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An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions

Journal of mathematical chemistry, 2024, Vol.62 (6), p.1384-1398

2024

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A Quadratic B-Spline Collocation Method for a Singularly Perturbed Semilinear Reaction–Diffusion Problem with Discontinuous Source Term

Mediterranean journal of mathematics, 2023-10, Vol.20 (5), Article 269

2023

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A robust and accurate finite difference method for a generalized Black–Scholes equation

Journal of computational and applied mathematics, 2011-05, Vol.235 (13), p.3728-3733

2011

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A HODIE finite difference scheme for pricing American options

Advances in difference equations, 2019-02, Vol.2019 (1), Article 67

2019

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A second-order difference scheme for a parameterized singular perturbation problem

Journal of computational and applied mathematics, 2008-11, Vol.221 (1), p.174-182

Cen, Zhongdi

2008

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An adaptive moving mesh method for a time-fractional Black–Scholes equation

Advances in difference equations, 2019-12, Vol.2019 (1), Article 516

2019

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Pricing a resettable convertible bond based on decomposition method and PDE models

Results in applied mathematics, 2024-02, Vol.21, p.100423, Article 100423

2024

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An efficient numerical method for a time-fractional telegraph equation

Mathematical biosciences and engineering : MBE, 2022-01, Vol.19 (5), p.4672-4689

2022

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A SIR Model with Incomplete Data for the Analysis of Influenza A Spread in Ningbo

Discrete dynamics in nature and society, 2024-07, Vol.2024 (1)

2024

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An iterative method for solving a PDE with free boundary arising from pricing corporate bond with credit rating migration

AIMS mathematics, 2023-01, Vol.8 (2), p.3286-3302

2023

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A posteriori grid method for a time-fractional Black-Scholes equation

AIMS mathematics, 2022-01, Vol.7 (12), p.20962-20978

2022

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A posteriori mesh method for a system of singularly perturbed initial value problems

AIMS mathematics, 2022-01, Vol.7 (9), p.16719-16732

2022

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Numerical study for a class of singular two-point boundary value problems using Green’s functions

Applied mathematics and computation, 2006-12, Vol.183 (1), p.10-16

Cen, Zhongdi

2006

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A posteriori error estimation in maximum norm for a system of singularly perturbed Volterra integro-differential equations

Computational & applied mathematics, 2020-12, Vol.39 (4), Article 255

2020

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A Robust Spline Collocation Method for Pricing American Put Options

Discrete dynamics in nature and society, 2019-01, Vol.2019, p.1-11

2019

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A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer

Advances in difference equations, 2017-07, Vol.2017 (1), Article 202

2017

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A BDF2 method for a singularly perturbed transport equation

International journal of computer mathematics, 2024-05, Vol.101 (5), p.538-548

2024

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A uniformly almost second order convergent numerical method for singularly perturbed delay differential equations

Journal of computational and applied mathematics, 2018-05, Vol.333, p.382-394

2018

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A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient

Applied mathematics and computation, 2005-10, Vol.169 (1), p.689-699

Cen, Zhongdi

2005

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A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems

Journal of computational and applied mathematics, 2010-10, Vol.234 (12), p.3445-3457

2010

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A second-order three-point difference scheme on a posteriori mesh for a singularly perturbed convection–diffusion problem

Applied mathematics letters, 2024-09, Vol.155, p.109124, Article 109124

2024

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An efficient numerical method for pricing a Russian option with a finite time horizon

International journal of computer mathematics, 2021-10, Vol.98 (10), p.2025-2039

2021

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On a q -analogue of Faà di Bruno’s determinant formula

Discrete mathematics, 2011-03, Vol.311 (6), p.387-392

2011

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Numerical approximation of a time-fractional Black–Scholes equation

Computers & mathematics with applications (1987), 2018-04, Vol.75 (8), p.2874-2887

2018

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An efficient numerical method for a two-point boundary value problem with a Caputo fractional derivative

Journal of computational and applied mathematics, 2018-07, Vol.336, p.1-7

2018

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An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions

A Quadratic B-Spline Collocation Method for a Singularly Perturbed Semilinear Reaction–Diffusion Problem with Discontinuous Source Term

A robust and accurate finite difference method for a generalized Black–Scholes equation

A HODIE finite difference scheme for pricing American options

A second-order difference scheme for a parameterized singular perturbation problem

An adaptive moving mesh method for a time-fractional Black–Scholes equation

Pricing a resettable convertible bond based on decomposition method and PDE models

An efficient numerical method for a time-fractional telegraph equation

A SIR Model with Incomplete Data for the Analysis of Influenza A Spread in Ningbo

An iterative method for solving a PDE with free boundary arising from pricing corporate bond with credit rating migration

A posteriori grid method for a time-fractional Black-Scholes equation

A posteriori mesh method for a system of singularly perturbed initial value problems

Numerical study for a class of singular two-point boundary value problems using Green’s functions

A posteriori error estimation in maximum norm for a system of singularly perturbed Volterra integro-differential equations

A Robust Spline Collocation Method for Pricing American Put Options

A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer

A BDF2 method for a singularly perturbed transport equation

A uniformly almost second order convergent numerical method for singularly perturbed delay differential equations

A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems

A second-order three-point difference scheme on a posteriori mesh for a singularly perturbed convection–diffusion problem

An efficient numerical method for pricing a Russian option with a finite time horizon

On a q -analogue of Faà di Bruno’s determinant formula

Numerical approximation of a time-fractional Black–Scholes equation

An efficient numerical method for a two-point boundary value problem with a Caputo fractional derivative

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