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ORCIDJournal of Computational and Applied Mathematics, Volume 325
Volume 325, December 2017
- Carlos Lizama
, Jorge Pereira, Eduard Toon:
On the exponential stability of Samuelson model on some classes of times scales. 1-17 - Elyas Shivanian, Ahmad Jafarabadi:
An improved spectral meshless radial point interpolation for a class of time-dependent fractional integral equations: 2D fractional evolution equation. 18-33 - Sumei Zhang, Yudong Sun:
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps. 34-41 - Hongzhi Tong, Qiang Wu:
Learning performance of regularized moving least square regression. 42-55 - Yiqun Li, Boying Wu, Melvin Leok:
Spectral variational integrators for semi-discrete Hamiltonian wave equations. 56-73 - Prince Chidyagwai:
A multilevel decoupling method for the Navier-Stokes/Darcy model. 74-96 - Marcus Michael Noack, Simon W. Funke:
Hybrid genetic deflated Newton method for global optimisation. 97-112 - Aquil D. Jones, Gideon Simpson, William Wilson:
Conservative integrators for a toy model of weak turbulence. 113-124 - Abdulkarim Babaaghaie, Khosrow Maleknejad:
Numerical solution of integro-differential equations of high order by wavelet basis, its algorithm and convergence analysis. 125-133 - Weien Zhou, Jingjing Zhang, Jialin Hong, Songhe Song:
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. 134-148 - Neculai Andrei:
Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update. 149-164 - Dongjie Liu, Jiming Wu, Xiaoping Zhang:
The adaptive composite trapezoidal rule for Hadamard finite-part integrals on an interval. 165-174 - O. Abidi, Mustapha Hached, Khalide Jbilou:
A global rational Arnoldi method for model reduction. 175-187 - Teng Wang, Qingqing Zheng, Linzhang Lu:
A new iteration method for a class of complex symmetric linear systems. 188-197 - Fenglong Guo, Dingcheng Wang, Hailiang Yang:
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns. 198-221
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