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Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
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Counterparty credit exposure  Explicit expressions  Forward  European Option  
A phase field framework for dynamic adiabatic shear banding 期刊论文
JOURNAL OF THE MECHANICS AND PHYSICS OF SOLIDS, 2020, 卷号: 135, 页码: 19
Authors:  Xu, Yun;  Ming, Pingbing;  Chen, Jun
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Phase field  Variational formulation  Adiabatic shear bands  Strain gradient theory  Finite element simulation  
RATIONAL SPECTRAL METHODS FOR PDEs INVOLVING FRACTIONAL LAPLACIAN IN UNBOUNDED DOMAINS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020, 卷号: 42, 期号: 2, 页码: A585-A611
Authors:  Tang, Tao;  Wang, Li-Lian;  Yuan, Huifang;  Zhou, Tao
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fractional Laplacian  Gegenbauer polynomials  modified rational functions  unbounded domains  Fourier transforms  spectral methods  
Global synchronization under PI/PD controllers in general complex networks with time-delay 期刊论文
NEUROCOMPUTING, 2019, 卷号: 366, 页码: 12-22
Authors:  Liu, Peng;  Gu, Haibo;  Kang, Yu;  Lu, Jinhu
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Global synchronization  Directed network  Time-delay  PID controller  Lyapunov method  
Convolution Quadrature Methods for Time-Space Fractional Nonlinear Diffusion-Wave Equations 期刊论文
EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2019, 卷号: 9, 期号: 3, 页码: 538-557
Authors:  Huang, Jianfei;  Arshad, Sadia;  Jiao, Yandong;  Tang, Yifa
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Fractional diffusion-wave equation  nonlinear source  convolution quadrature  generating function  stability and convergence  
Multiscale Computational Method for Dynamic Thermo-Mechanical Problems of Composite Structures with Diverse Periodic Configurations in Different Subdomains 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1630-1666
Authors:  Dong, Hao;  Zheng, Xiaojing;  Cui, Junzhi;  Nie, Yufeng;  Yang, Zhiqiang;  Yang, Zihao
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Dynamic thermo-mechanical problems  Multiscale asymptotic analysis  Diverse periodic configurations  Error estimate  SOTS numerical algorithm  
On Generalizations of p-Sets and their Applications 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2019, 卷号: 12, 期号: 2, 页码: 453-466
Authors:  Zhou, Heng;  Xu, Zhiqiang
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p-set  deterministic sampling  numerical integral  exponential sum  
Multiscale computational method for transient heat conduction problems of periodic porous materials with diverse periodic configurations in different subdomains 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2019, 卷号: 136, 页码: 215-234
Authors:  Dong, Hao;  Cui, Junzhi;  Nie, Yufeng;  Yang, Zihao;  Ma, Qiang;  Cheng, Xiaohan
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Periodic porous materials  Asymptotic homogenization method  Diverse periodic configurations  Error estimate  SOTS numerical algorithm  
ALTERNATING DIRECTION IMPLICIT SCHEMES FOR THE TWO-DIMENSIONAL TIME FRACTIONAL NONLINEAR SUPER-DIFFUSION EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 3, 页码: 297-315
Authors:  Huang, Jianfei;  Zhao, Yue;  Arshad, Sadia;  Li, Kuangying;  Tang, Yifa
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Time fractional super-diffusion equation  Nonlinear system  ADI schemes  Stability  Convergence  
alternatingdirectionimplicitschemesforthetwodimensionaltimefractionalnonlinearsuperdiffusionequations 期刊论文
计算数学英文版, 2019, 卷号: 037, 期号: 003, 页码: 297
Authors:  Jianfei Huang;  Yue Zhao;  Sadia Arshad;  Kuangying Li;  Yifa Tang
Favorite  |  View/Download:13/0  |  Submit date:2020/01/10