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Fourth-order compact schemes for the numerical simulation of coupled Burgers’ equation

Computer physics communications, 2016-03, Vol.200, p.117-138

2016

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Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes

Numerical methods for partial differential equations, 2013-01, Vol.29 (1), p.320-336

2013

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A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach

Journal of banking & finance, 2006-02, Vol.30 (2), p.489-502

2006

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A fractional-order compartmental model for the spread of the COVID-19 pandemic

Communications in nonlinear science & numerical simulation, 2021-07, Vol.98, p.105764-105764, Article 105764

2021

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A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations

Computers & mathematics with applications (1987), 2023-12, Vol.151, p.116-126

2023

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Pricing exotic options with L-stable Padé schemes

Journal of banking & finance, 2007-11, Vol.31 (11), p.3438-3461

2007

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Parallel algorithms for nonlinear time–space fractional parabolic PDEs

Journal of computational physics, 2018-12, Vol.375, p.135-154

2018

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Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction–diffusion equations

Journal of computational and applied mathematics, 2019-12, Vol.361, p.157-175

2019

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Fractional model for the spread of COVID-19 subject to government intervention and public perception

Applied Mathematical Modelling, 2021-07, Vol.95, p.89-105

2021

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An exponential time differencing method of lines for Burgers–Fisher and coupled Burgers equations

Journal of computational and applied mathematics, 2019-08, Vol.356, p.182-197

2019

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How efficient is contact tracing in mitigating the spread of COVID-19? a mathematical modeling approach

Applied Mathematical Modelling, 2022-03, Vol.103, p.714-730

2022

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High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction–diffusion equations

Computers & mathematics with applications (1987), 2020-07, Vol.80 (1), p.204-226

2020

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High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction–diffusion equations

Computers & mathematics with applications (1987), 2019-02, Vol.77 (3), p.615-630

2019

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Solving complex PIDE systems for pricing American option under multi-state regime switching jump–diffusion model

Computers & mathematics with applications (1987), 2018-04, Vol.75 (8), p.2989-3001

2018

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Predictor-corrector schemes for nonlinear space-fractional parabolic PDEs with time-dependent boundary conditions

Applied numerical mathematics, 2021-02, Vol.160, p.1-22

2021

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Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems

Applied mathematics and computation, 2018-12, Vol.338, p.260-273

2018

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Linearly implicit predictor–corrector methods for space-fractional reaction–diffusion equations with non-smooth initial data

Computers & mathematics with applications (1987), 2018-04, Vol.75 (8), p.2629-2657

2018

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The locally extrapolated exponential time differencing LOD scheme for multidimensional reaction–diffusion systems

Journal of computational and applied mathematics, 2015-09, Vol.285, p.256-278

2015

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A compact fourth-order L-stable scheme for reaction–diffusion systems with nonsmooth data

Journal of computational and applied mathematics, 2016-06, Vol.299, p.176-193

2016

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Stabilized explicit Runge–Kutta methods for multi-asset American options

Computers & mathematics with applications (1987), 2014-04, Vol.67 (6), p.1293-1308

2014

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Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations

Applied numerical mathematics, 2019-12, Vol.146, p.123-144

2019

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A real distinct poles Exponential Time Differencing scheme for reaction–diffusion systems

Journal of computational and applied mathematics, 2016-06, Vol.299, p.24-34

2016

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Split-step Milstein methods for multi-channel stiff stochastic differential systems

Applied numerical mathematics, 2015-03, Vol.89, p.1-23

2015

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An ETD Crank-Nicolson method for reaction-diffusion systems

Numerical methods for partial differential equations, 2012-07, Vol.28 (4), p.1309-1335

2012

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Pricing American options under multi-state regime switching with an efficient L- stable method

International journal of computer mathematics, 2015-12, Vol.92 (12), p.2530-2550

2015

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Fourth-order compact schemes for the numerical simulation of coupled Burgers’ equation

Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes

A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach

A fractional-order compartmental model for the spread of the COVID-19 pandemic

A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations

Pricing exotic options with L-stable Padé schemes

Parallel algorithms for nonlinear time–space fractional parabolic PDEs

Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction–diffusion equations

Fractional model for the spread of COVID-19 subject to government intervention and public perception

An exponential time differencing method of lines for Burgers–Fisher and coupled Burgers equations

How efficient is contact tracing in mitigating the spread of COVID-19? a mathematical modeling approach

High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction–diffusion equations

High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction–diffusion equations

Solving complex PIDE systems for pricing American option under multi-state regime switching jump–diffusion model

Predictor-corrector schemes for nonlinear space-fractional parabolic PDEs with time-dependent boundary conditions

Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems

Linearly implicit predictor–corrector methods for space-fractional reaction–diffusion equations with non-smooth initial data

The locally extrapolated exponential time differencing LOD scheme for multidimensional reaction–diffusion systems

A compact fourth-order L-stable scheme for reaction–diffusion systems with nonsmooth data

Stabilized explicit Runge–Kutta methods for multi-asset American options

Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations

A real distinct poles Exponential Time Differencing scheme for reaction–diffusion systems

Split-step Milstein methods for multi-channel stiff stochastic differential systems

An ETD Crank-Nicolson method for reaction-diffusion systems

Pricing American options under multi-state regime switching with an efficient L- stable method

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