quadratic spline collocation Recently Published Documents

Fractional Diffusion Equations ◽

Liouville Space ◽

A compact quadratic spline collocation method for the time-fractional Black–Scholes model

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-020-01439-z ◽

2020 ◽

Author(s):

Zhaowei Tian ◽

Shuying Zhai ◽

Haifeng Ji ◽

Zhifeng Weng

Keyword(s):

Collocation Method ◽

Spline Collocation ◽

Quadratic Spline ◽

Black Scholes Model ◽

Black Scholes ◽

A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.03.048 ◽

2019 ◽

Vol 360 ◽

pp. 138-156 ◽

Cited By ~ 11

Author(s):

Jun Liu ◽

Hongfei Fu ◽

Hong Wang ◽

Xiaochao Chai

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Fractional Partial Differential Equations ◽

Spline Collocation ◽

Partial Differential ◽

Quadratic Spline ◽

Stability and convergence analysis of the quadratic spline collocation method for time-dependent fractional diffusion equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.10.046 ◽

2019 ◽

Vol 346 ◽

pp. 633-648 ◽

Cited By ~ 1

Author(s):

Jun Liu ◽

Hongfei Fu ◽

Xiaochao Chai ◽

Yanan Sun ◽

Hui Guo

Keyword(s):

Convergence Analysis ◽

Collocation Method ◽

Fractional Diffusion ◽

Time Dependent ◽

Diffusion Equations ◽

Stability And Convergence ◽

Spline Collocation ◽

Quadratic Spline ◽

Fractional Diffusion Equations ◽

A quadratic spline collocation method for the Dirichlet biharmonic problem

Numerical Algorithms ◽

10.1007/s11075-019-00676-z ◽

2019 ◽

Vol 83 (1) ◽

pp. 165-199 ◽

Cited By ~ 1

Author(s):

Bernard Bialecki ◽

Graeme Fairweather ◽

Andreas Karageorghis ◽

Jonathan Maack

Keyword(s):

Collocation Method ◽

Spline Collocation ◽

Quadratic Spline ◽

Biharmonic Problem ◽

Quadratic spline collocation method and efficient preconditioner for the Helmholtz equation with the Sommerfeld boundary conditions

Japan Journal of Industrial and Applied Mathematics ◽

10.1007/s13160-016-0225-9 ◽

2016 ◽

Vol 33 (3) ◽

pp. 701-720

Author(s):

Wei-Hua Luo ◽

Ting-Zhu Huang ◽

Liang Li ◽

Hou-Biao Li ◽

Xian-Ming Gu

Keyword(s):

Boundary Conditions ◽

Helmholtz Equation ◽

Collocation Method ◽

Spline Collocation ◽

Quadratic Spline ◽

Numerical solution of fractional bioheat equation by quadratic spline collocation method

10.22436/jnsa.009.07.09 ◽

2016 ◽

Vol 09 (07) ◽

pp. 5061-5072 ◽

Cited By ~ 6

Author(s):

Yanmei Qin ◽

Kaiteng Wu

Keyword(s):

Numerical Solution ◽

Collocation Method ◽

Spline Collocation ◽

Bioheat Equation ◽

Quadratic Spline ◽

Option pricing in jump diffusion models with quadratic spline collocation

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.12.045 ◽

2016 ◽

Vol 279 ◽

pp. 28-42 ◽

Cited By ~ 3

Author(s):

Christina C. Christara ◽

Nat Chun-Ho Leung

Keyword(s):

Option Pricing ◽

Jump Diffusion ◽

Diffusion Models ◽

Spline Collocation ◽

Quadratic Spline ◽

Quadratic spline collocation method for the time fractional subdiffusion equation

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.12.020 ◽

2016 ◽

Vol 276 ◽

pp. 252-265 ◽

Cited By ~ 4

Author(s):

Wei-Hua Luo ◽

Ting-Zhu Huang ◽

Guo-Cheng Wu ◽

Xian-Ming Gu

Keyword(s):

Collocation Method ◽

Spline Collocation ◽

Quadratic Spline ◽

Subdiffusion Equation ◽

Quadratic spline collocation and parareal deferred correction method for parabolic PDEs

10.1063/1.4951867 ◽

2016 ◽

Cited By ~ 1

Author(s):

Jun Liu ◽

Yan Wang ◽

Rongjian Li

Keyword(s):

Correction Method ◽

Spline Collocation ◽

Parabolic Pdes ◽

Quadratic Spline ◽

Deferred Correction ◽