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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：57/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
Boundary Stability Criterion for a Nonlinear Axially Moving Beam 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 卷号: 67, 期号: 11, 页码: 5714-5729
作者:  Cheng, Yi;  Wu, Yuhu;  Guo, Bao-Zhu
收藏  |  浏览/下载：83/0  |  提交时间：2023/02/07
Mathematical models  Stability criteria  Structural beams  Vibrations  Strain  Numerical stability  Feedback control  Absolute stabilization  axially moving beam  boundary control  exponential stability  
Optimal Control in a Bounded Domain for Wave Propagating in the Whole Space: Coupling Through Boundary Integral Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2022, 卷号: 92, 期号: 3, 页码: 52
作者:  Gong, Wei;  Li, Buyang;  Yang, Huanhuan
收藏  |  浏览/下载：76/0  |  提交时间：2023/02/07
Wave equation  Unbounded domain  Boundary integral equation  Well-posedness  Convolution quadrature  Stability  Convergence  Error estimate  
Simpson's method for fractional differential equations with a non-singular kernel applied to a chaotic tumor model 期刊论文
PHYSICA SCRIPTA, 2021, 卷号: 96, 期号: 12, 页码: 19
作者:  Arshad, Sadia;  Saleem, Iram;  Defterli, Ozlem;  Tang, Yifa;  Baleanu, Dumitru
收藏  |  浏览/下载：114/0  |  提交时间：2022/04/02
fractional operator with the non-singular kernel  numerical approximation  stability analysis  convergence analysis  tumor model  chaos  
Simpson’s method for fractional differential equations with a non-singular kernel applied to a chaotic tumor model 期刊论文
Physica Scripta, 2021, 卷号: 96, 期号: 12
作者:  Arshad,Sadia;  Saleem,Iram;  Defterli,Ozlem;  Tang,Yifa;  Baleanu,Dumitru
收藏  |  浏览/下载：118/0  |  提交时间：2022/04/02
fractional operator with the non-singular kernel  numerical approximation  stability analysis  convergence analysis  tumor model  chaos  
Weighted integral solvers for elastic scattering by open arcs in two dimensions 期刊论文
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2021, 页码: 18
作者:  Bruno, Oscar P.;  Xu, Liwei;  Yin, Tao
收藏  |  浏览/下载：118/0  |  提交时间：2021/04/26
Calderó  n relation  elasticity  open arc  second‐  kind integral solver  
A superlinear convergence scheme for the multi-term and distribution-order fractional wave equation with initial singularity 期刊论文
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2021, 页码: 16
作者:  Huang, Jianfei;  Zhang, Jingna;  Arshad, Sadia;  Tang, Yifa
收藏  |  浏览/下载：140/0  |  提交时间：2021/04/26
distribution-order derivative  fractional wave equations  initial singularity  multi-term fractional derivatives  superlinear convergence  
A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2021, 卷号: 159, 页码: 159-173
作者:  Huang, Jianfei;  Zhang, Jingna;  Arshad, Sadia;  Tang, Yifa
收藏  |  浏览/下载：193/0  |  提交时间：2021/01/14
Multi-term time-space derivatives  Fractional nonlinear diffusion-wave equations  Finite difference schemes  Stability  Convergence  Fast ADI scheme  
ON THE VALIDITY OF COMPLEX LANGEVIN METHOD FOR PATH INTEGRAL COMPUTATIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 1, 页码: A685-A719
作者:  Cai, Zhenning;  Dong, Xiaoyu;  Kuang, Yang
收藏  |  浏览/下载：122/0  |  提交时间：2021/04/26
complex Langevin method  gauge cooling  lattice field theory  
AN ACCURATE HYPERSINGULAR BOUNDARY INTEGRAL EQUATION METHOD FOR DYNAMIC POROELASTICITY IN TWO DIMENSIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 3, 页码: B784-B810
作者:  Zhang, Lu;  Xu, Liwei;  Yin, Tao
收藏  |  浏览/下载：109/0  |  提交时间：2021/10/26
poroelasticity  hyper-singular operator  Calderon relation  regularized integral equation