandu:
Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1. 112499 - Inmaculada Higueras, Teo Roldán:
Efficient SSP low-storage Runge-Kutta methods. 112500 - Moritz Schneider, Jens Lang, Rüdiger Weiner:
Super-convergent implicit-explicit Peer methods with variable step sizes. 112501 - Michael Hanke, Roswitha März:
Convergence analysis of least-squares collocation methods for nonlinear higher-index differential-algebraic equations. 112514 - Raffaele D'Ambrosio, Beatrice Paternoster:
Multivalue collocation methods free from order reduction. 112515 - Victoria Wieloch, Martin Arnold:
BDF integrators for constrained mechanical systems on Lie groups. 112517 - Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model. 112518 - Marcel Klinge, Domingo Hernández-Abreu, Rüdiger Weiner:
A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization. 112519 - Michael Hanke, Roswitha März:
A reliable direct numerical treatment of differential-algebraic equations by overdetermined collocation: An operator approach. 112520 - Tobias Peter Bauer, Oswald Knoth:
Extended multirate infinitesimal step methods: Derivation of order conditions. 112541 - Marc-Arthur N'Guessan, Marc Massot, Laurent Séries, Christian Tenaud:
High order time integration and mesh adaptation with error control for incompressible Navier-Stokes and scalar transport resolution on dual grids. 112542 - Gennady Yu. Kulikov, Pedro Miguel Lima, Maria V. Kulikova:
Numerical solution of the neural field equation in the presence of random disturbance. 112563 - Martin Arnold, Helmut Podhaisky, Rüdiger Weiner, Elena Celledoni, Jason Frank, Jens Lang:
Numerical Solution of Differential and Differential-Algebraic Equations. Selected Papers from NUMDIFF-15. 112611 - Bin Wang:
Exponential energy-preserving methods for charged-particle dynamics in a strong and constant magnetic field. 112617 - Herbert Egger, K. Schmidt, Vsevolod Shashkov:
Multistep and Runge-Kutta convolution quadrature methods for coupled dynamical systems. 112618 - Arash Sarshar, Steven B. Roberts, Adrian Sandu:
Alternating directions implicit integration in a general linear method framework. 112619
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