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A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates
42179 3137 Pages:354-380 -
Achieving Superconvergence by One-Dimensional Discontinuous Finite Elements: The CDG Method
302751 3676 Pages:781-790 -
Numerical Methods for the Nonlinear Dirac Equation in the Massless Nonrelativistic Regime
27900 2631 Pages:79-103 -
An $h$-Adaptive RKDG Method for Two-Dimensional Detonation Wave Simulations
40008 4762 Pages:165-184 -
Primal-Dual Active-Set Method for the Valuation of American Exchange Options
26799 2438 Pages:858-885 -
A Fast Algorithm for the Caputo Fractional Derivative
42919 3550 Pages:656-677
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