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Publication search results
found 15 matches
- 2017
- O. Abidi, Mustapha Hached, Khalide Jbilou:
A global rational Arnoldi method for model reduction. J. Comput. Appl. Math. 325: 175-187 (2017) - Neculai Andrei:
Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update. J. Comput. Appl. Math. 325: 149-164 (2017) - Abdulkarim Babaaghaie, Khosrow Maleknejad:
Numerical solution of integro-differential equations of high order by wavelet basis, its algorithm and convergence analysis. J. Comput. Appl. Math. 325: 125-133 (2017) - Prince Chidyagwai:
A multilevel decoupling method for the Navier-Stokes/Darcy model. J. Comput. Appl. Math. 325: 74-96 (2017) - Fenglong Guo, Dingcheng Wang, Hailiang Yang:
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns. J. Comput. Appl. Math. 325: 198-221 (2017) - Aquil D. Jones, Gideon Simpson, William Wilson:
Conservative integrators for a toy model of weak turbulence. J. Comput. Appl. Math. 325: 113-124 (2017) - Yiqun Li, Boying Wu, Melvin Leok:
Spectral variational integrators for semi-discrete Hamiltonian wave equations. J. Comput. Appl. Math. 325: 56-73 (2017) - Dongjie Liu, Jiming Wu, Xiaoping Zhang:
The adaptive composite trapezoidal rule for Hadamard finite-part integrals on an interval. J. Comput. Appl. Math. 325: 165-174 (2017) - Carlos Lizama, Jorge Pereira, Eduard Toon:
On the exponential stability of Samuelson model on some classes of times scales. J. Comput. Appl. Math. 325: 1-17 (2017) - Marcus Michael Noack, Simon W. Funke:
Hybrid genetic deflated Newton method for global optimisation. J. Comput. Appl. Math. 325: 97-112 (2017) - Elyas Shivanian, Ahmad Jafarabadi:
An improved spectral meshless radial point interpolation for a class of time-dependent fractional integral equations: 2D fractional evolution equation. J. Comput. Appl. Math. 325: 18-33 (2017) - Hongzhi Tong, Qiang Wu:
Learning performance of regularized moving least square regression. J. Comput. Appl. Math. 325: 42-55 (2017) - Teng Wang, Qingqing Zheng, Linzhang Lu:
A new iteration method for a class of complex symmetric linear systems. J. Comput. Appl. Math. 325: 188-197 (2017) - Sumei Zhang, Yudong Sun:
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps. J. Comput. Appl. Math. 325: 34-41 (2017) - Weien Zhou, Jingjing Zhang, Jialin Hong, Songhe Song:
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. J. Comput. Appl. Math. 325: 134-148 (2017)
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