Applied numerical mathematics

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  Año 2010, Vol. 60, Número 9

  • Seleccionado

    Compensated stochastic theta methods for stochastic differential equations with jumpsstar, open

    Xiaojie Wang, Siqing Gan

    • Resumen

    págs. 877-887

    
  • Seleccionado

    On the necessity of Nitsche term

    G. Dupire, Jean-Paul Boufflet, M. Dambrine, P. Villon

    • Resumen

    págs. 888-902

    
  • Seleccionado

    Asymptotically exact a posteriori error estimates for a one-dimensional linear hyperbolic problem

    Slimane Adjerid, Mahboub Baccouch

    • Resumen

    págs. 903-914

    
  • Seleccionado

    Block boundary value methods for delay differential equation

    Chengjian Zhang, Hao Chen

    • Resumen

    págs. 915-923

    
  • Seleccionado

    Piecewise linear approximations of multivariate functions: A multiresolution-based compression algorithm suitable for circuit implementation

    Mauro Parodi, Mauro Gaggero, Marco Storace

    • Resumen

    págs. 924-933

    
  • Seleccionado

    A boundedness-preserving finite-difference scheme for a damped nonlinear wave equation

    Jorge Eduardo Macías Díaz, A. Puri

    • Resumen

    págs. 934-948