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International Journal of Computer Mathematics, Volume 96
Volume 96, Number 1, 2019
- Q. Q. Zheng, L. Z. Lu:
On parameterized matrix splitting preconditioner for the saddle point problems. 1-17 - Muhammad S. Yousuf:
High-order time stepping scheme for pricing American option under Bates model. 18-32
- Keyvan Amini, Morteza Kimiaei, Hassan Khotanlou:
A non-monotone pattern search approach for systems of nonlinear equations. 33-50 - Pradip Roul:
A fast and accurate computational technique for efficient numerical solution of nonlinear singular boundary value problems. 51-72 - B. Kh. Mousavi, Ataollah Askari Hemmat, Farshid Abdollahi:
Wilson wavelets-based approximation method for solving nonlinear Fredholm-Hammerstein integral equations. 73-84 - Pradip Roul, Kiran Thula:
A fourth-order B-spline collocation method and its error analysis for Bratu-type and Lane-Emden problems. 85-104 - Saedeh Foadian, Reza Pourgholi, Seyed Hashem Tabasi, Javad Damirchi:
The inverse solution of the coupled nonlinear reaction-diffusion equations by the Haar wavelets. 105-125 - Fenlan Wang:
A new exact algorithm for concave knapsack problems with integer variables. 126-134 - Meiling Zhao, Sheng An, Yufeng Nie:
A fast high-order algorithm for the multiple cavity scattering. 135-157 - Qingfang Liu, Ke Zhang, Zhiheng Wang, Jiakun Zhao:
A two-level finite element method for the Allen-Cahn equation. 158-169 - Pouria Assari, Mehdi Dehghan:
Application of thin plate splines for solving a class of boundary integral equations arisen from Laplace's equations with nonlinear boundary conditions. 170-198 - Jianchao Bai, Jicheng Li, Pingfan Dai, Jiaofen Li:
General parameterized proximal point algorithm with applications in statistical learning. 199-215
Volume 96, Number 2, 2019
Original Article
- Mohammad Hossein Derakhshan, Alireza Ansari:
Fractional Sturm-Liouville problems for Weber fractional derivatives. 217-237 - Hui Zhang, Xiaoyun Jiang, Chu Wang, Shanzhen Chen:
Crank-Nicolson Fourier spectral methods for the space fractional nonlinear Schrödinger equation and its parameter estimation. 238-263 - Yuan-Ming Wang, Lei Ren:
Efficient compact finite difference methods for a class of time-fractional convection-reaction-diffusion equations with variable coefficients. 264-297 - Andreas Langer:
Locally adaptive total variation for removing mixed Gaussian-impulse noise. 298-316 - Jiao Wang, Tian-Zhou Xu, Yan-Qiao Wei, Jiaquan Xie:
Numerical solutions for systems of fractional order differential equations with Bernoulli wavelets. 317-336 - Jorge Eduardo Macías-Díaz:
On the solution of a Riesz space-fractional nonlinear wave equation through an efficient and energy-invariant scheme. 337-361 - Haiyu Liu, Shujuan Lü, Hu Chen, Wenping Chen:
Gauss-Lobatto-Legendre-Birkhoff pseudospectral scheme for the time fractional reaction-diffusion equation with Neumann boundary conditions. 362-378 - Shuqing Yan, Mingrong Cui:
Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing. 379-398 - Yubo Yang, Heping Ma:
Fractional collocation methods for multi-term linear and nonlinear fractional differential equations with variable coefficients on the half line. 399-416 - Fu-Rong Lin, Haidong Qu:
A Runge-Kutta Gegenbauer spectral method for nonlinear fractional differential equations with Riesz fractional derivatives. 417-435 - Fengying Zhou, Xiaoyong Xu:
Numerical solution of fractional Volterra-Fredholm integro-differential equations with mixed boundary conditions via Chebyshev wavelet method. 436-456
Volume 96, Number 3, 2019
- Huali Zhao, Hongwei Liu:
Infeasible Mehrotra-type predictor-corrector algorithm for cartesian P*(κ) nonlinear complementarity problems over symmetric cones. 457-473 - Vikas Gupta, Mohan K. Kadalbajoo, Ritesh Kumar Dubey:
A parameter-uniform higher order finite difference scheme for singularly perturbed time-dependent parabolic problem with two small parameters. 474-499 - Jun Liu, Hui Guo, Yao-Lin Jiang, Yan Wang:
High order numerical algorithms based on biquadratic spline collocation for two-dimensional parabolic partial differential equations. 500-536 - Bingquan Ji, Luming Zhang, Xuanxuan Zhou:
Conservative compact difference scheme for the Zakharov-Rubenchik equations. 537-556 - Xiu Ye, Shangyou Zhang:
A discontinuous least-squares finite-element method for second-order elliptic equations. 557-567 - Xiaohan Cheng, Jian-Hu Feng:
A sixth-order finite difference WENO scheme for Hamilton-Jacobi equations. 568-584 - Yu-Lan Wang, Yang Liu, Zhi-yuan Li, Hao-lu zhang:
Numerical solution of integro-differential equations of high-order Fredholm by the simplified reproducing kernel method. 585-593 - Tong Zhang, Jiaojiao Jin:
Decoupled Crank-Nicolson/Adams-Bashforth scheme for the Boussinesq equations with smooth initial data. 594-621 - Xiaoli Li, Hongxing Rui:
A block-centred finite difference method for the distributed-order differential equation with Neumann boundary condition. 622-639 - F. Soltani Sarvestani, Mohammad Hossein Heydari, A. Niknam, Zakieh Avazzadeh:
A wavelet approach for the multi-term time fractional diffusion-wave equation. 640-661
Volume 96, Number 4, 2019
Original Article
- Peng Wang, Detong Zhu:
A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity. 663-691 - Ljiljana D. Petkovic, Miodrag S. Petkovic, Beny Neta:
On optimal parameter of Laguerre's family of zero-finding methods. 692-707 - Zhongming Wu, Foxiang Liu, Min Li:
A proximal Peaceman-Rachford splitting method for solving the multi-block separable convex minimization problems. 708-728 - Jianbing Cao, Jiefang Liu:
Perturbation of the Moore-Penrose Metric generalized inverse with applications to the best approximate solution problem in Lp(Ω, μ). 729-752 - Xunxun Zeng, Fei Chen, Meiqing Wang, Choi-Hong Lai:
Circulant dissimilarity-based shape registration for object segmentation. 753-766 - Qin Guo, Peixin Ye:
Error analysis of the moving least-squares method with non-identical sampling. 767-781 - Ju-Li Zhang:
On SSOR-like preconditioner for saddle point problems with dominant skew-Hermitian part. 782-796 - Zheng-Ge Huang, Ligong Wang, Zhong Xu, Jing-Jing Cui:
The improvements of the generalized shift-splitting preconditioners for non-singular and singular saddle point problems. 797-820 - Liwang Ding, Ping Chen, Yongming Li:
Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors. 821-852 - Trinh Ngoc Hai:
Self-adaptive ergodic algorithm for equilibrium problems over the fixed point set. 853-863
Volume 96, Number 5, 2019
- Devendra Kumar:
A parameter-uniform method for singularly perturbed turning point problems exhibiting interior or twin boundary layers. 865-882 - Jun Hui Tam, Zhi Chao Ong, Zubaidah Ismail, Bee Chin Ang, Shin Yee Khoo:
A new hybrid GA-ACO-PSO algorithm for solving various engineering design problems. 883-919 - Haotao Cai, Yanping Chen, Yunqing Huang:
A Legendre-Petrov-Galerkin method for solving Volterra integro-differential equations with proportional delays. 920-934 - Ryuta Imai, Kei Takamuku, Hiroyuki Fujiwara:
A modified wave equation with diffusion effects and its application as a smoothing scheme for seismic wave propagation simulations. 935-949 - Yuan Liu, Xu-Hong Yu, Zhong-Qing Wang, Huiyuan Li:
Hermite-Sobolev orthogonal functions and spectral methods for second- and fourth-order problems on unbounded domains. 950-970 - Dibyendu Adak, E. Natarajan, Sarvesh Kumar:
Virtual element method for semilinear hyperbolic problems on polygonal meshes. 971-991 - Buyun Chen, Dongdong He, Kejia Pan:
A CCD-ADI method for two-dimensional linear and nonlinear hyperbolic telegraph equations with variable coefficients. 992-1004 - Jorge Eduardo Macías-Díaz, Bilge Inan:
Numerical efficiency of some exponential methods for an advection-diffusion equation. 1005-1029 - Amir Haghighi, Andreas Rößler:
Split-step double balanced approximation methods for stiff stochastic differential equations. 1030-1047 - Fenglin Huang, Yanping Chen, Yunqing Huang:
A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs. 1048-1065 - Hafida Laib, Azzeddine Bellour, Mahmoud Bousselsal:
Numerical solution of high-order linear Volterra integro-differential equations by using Taylor collocation method. 1066-1085
Volume 96, Number 6, 2019
- Nicola Cantarutti, João Guerra:
Multinomial method for option pricing under Variance Gamma. 1087-1106 - Palani Baskar, S. Padmanabhan, M. Syed Ali:
Novel delay-dependent stability condition for mixed delayed stochastic neural networks with leakage delay signals. 1107-1120 - Chenglong Xu, Junmei Ma, Yiming Tian:
Least-square-based control variate method for pricing options under general factor models. 1121-1136 - Kamran Kazmi:
An IMEX predictor-corrector method for pricing options under regime-switching jump-diffusion models. 1137-1157 - Leila Khodayari, Mojtaba Ranjbar:
A computationally efficient numerical approach for multi-asset option pricing. 1158-1168 - Ke Sun, Jinting Wang:
Equilibrium joining strategies in the single server queues with negative customers. 1169-1191
- Lihong Cui, Xuguang Li, Jianjun Sun:
Construction of uniformly symmetric bi-frames based on multiresolution template algorithm. 1192-1216 - Ricardo Legarda-Sáenz, Alejandro Téllez Quiñones, Carlos Brito-Loeza, Arturo Espinosa-Romero:
Variational phase recovering without phase unwrapping in phase-shifting interferometry. 1217-1229 - Bijaya Laxmi Panigrahi:
Error analysis of Jacobi spectral collocation methods for Fredholm-Hammerstein integral equations with weakly singular kernel. 1230-1253 - Jiyong Li, Shuo Deng, Xianfen Wang:
Multi-step Nyström methods for general second-order initial value problems y″(t) = f(t, y(t), y′(t)). 1254-1277 - Yun Hu, Hongchan Zheng, Jing Geng:
Calculation of dimensions of curves generated by subdivision schemes. 1278-1291 - Kang Li, Jixiang Guo, Zhang Yi:
A collaborative contour detector by gradient and active contours for ultrasound kidney images. 1292-1312
Volume 96, Number 7, 2019
- Anirban Majumdar, Srinivasan Natesan:
An ϵ-uniform hybrid numerical scheme for a singularly perturbed degenerate parabolic convection-diffusion problem. 1313-1334 - Tian-Jun Wang, Tao Sun:
Galerkin-Legendre spectral method for Neumann boundary value problems in three dimensions. 1335-1356 - Khaled A. Gepreel, Taher Abdehamed Nofal, Amera A. Al-Asmari:
Abundant travelling wave solutions for nonlinear Kawahara partial differential equation using extended trial equation method. 1357-1376 - Juan Wen, Yinnian He:
A new multiscale finite element method for the 2D transient Navier-Stokes equations. 1377-1397 - Zhen Miao, Yao-Lin Jiang, Yun-Bo Yang:
Convergence analysis of a parareal-in-time algorithm for the incompressible non-isothermal flows. 1398-1415 - Pouria Assari, Fatemeh Asadi-Mehregan, Mehdi Dehghan:
On the numerical solution of Fredholm integral equations utilizing the local radial basis function method. 1416-1443 - Huan Liu, Aijie Cheng, Hongjie Yan, Zhengguang Liu, Hong Wang:
A fast compact finite difference method for quasilinear time fractional parabolic equation without singular kernel. 1444-1460 - Manuel Barreda, Alexandre L. Madureira:
A residual-free bubble formulation for nonlinear elliptic problems with oscillatory coefficients. 1461-1476 - Nizare Riane, Claire David:
The finite difference method for the heat equation on Sierpiński simplices. 1477-1501 - Vivek Sangwan, Brehmit Kaur:
An exponentially fitted numerical technique for singularly perturbed Burgers-Fisher equation on a layer adapted mesh. 1502-1513 - Dongyang Shi, Huaijun Yang:
Superconvergence analysis of a new linearized MFEM for nonlinear Schrödinger equation. 1514-1531
Volume 96, Number 8, 2019
Review
- Gonglin Yuan, Bopeng Wang, Zhou Sheng:
The Hager-Zhang conjugate gradient algorithm for large-scale nonlinear equations. 1533-1547
- Himanshu Kumar, Pradip Kumar Parida:
On semilocal convergence of two step Kurchatov method. 1548-1566 - Ai-Guo Wu, Hui-Zhen Wang:
A real representation of complex polynomial matrices in the framework of conjugate product. 1567-1575 - Chang-Qing Lv, Chang-Feng Ma:
The iterative algorithm for solving a class of generalized coupled Sylvester-transpose equations over centrosymmetric or anti-centrosymmetric matrix. 1576-1594 - Saman Babaie-Kafaki:
A hybrid scaling parameter for the scaled memoryless BFGS method based on the ℓ∞ matrix norm. 1595-1602 - Huai-An Diao, Tong-Yu Zhou:
Backward error and condition number analysis for the indefinite linear least squares problem. 1603-1622 - Michael Roberts, Ke Chen, Klaus L. Irion:
Multigrid algorithm based on hybrid smoothers for variational and selective segmentation models. 1623-1647 - Hua Zheng, Seakweng Vong, Ling Liu:
The relaxation modulus-based matrix splitting iteration method for solving a class of nonlinear complementarity problems. 1648-1667 - Fangfang Xu, Ruiyang Deng:
Fast algorithms for sparse inverse covariance estimation. 1668-1686
Volume 96, Number 9, 2019
- José L. Hueso, Eulalia Martínez, Carles Teruel:
Multipoint efficient iterative methods and the dynamics of Ostrowski's method. 1687-1701
- Yan-Li Huang, Shun-Yan Ren, Jigang Wu, Bei-Bei Xu:
Passivity and synchronization of switched coupled reaction-diffusion neural networks with non-delayed and delayed couplings. 1702-1722 - Enqiang Zhu, Zepeng Li, Zehui Shao, Jin Xu:
Construction of acyclically 4-colourable planar triangulations with minimum degree 4. 1723-1734 - Marco Di Francesco, Sidy Diop, Andrea Pascucci:
CDS calibration under an extended JDCEV model. 1735-1751 - Yu Yang, Jinling Zhou:
Global stability of a discrete virus dynamics model with diffusion and general infection function. 1752-1762 - R. Ponalagusamy, S. Priyadharshini:
A numerical model on pulsatile flow of magnetic nanoparticles as drug carrier suspended in Herschel-Bulkley fluid through an arterial stenosis under external magnetic field and body force. 1763-1786 - Jinkui Liu, J. L. Xu, L. Q. Zhang:
Partially symmetrical derivative-free Liu-Storey projection method for convex constrained equations. 1787-1798 - Daniele Bertaccini, Marina Popolizio, Fabio Durastante:
Efficient approximation of functions of some large matrices by partial fraction expansions. 1799-1817 - Samane Qasemi, Davoud Rostamy:
New local discontinuous Galerkin method for a fractional time diffusion wave equation. 1818-1838 - Xue-Wei Yan, Shou-Fu Tian, Xiu-Bin Wang, Tian-Tian Zhang:
Solitons to rogue waves transition, lump solutions and interaction solutions for the (3+1)-dimensional generalized B-type Kadomtsev-Petviashvili equation in fluid dynamics. 1839-1848 - Senol Kartal, Fuat Gurcan:
Discretization of conformable fractional differential equations by a piecewise constant approximation. 1849-1860 - T. A. Biala:
Second-order predictor-corrector schemes for nonlinear distributed-order space-fractional differential equations with non-smooth initial data. 1861-1878 - Dingwen Deng, Jianqiang Xie, Yaolin Jiang, Dong Liang:
A second-order box solver for nonlinear delayed convection-diffusion equations with Neumann boundary conditions. 1879-1898
Volume 96, Number 10, 2019
- Mian Ilyas Ahmad, Peter Benner, Lihong Feng:
A new two-sided projection technique for model reduction of quadratic-bilinear descriptor systems. 1899-1909 - Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén:
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. 1910-1923 - Ting Wang, Zexian Liu, Hongwei Liu:
A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization. 1924-1942 - Qianglian Huang, Saijie Chen, Zhirong Guo, Lanping Zhu:
Regular factorizations and perturbation analysis for the core inverse of linear operators in Hilbert spaces. 1943-1956 - Shuiping Yang:
Numerical simulation for the two-dimensional and three-dimensional Riesz space fractional diffusion equations with delay and a nonlinear reaction term. 1957-1978 - Weiwei Wang, Hongwei Liu, Hongmei Bi:
A modified infeasible interior-point algorithm with full-Newton step for semidefinite optimization. 1979-1992 - Michael Chapwanya, Olaoluwa Ayodeji Jejeniwa, Appanah Rao Appadu, Jean M.-S. Lubuma:
An explicit nonstandard finite difference scheme for the FitzHugh-Nagumo equations. 1993-2009 - Chuanjun Chen, Xiaoyan Zhang, Guodong Zhang, Yuanyuan Zhang:
A two-grid finite element method for nonlinear parabolic integro-differential equations. 2010-2023 - Qi Han, Rui Cao, Jin Liu, Junjian Huang, Jun Yi, Chao Liu, Tengfei Weng:
Analysis of associative memories based on cellular neural networks with value-varying templates. 2024-2038 - Kareem T. Elgindy, Bülent Karasözen:
High-order integral nodal discontinuous Gegenbauer-Galerkin method for solving viscous Burgers' equation. 2039-2078 - L. Zhuo, Daniel Lesnic, Mansur I. Ismailov, Ibrahim Tekin, S. Meng:
Determination of the time-dependent reaction coefficient and the heat flux in a nonlinear inverse heat conduction problem. 2079-2099
- Yu-Lan Wang, Lina Jia, Hao-lu zhang:
Numerical solution for a class of space-time fractional equation by the piecewise reproducing kernel method. 2100-2111
Volume 96, Number 11, 2019
Prefaces
- Matthias Ehrhardt, Maria do Rosário Grossinho, Manuel Guerra, João Janela, Choi-Hong Lai, Daniel Sevcovic, Carlos Vázquez:
Preface. 2113-2114
- Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov:
Efficient finite difference method for optimal portfolio in a power utility regime-switching model. 2115-2134 - Gemma Colldeforns-Papiol, Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Quantifying credit portfolio losses under multi-factor models. 2135-2156 - Iñigo Arregui, Beatriz Salvador, Carlos Vázquez:
A Monte Carlo approach to American options pricing including counterparty risk. 2157-2176 - Jan Pospisil, Vladimír Svígler:
Isogeometric analysis in option pricing. 2177-2200 - Choi-Hong Lai:
Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps. 2201-2208 - Lech A. Grzelak:
The collocating local volatility framework - a fresh look at efficient pricing with smile. 2209-2228 - João Janela, João Guerra, Gilson Silva:
Option pricing under a jump-telegraph diffusion model with jumps of random size. 2229-2244 - Stefan N. Singor, Eric Schols, Cornelis W. Oosterlee:
Approximation of insurance liability contracts using radial basis functions. 2245-2271 - Ki Wai Chau, Cornelis W. Oosterlee:
Stochastic grid bundling method for backward stochastic differential equations. 2272-2301
- Kathrin Glau, Mirco Mahlstedt:
Improved error bound for multivariate Chebyshev polynomial interpolation. 2302-2314
Volume 96, Number 12, 2019
- Abdul Khaliq, Choi-Hong Lai, Qin Sheng:
Editors' Report. 2315-2316
- Fredrik Berntsson, Vladimir A. Kozlov, Dennis Wokiyi:
Solvability of a non-linear Cauchy problem for an elliptic equation. 2317-2333 - Xinxin Wei, Luming Zhang, Shanshan Wang, Feng Liao:
An efficient split-step compact finite difference method for the coupled Gross-Pitaevskii equations. 2334-2351 - Qi Wang, Xiaoming Wang:
Stability of θ-schemes for partial differential equations with piecewise constant arguments of alternately retarded and advanced type. 2352-2370 - Fei Xu:
A full multigrid method for the Steklov eigenvalue problem. 2371-2386 - Ying Wang, Liquan Mei:
A conservative spectral Galerkin method for the coupled nonlinear space-fractional Schrödinger equations. 2387-2410 - Yonghui Qin, Shan Li, Jingliang Li, Qiaoling Li:
Multidomain Legendre-Galerkin Chebyshev collocation least squares method for one-dimensional problems with two nonhomogeneous jump conditions. 2411-2422 - Jingyun Wang, Sanyang Liu:
A novel discrete particle swarm optimization algorithm for solving bayesian network structures learning problem. 2423-2440 - Kemal Dinçer Dingeç:
Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions. 2441-2460 - Kaili Zhang, Haibin Zhang, Pengfei Zhao, Xueyong Wang:
An iterative scheme for testing the positive definiteness of multivariate homogeneous forms. 2461-2472 - Gang Yang, Luogen Yao, Ruyun Chen:
Numerical evaluation of oscillatory-singular integrals. 2473-2486 - Li-Ping Wang, Yi-Ming Chen, Da-Yan Liu, Driss Boutat:
Numerical algorithm to solve generalized fractional pantograph equations with variable coefficients based on shifted Chebyshev polynomials. 2487-2510 - Juan Ignacio García-García, Daniel Marín-Aragón, María Angeles Moreno-Frías:
Factorizations of the same length in numerical semigroups. 2511-2521 - Chenglong Xu, Feng Yang, Yongchao Sun:
An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting. 2522-2532 - Said Mesloub, M. R. Abo Elrish, Saleem A. Obaidat:
Well posedness and numerical solution for a non-local pseudohyperbolic initial boundary value problem. 2533-2547 - Arsalan Rahmani:
The multiple trip vehicle routing problem with backhauls in random fuzzy environment: using (α, β)-cost minimization model under the Hurwicz criterion. 2548-2566 - Kokulan Natkunam, Yang Hai, Erwin George, Choi-Hong Lai, Li Liu:
Simultaneous estimation of tracer kinetic model parameters using analytical and inverse approaches with a hybrid method. 2567-2579
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