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Journal of Computational and Applied Mathematics, Volume 316
Volume 316, May 2017
- Martin Arnold, Helmut Podhaisky
, Rüdiger Weiner, Jason Frank, Willem Hundsdorfer:
Preface. 1-2 - M. Ableidinger, Evelyn Buckwar
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. 3-14 - Mian Ilyas Ahmad, Ulrike Baur
Implicit Volterra series interpolation for model reduction of bilinear systems. 15-28 - Jorge Álvarez
Numerical generation of periodic traveling wave solutions of some nonlinear dispersive wave systems. 29-39 - Sverre Anmarkrud, Anne Kværnø
Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs. 40-46 - Philipp Bader, Sergio Blanes
Symplectic integrators for the matrix Hill equation. 47-59 - Sebastiano Boscarino
On the asymptotic properties of IMEX Runge-Kutta schemes for hyperbolic balance laws. 60-73 - Marco Caliari
A splitting approach for the magnetic Schrödinger equation. 74-85 - Begoña Cano
Avoiding order reduction when integrating nonlinear Schrödinger equation with Strang method. 86-99 - Angelamaria Cardone
Exponentially fitted IMEX methods for advection-diffusion problems. 100-108 - Bertram Düring
High-order ADI scheme for option pricing in stochastic volatility models. 109-121 - Stéphane Descombes, Stéphane Lanteri, Ludovic Moya:
Temporal convergence analysis of a locally implicit discontinuous Galerkin time domain method for electromagnetic wave propagation in dispersive media. 122-132 - Tanja Göckler, Volker Grimm
Acceleration of contour integration techniques by rational Krylov subspace methods. 133-142 - Severiano González-Pinto
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs. 143-160 - Elena Celledoni, Eirik Hoel Høiseth:
The averaged Lagrangian method. 161-174 - Christian Hendricks, Christof Heuer, Matthias Ehrhardt
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. 175-194 - Dörte Jando:
Efficient goal-oriented global error estimators for BDF methods using discrete adjoints. 195-212 - T. Jax, Gerhard Steinebach
Generalized ROW-type methods for solving semi-explicit DAEs of index-1. 213-228 - Gijs L. Kooij, Mike A. Botchev, Bernard J. Geurts:
A block Krylov subspace implementation of the time-parallel Paraexp method and its extension for nonlinear partial differential equations. 229-246 - Patrick Krämer, Katharina Schratz:
Efficient time integration of the Maxwell-Klein-Gordon equation in the non-relativistic limit regime. 247-259 - Maria V. Kulikova
NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models. 260-270 - Roswitha März:
New answers to an old question in the theory of differential-algebraic equations: Essential underlying ODE versus inherent ODE. 271-286 - Fatemeh Mohammadi
Runge-Kutta restarters for multistep methods in presence of frequent discontinuities. 287-297 - Helia Niroomand Rad:
Operator index reduction in electromagnetism. 298-306 - Roland Pulch:
A Hankel norm for quadrature rules solving random linear dynamical systems. 307-318 - Bernhard A. Schmitt
Efficient A-stable peer two-step methods. 319-329 - Dirk Schröder, Alf Gerisch
Space-time adaptive linearly implicit peer methods for parabolic problems. 330-344 - Jan Kleinert
Nonsmooth Contact Dynamics for the large-scale simulation of granular material. 345-357 - Behnam Soleimani, Rüdiger Weiner:
A class of implicit peer methods for stiff systems. 358-368 - Tino Soll, Roland Pulch:
Sample selection based on sensitivity analysis in parameterized model order reduction. 369-379 - Rüdiger Weiner, Gennady Y. Kulikov
New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations. 380-391
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