Reisinger, Christoph; Zhang, Yufei A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates. (English) Zbl 1429.65132 SIAM J. Numer. Anal. 57, No. 4, 1625-1648 (2019). MSC: 65K15 49L25 65M12 PDFBibTeX XMLCite \textit{C. Reisinger} and \textit{Y. Zhang}, SIAM J. Numer. Anal. 57, No. 4, 1625--1648 (2019; Zbl 1429.65132) Full Text: DOI arXiv
Wang, Wansheng; Chen, Yingzi; Fang, Hua On the variable two-step IMEX BDF method for parabolic integro-differential equations with nonsmooth initial data arising in finance. (English) Zbl 1422.65189 SIAM J. Numer. Anal. 57, No. 3, 1289-1317 (2019). MSC: 65M06 65M55 65L60 91B25 91G60 65J10 65M12 35R09 45K05 65M50 PDFBibTeX XMLCite \textit{W. Wang} et al., SIAM J. Numer. Anal. 57, No. 3, 1289--1317 (2019; Zbl 1422.65189) Full Text: DOI
Christara, Christina C.; Chun-Ho Leung, Nat Analysis of quantization error in financial pricing via finite difference methods. (English) Zbl 1407.65099 SIAM J. Numer. Anal. 56, No. 3, 1731-1757 (2018). Reviewer: Christopher Policastro (Berkeley) MSC: 65M06 65M99 91G60 PDFBibTeX XMLCite \textit{C. C. Christara} and \textit{N. Chun-Ho Leung}, SIAM J. Numer. Anal. 56, No. 3, 1731--1757 (2018; Zbl 1407.65099) Full Text: DOI
Brenner, Konstantin; Cancès, Clément Improving Newton’s method performance by parametrization: the case of the Richards equation. (English) Zbl 1369.65106 SIAM J. Numer. Anal. 55, No. 4, 1760-1785 (2017). MSC: 65M08 35K65 65M12 PDFBibTeX XMLCite \textit{K. Brenner} and \textit{C. Cancès}, SIAM J. Numer. Anal. 55, No. 4, 1760--1785 (2017; Zbl 1369.65106) Full Text: DOI arXiv
Rui, Hongxing; Li, Xiaoli Stability and superconvergence of MAC scheme for Stokes equations on nonuniform grids. (English) Zbl 1362.65118 SIAM J. Numer. Anal. 55, No. 3, 1135-1158 (2017). MSC: 65N06 65N12 65N15 PDFBibTeX XMLCite \textit{H. Rui} and \textit{X. Li}, SIAM J. Numer. Anal. 55, No. 3, 1135--1158 (2017; Zbl 1362.65118) Full Text: DOI
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options. (English) Zbl 1362.65094 SIAM J. Numer. Anal. 55, No. 2, 869-891 (2017). MSC: 65M12 65M60 65K15 91G60 91G20 60G40 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., SIAM J. Numer. Anal. 55, No. 2, 869--891 (2017; Zbl 1362.65094) Full Text: DOI
Azimzadeh, P.; Forsyth, P. A. Weakly chained matrices, policy iteration, and impulse control. (English) Zbl 1338.65174 SIAM J. Numer. Anal. 54, No. 3, 1341-1364 (2016). MSC: 65K15 49J40 35F21 49J55 49M25 PDFBibTeX XMLCite \textit{P. Azimzadeh} and \textit{P. A. Forsyth}, SIAM J. Numer. Anal. 54, No. 3, 1341--1364 (2016; Zbl 1338.65174) Full Text: DOI arXiv
Coclite, G. M.; Reichmann, O.; Risebro, N. H. A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty. (English) Zbl 1336.35348 SIAM J. Numer. Anal. 54, No. 2, 588-605 (2016). Reviewer: Narahari Parhi (Bhubaneswar) MSC: 35R09 35R11 35D40 PDFBibTeX XMLCite \textit{G. M. Coclite} et al., SIAM J. Numer. Anal. 54, No. 2, 588--605 (2016; Zbl 1336.35348) Full Text: DOI