Works matching DE "RICHARDSON extrapolation"
Results: 39
A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options.
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- Computational Economics, 2014, v. 44, n. 2, p. 153, doi. 10.1007/s10614-013-9388-5
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- Article
THE NUMEROV-CRANK-NICOLSON SCHEME ON A NON-UNIFORM MESH FOR THE TIME-DEPENDENT SCHRÖDINGER EQUATION ON THE HALF-AXIS.
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- Kinetic & Related Models, 2015, v. 8, n. 3, p. 587, doi. 10.3934/krm.2015.8.587
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- Article
A higher-order numerical framework for stochastic simulation of chemical reaction systems.
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- BMC Systems Biology, 2012, v. 6, n. 1, p. 85, doi. 10.1186/1752-0509-6-85
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- Article
Lax-Wendroff Difference Scheme with Richardson Extrapolation Method for One Dimensional Wave Equation Subjected To Integral Condition.
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- International Journal of Mathematics & Physics, 2021, v. 12, n. 2, p. 8, doi. 10.26577/ijmph.2021.v12.i2.02
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- Article
Initial Ideals of Tangent Cones to the Richardson Varieties in the Orthogonal Grassmannian.
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- International Journal of Combinatorics, 2013, p. 1, doi. 10.1155/2013/392437
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- Article
The local superconvergence of the linear finite element method for the poisson problem.
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- Numerical Methods for Partial Differential Equations, 2014, v. 30, n. 3, p. 930, doi. 10.1002/num.21842
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- Article
Using Richardson extrapolation techniques to price American options with alternative stochastic processes.
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- Review of Quantitative Finance & Accounting, 2012, v. 39, n. 3, p. 383, doi. 10.1007/s11156-011-0253-0
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- Article
A comparative study of Gauss-Laguerre quadrature and an open type mixed quadrature by evaluating some improper integrals.
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- Turkish Journal of Mathematics, 2018, v. 42, n. 1, p. 293, doi. 10.3906/mat-1610-57
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- Publication type:
- Article
Compact alternating direction implicit method to solve two-dimensional nonlinear delay hyperbolic differential equations.
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- International Journal of Computer Mathematics, 2014, v. 91, n. 5, p. 964, doi. 10.1080/00207160.2013.810216
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- Article
A two-level compact ADI method for solving second-order wave equations.
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- International Journal of Computer Mathematics, 2013, v. 90, n. 7, p. 1471, doi. 10.1080/00207160.2012.754016
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- Article
Study on Accuracy of the High-Resolution Schemes.
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- Advances in Mechanical Engineering (Sage Publications Inc.), 2014, p. 1, doi. 10.1155/2014/905053
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- Article
Quantifying the uncertainty introduced by discretization and time-averaging in two-fluid model predictions.
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- AIChE Journal, 2017, v. 63, n. 12, p. 5343, doi. 10.1002/aic.15868
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- Article
Several conservative compact schemes for a class of nonlinear Schrödinger equations with wave operator.
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- Boundary Value Problems, 2018, v. 2018, n. 1, p. 1, doi. 10.1186/s13661-018-0956-4
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- Publication type:
- Article
Numerical Methods Coupled with Richardson Extrapolation for Computation of Transient Power Systems.
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- Ingeniería y Ciencia, 2017, v. 13, n. 26, p. 65, doi. 10.17230/ingciencia.13.26.3
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- Publication type:
- Article
Optimum and quasi-optimum relaxation parameters for low-complexity massive MIMO detector based on Richardson method.
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- Electronics Letters (Wiley-Blackwell), 2017, v. 53, n. 16, p. 1114, doi. 10.1049/el.2017.1910
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- Publication type:
- Article
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.
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- International Journal of Computer Mathematics, 2015, v. 92, n. 11, p. 2310, doi. 10.1080/00207160.2014.986114
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- Publication type:
- Article
A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations.
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- International Journal of Computer Mathematics, 2015, v. 92, n. 2, p. 411, doi. 10.1080/00207160.2014.893296
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- Publication type:
- Article
Truncation and acceleration of the Tian tree for the pricing of American put options.
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- Quantitative Finance, 2012, v. 12, n. 11, p. 1695, doi. 10.1080/14697688.2011.617776
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- Article
Richardson Cascadic Multigrid Method for 2D Poisson Equation Based on a Fourth Order Compact Scheme.
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- Journal of Applied Mathematics, 2014, p. 1, doi. 10.1155/2014/490540
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- Publication type:
- Article
A New Way to Generate an Exponential Finite Difference Scheme for 2D Convection-Diffusion Equations.
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- Journal of Applied Mathematics, 2014, p. 1, doi. 10.1155/2014/457938
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- Article
Prediction of effective properties for random heterogeneous materials with extrapolation.
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- Archive of Applied Mechanics, 2014, v. 84, n. 2, p. 247, doi. 10.1007/s00419-013-0797-7
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- Publication type:
- Article
Assessment of a surface-layer parameterization scheme in an atmospheric model for varying meteorological conditions.
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- Annales Geophysicae (ANGEO) (09927689), 2014, v. 32, n. 6, p. 669, doi. 10.5194/angeo-32-669-2014
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- Publication type:
- Article
Uncertainty Analysis in EMC Simulation Based on Improved Method of Moments.
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- Applied Computational Electromagnetics Society Journal, 2016, v. 31, n. 1, p. 66
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- Publication type:
- Article
Reduction of Discretization Errors of Dynamics with Variable Structures and Its Realization Using FPGA.
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- Electronics & Communications in Japan, 2014, v. 97, n. 7, p. 1, doi. 10.1002/ecj.11530
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- Publication type:
- Article
A second order numerical method for a class of parameterized singular perturbation problems on adaptive grid.
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- Nonlinear Engineering, 2017, v. 6, n. 3, p. 221, doi. 10.1515/nleng-2017-0003
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- Article
Numerical simulation of Burgers' equation using cubic B-splines.
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- Nonlinear Engineering, 2017, v. 6, n. 1, p. 61, doi. 10.1515/nleng-2016-0037
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- Publication type:
- Article
Application of the differential transformation method and variational iteration method to large deformation of cantilever beams under point load.
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- Journal of Mechanical Science & Technology, 2012, v. 26, n. 9, p. 2879, doi. 10.1007/s12206-012-0730-y
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- Publication type:
- Article
Second-order accurate numerical approximations for the fractional percolation equations.
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- Journal of Nonlinear Sciences & Applications (JNSA), 2017, v. 10, n. 8, p. 4122, doi. 10.22436/jnsa.010.08.08
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- Publication type:
- Article
A dynamic spatial model of conflict escalation.
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- European Journal of Applied Mathematics, 2016, v. 27, n. 3, p. 530, doi. 10.1017/S0956792515000558
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- Publication type:
- Article
A Compact Difference Scheme for One-dimensional Nonlinear Delay Reaction-diffusion Equations with Variable Coefficient.
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- IAENG International Journal of Applied Mathematics, 2017, v. 47, n. 1, p. 14
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- Publication type:
- Article
A numerical approach for solving a class of variable-order fractional functional integral equations.
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- Computational & Applied Mathematics, 2018, v. 37, n. 4, p. 4821, doi. 10.1007/s40314-018-0604-8
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- Article
Correlation between qualitative balance indices, dynamic posturography and structural brain imaging in patients with progressive supranuclear palsy and its subtypes.
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- 2016
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- Publication type:
- journal article
Global error estimation with adaptive explicit Runge-Kutta methods.
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- IMA Journal of Numerical Analysis, 1996, v. 16, n. 1, p. 47, doi. 10.1093/imanum/16.1.47
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- Article
BVPs on infinite intervals: A test problem, a nonstandard finite difference scheme and a posteriori error estimator.
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- Mathematical Methods in the Applied Sciences, 2017, v. 40, n. 18, p. 6285, doi. 10.1002/mma.4456
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- Publication type:
- Article
Stable higher order finite-difference schemes for stellar pulsation calculations.
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- Astronomy & Astrophysics / Astronomie et Astrophysique, 2013, v. 555, n. 5, p. 1, doi. 10.1051/0004-6361/201321725
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- Publication type:
- Article
Fitted numerical method for singularly perturbed semilinear three-point boundary value problem.
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- Iranian Journal of Numerical Analysis & Optimization, 2022, v. 12, n. 1, p. 145, doi. 10.22067/ijnao.2021.70805.1040
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- Publication type:
- Article
Solving Reaction-Diffusion and Advection Problems with Richardson Extrapolation.
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- Journal of Chemistry, 2015, v. 2015, p. 1, doi. 10.1155/2015/350362
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- Publication type:
- Article
Use of the Richardson extrapolation in optics of inhomogeneous layers: Application to optical characterization.
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- Surface & Interface Analysis: SIA, 2018, v. 50, n. 7, p. 757, doi. 10.1002/sia.6473
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- Publication type:
- Article
Pricing Options with Non-Standard Barrier Mechanisms.
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- Journal of Derivatives, 2013, v. 21, n. 2, p. 75, doi. 10.3905/jod.2013.21.2.075
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- Publication type:
- Article