Applied numerical mathematics

• 

  Año 2011, Vol. 61, Número 2

  • Seleccionado

    Stein implicit Runge-Kutta methods with high stage order for large-scale ordinary differential equations

    Abderrahman Bouhamidi, Khalide Jbilou

    • Resumen

    págs. 149-159

    
  • Seleccionado

    Economical Runge-Kutta methods with strong global order one for stochastic differential equations

    F. Costabile, A. Napoli

    • Resumen

    págs. 160-169

    
  • Seleccionado

    MLPG method for two-dimensional diffusion equation with Neumann's and non-classical boundary conditions

    Saeid Abbasbandy, A. Shirzadi

    • Resumen

    págs. 170-180

    
  • Seleccionado

    A posteriori error estimates for optimal distributed control governed by the evolution equations

    Chunguang Xiong, Yuan Li

    • Resumen

    págs. 181-200

    
  • Seleccionado

    H1-second order convergent estimates for non-Fickian models

    S. Barbeiro, J.A. Ferreira, L Pinto

    • Resumen

    págs. 201-215

    
  • Seleccionado

    Some Goldstein's type methods for co-coercive variant variational inequalities

    M. Li, Li-Zhi Liao, X.M. Yuan

    • Resumen

    págs. 216-228

    
  • Seleccionado

    Waveform relaxation method for stochastic differential equations with constant delay

    Zhencheng Fan

    • Resumen

    págs. 229-240

    
  • Seleccionado

    A Hamilton-Jacobi-Bellman approach to optimal trade execution

    P.A. Forsyth

    • Resumen

    págs. 241-265

    
  • Seleccionado

    Two stable methods with numerical experiments for solving the backward heat equation

    Fabien Ternat, Oscar Orellana, Prabir Daripa

    • Resumen

    págs. 266-284