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在“Elsevier电子期刊”中，命中：924条，耗时：小于0.01 秒

在所有数据库中总计命中：268条

1.Model risk and discretisation of locally risk-minimising strategies

作者：Xianming Sun^a ; ^b ; ^{Xianming.Sun@hotmail.com" class="auth_mail" title="E-mail the corresponding author} ; Thorsten Schulz^c ; ^{t.schulz@tum.de" class="auth_mail" title="E-mail the corresponding author} ; Asma Khedher^d ; ^{A.Khedher@uva.nl" class="auth_mail" title="E-mail the corresponding author} ; Michè ; le Vanmaele^b ; ^{Michele.Vanmaele@ugent.be" class="auth_mail" title="E-mail the corresponding author}

关键词：Quadratic hedging strategies ; Backward stochastic differential equations ; Jump&ndash ; diffusions

刊名：Journal of Computational and Applied Mathematics

出版年：2017

2.High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance

作者：Christian Hendricks ; ^{hendricks@math.uni-wuppertal.de} ; Christof Heuer ^{heuer.chr@googlemail.com} ; Matthias Ehrhardt ^{ehrhardt@math.uni-wuppertal.de} ; Michael Gü ; nther ^{guenther@math.uni-wuppertal.de}

关键词：High-order-scheme ; Sparse grids ; Combination technique ; Alternating direction implicit ; Basket option

刊名：Journal of Computational and Applied Mathematics

出版年：2017

3.Advances in the flux-coordinate independent approach

作者：Andreas Stegmeir^a ; ^{Andreas.Stegmeir@ipp.mpg.de} ; Omar Maj^a ; David Coster^a ; Karl Lackner^a ; Markus Held^b ; Matthias Wiesenberger^b

关键词：Flux-coordinate independent approach ; Field line map ; Support operator method

刊名：Computer Physics Communications

出版年：2017

4.Modelling of multilayer actuator layers by homogenisation technique using Digimat software

作者：Tomasz Trzepieciński^a ; ^{tomtrz@prz.edu.pl} ; Grażyna Ryzińska^a ; Mojtaba Biglar^a ; Magdalena Gromada^b

关键词：Barium titanate ; Ceramic ; Digimat ; Homogenisation ; Microstructure

刊名：Ceramics International

出版年：2017

5.Adaptive multiresolution semi-Lagrangian discontinuous Galerkin methods for the Vlasov equations

作者：N. Besse^a ; ^b ; ^{nicolas.besse@oca.eu} ; E. Deriaz^b ; É ; . Madaule^b ; ^{eric.madaule@univ-lorraine.fr}

关键词：Vlasov&ndash ; Poisson ; Discontinuous Galerkin methods ; Multi-wavelets ; Multiresolution analysis ; Semi-Lagrangian methods ; Adaptive mesh refinement

刊名：Journal of Computational Physics

出版年：2017

6.A superconvergent partial differential equation approach to price variance swaps under regime switching models

作者：Mehzabeen Jumanah Dilloo ; Dé ; siré ; Yannick Tangman ; ^{y.tangman@uom.ac.mu}

关键词：35G61 ; 91B25 ; 65M06

刊名：Journal of Computational and Applied Mathematics

出版年：2017

7.OpenSBLI: A framework for the automated derivation and parallel execution of finite difference solvers on a range of computer architectures

作者：Christian T. Jacobs ; ^{C.T.Jacobs@soton.ac.uk}Author Vitae ; Satya P. JammyAuthor Vitae ; Neil D. SandhamAuthor Vitae

关键词：High-Performance Computing ; Code generation ; Computational Fluid Dynamics ; Finite difference methods ; Graphics processing units

刊名：Journal of Computational Science

出版年：2017

8.Interaction of fluid-solid-geomembrane by the material point method

作者：Fursan Hamad^a ; ^{fursan.hamad@igs.uni-stuttgart.de" class="auth_mail" title="E-mail the corresponding author} ; ; Zdzisław Więckowski^b ; Christian Moormann^a

关键词：Material point method ; Fluid&ndash ; solid&ndash ; geomebrane interaction ; Geo-container installation

刊名：Computers and Geotechnics

出版年：2017

9.Discretisation of FBSDEs driven by càdlàg martingales

作者：Asma Khedher^a ; ^{A.Khedher@uva.nl" class="auth_mail" title="E-mail the corresponding author} ; Michè ; le Vanmaele^b ; ^{michele.vanmaele@ugent.be" class="auth_mail" title="E-mail the corresponding author}

关键词：Jump processes ; Time-discretisation ; Semimartingale ; FBSDE ; Galtchouck&ndash ; Kunita&ndash ; Watanabe decomposition

刊名：Journal of Mathematical Analysis and Applications

出版年：2016

10.Comparisons of p-adaptation strategies based on truncation- and discretisation-errors for high order discontinuous Galerkin methods

作者：Moritz Kompenhans ^{moritz.kompenhans@upm.es" class="auth_mail" title="E-mail the corresponding author} ; Gonzalo Rubio ; ^{g.rubio@upm.es" class="auth_mail" title="E-mail the corresponding author} ; Esteban Ferrer ^{esteban.ferrer@upm.es" class="auth_mail" title="E-mail the corresponding author} ; Eusebio Valero ^{eusebio.valero@upm.es" class="auth_mail" title="E-mail the corresponding author}

关键词：Anisotropic p-adaptation ; High order discontinuous Galerkin ; Tau-estimation (τ-estimation) ; Truncation error ; Discretisation error

刊名：Computers and Fluids

出版年：2016

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