Chen, Liang; Chen, Yaru; Li, Qiuqi; Zhang, Zhiwen Stochastic domain decomposition based on variable-separation method. (English) Zbl 07822170 Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116538, 19 p. (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{L. Chen} et al., Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116538, 19 p. (2024; Zbl 07822170) Full Text: DOI arXiv
Lang, Annika; Ljung, Per; Målqvist, Axel Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation. (English) Zbl 07813974 Multiscale Model. Simul. 22, No. 1, 204-229 (2024). MSC: 65C30 65M12 65M60 60H35 60H15 65C05 PDFBibTeX XMLCite \textit{A. Lang} et al., Multiscale Model. Simul. 22, No. 1, 204--229 (2024; Zbl 07813974) Full Text: DOI arXiv
Zheng, Zhibao; Néron, David; Nackenhorst, Udo A stochastic LATIN method for stochastic and parameterized elastoplastic analysis. (English) Zbl 07796656 Comput. Methods Appl. Mech. Eng. 419, Article ID 116613, 26 p. (2024). MSC: 60-XX 65-XX PDFBibTeX XMLCite \textit{Z. Zheng} et al., Comput. Methods Appl. Mech. Eng. 419, Article ID 116613, 26 p. (2024; Zbl 07796656) Full Text: DOI arXiv
Sun, Yizhi; Sun, Zhilin Generating probability distributions on intervals and spheres: convex decomposition. (English) Zbl 07784344 Comput. Math. Appl. 154, 12-23 (2024). MSC: 65N30 43A35 11H06 60F05 65M60 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{Z. Sun}, Comput. Math. Appl. 154, 12--23 (2024; Zbl 07784344) Full Text: DOI
Hou, Bingrui; Yuan, Maoqin; Huang, Pengzhan Fully discrete scheme for a time-dependent Ginzburg-Landau equation in macromolecular microsphere composite hydrogels. (English) Zbl 07783930 Comput. Math. Appl. 151, 127-133 (2023). MSC: 65M12 65M06 65M60 35Q35 60F10 PDFBibTeX XMLCite \textit{B. Hou} et al., Comput. Math. Appl. 151, 127--133 (2023; Zbl 07783930) Full Text: DOI
Li, Sijing; Zhang, Cheng; Zhang, Zhiwen; Zhao, Hongkai A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems. (English) Zbl 1517.62030 Stat. Comput. 33, No. 4, Paper No. 90, 16 p. (2023). MSC: 62-08 35R60 60J22 65C05 65N21 65N30 78M34 PDFBibTeX XMLCite \textit{S. Li} et al., Stat. Comput. 33, No. 4, Paper No. 90, 16 p. (2023; Zbl 1517.62030) Full Text: DOI arXiv
Nokrane, Ahmed; Alaa, Nour Eddine; Aqel, Fatima Fourth-order nonlinear degenerate problem for image decomposition. (English) Zbl 1521.35212 SN Partial Differ. Equ. Appl. 4, No. 4, Paper No. 31, 25 p. (2023). MSC: 35R35 35K52 35K59 35K65 49J40 60G40 PDFBibTeX XMLCite \textit{A. Nokrane} et al., SN Partial Differ. Equ. Appl. 4, No. 4, Paper No. 31, 25 p. (2023; Zbl 1521.35212) Full Text: DOI
Rasouli, Mansoureh; Fariborzi Araghi, Mohammad Ali; Damercheli, Tayebe Approximate techniques to solve the partial integro-differential equation arising in operational risk: Adomian decomposition method. (English) Zbl 07695258 Math. Sci., Springer 17, No. 1, 43-49 (2023). MSC: 65-XX 41Axx 60Hxx 45Kxx PDFBibTeX XMLCite \textit{M. Rasouli} et al., Math. Sci., Springer 17, No. 1, 43--49 (2023; Zbl 07695258) Full Text: DOI
Soukarieh, Inass; Bouzebda, Salim Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain. (English) Zbl 1521.60036 J. Multivariate Anal. 195, Article ID 105143, 25 p. (2023). MSC: 60J05 60F05 60F15 60K05 62G09 PDFBibTeX XMLCite \textit{I. Soukarieh} and \textit{S. Bouzebda}, J. Multivariate Anal. 195, Article ID 105143, 25 p. (2023; Zbl 1521.60036) Full Text: DOI
Ghorbel, Emna; Kammoun, Kaouthar; Louati, Mahdi; Sallem, Akram Estimation of the parameters of a Wishart extension on symmetric matrices. (English) Zbl 1524.62255 J. Korean Stat. Soc. 51, No. 4, 1071-1089 (2022). MSC: 62H12 60B20 PDFBibTeX XMLCite \textit{E. Ghorbel} et al., J. Korean Stat. Soc. 51, No. 4, 1071--1089 (2022; Zbl 1524.62255) Full Text: DOI
Soodan, Bhavneet Singh; Kumar, Rakesh A single server queuing system with correlated reneging and feedback of served customers. (English) Zbl 07571137 Commun. Stat., Theory Methods 51, No. 18, 6461-6475 (2022). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{B. S. Soodan} and \textit{R. Kumar}, Commun. Stat., Theory Methods 51, No. 18, 6461--6475 (2022; Zbl 07571137) Full Text: DOI
Aretaki, Aikaterini; Karatzas, Efthymios N. Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements. (English) Zbl 1493.65187 J. Comput. Appl. Math. 412, Article ID 114286, 19 p. (2022). MSC: 65N30 65C05 65N55 65F08 65F10 65F50 65N15 49M41 60H30 35R11 PDFBibTeX XMLCite \textit{A. Aretaki} and \textit{E. N. Karatzas}, J. Comput. Appl. Math. 412, Article ID 114286, 19 p. (2022; Zbl 1493.65187) Full Text: DOI arXiv
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Asymptotic analysis of higher-order scattering transform of Gaussian processes. (English) Zbl 1492.60142 Electron. J. Probab. 27, Paper No. 48, 27 p. (2022). MSC: 60G60 60G15 60H07 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., Electron. J. Probab. 27, Paper No. 48, 27 p. (2022; Zbl 1492.60142) Full Text: DOI arXiv
Gao, Wei; Veeresha, Pundikala; Prakasha, Doddabhadrappla Gowda; Baskonus, Haci Mehmet New numerical simulation for fractional Benney-Lin equation arising in falling film problems using two novel techniques. (English) Zbl 07777696 Numer. Methods Partial Differ. Equations 37, No. 1, 210-243 (2021). MSC: 65M99 44A10 60J65 33E12 76A20 35R60 35Q35 PDFBibTeX XMLCite \textit{W. Gao} et al., Numer. Methods Partial Differ. Equations 37, No. 1, 210--243 (2021; Zbl 07777696) Full Text: DOI
Zahri, M. Numerical solution of stochastic partial differential systems with additive noise on overlapping subdomains. (English) Zbl 1499.65719 J. Numer. Math. Stoch. 12, No. 1, 55-74 (2021). MSC: 65N55 60H15 65D05 PDFBibTeX XMLCite \textit{M. Zahri}, J. Numer. Math. Stoch. 12, No. 1, 55--74 (2021; Zbl 1499.65719) Full Text: Link
Xiong, Meixin; Chen, Liuhong; Ming, Ju; Shin, Jaemin Accelerating the Bayesian inference of inverse problems by using data-driven compressive sensing method based on proper orthogonal decomposition. (English) Zbl 1484.65033 Electron. Res. Arch. 29, No. 5, 3383-3403 (2021). MSC: 65D15 65N21 62F15 60H15 PDFBibTeX XMLCite \textit{M. Xiong} et al., Electron. Res. Arch. 29, No. 5, 3383--3403 (2021; Zbl 1484.65033) Full Text: DOI
Lu, Junxiang; Su, Jin A domain decomposition method for the Navier-Stokes equations with stochastic input. (English) Zbl 1476.60110 Comput. Appl. Math. 40, No. 5, Paper No. 160, 13 p. (2021). MSC: 60H35 60H15 PDFBibTeX XMLCite \textit{J. Lu} and \textit{J. Su}, Comput. Appl. Math. 40, No. 5, Paper No. 160, 13 p. (2021; Zbl 1476.60110) Full Text: DOI
Nagy, Shady Ahmed; El-Beltagy, Mohamed A.; Wafa, Mohamed Multilevel Monte Carlo by using the Halton sequence. (English) Zbl 1454.65003 Monte Carlo Methods Appl. 26, No. 3, 193-203 (2020). MSC: 65C05 65M55 34K50 60H10 65C10 65C30 PDFBibTeX XMLCite \textit{S. A. Nagy} et al., Monte Carlo Methods Appl. 26, No. 3, 193--203 (2020; Zbl 1454.65003) Full Text: DOI
Moutsinga, Claude Rodrigue Bambe; Pindza, Edson; Maré, Eben A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models. (English) Zbl 1453.65361 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020). Reviewer: Bülent Karasözen (Ankara) MSC: 65M70 65M22 65M12 44A15 35R09 45K05 91G20 91G60 60G55 PDFBibTeX XMLCite \textit{C. R. B. Moutsinga} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020; Zbl 1453.65361) Full Text: DOI
Liu, Xing; Deng, Weihua Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise. (English) Zbl 07229474 J. Sci. Comput. 84, No. 1, Paper No. 21, 28 p. (2020). MSC: 65C30 60H15 65M60 65N30 35R11 PDFBibTeX XMLCite \textit{X. Liu} and \textit{W. Deng}, J. Sci. Comput. 84, No. 1, Paper No. 21, 28 p. (2020; Zbl 07229474) Full Text: DOI arXiv
Golubev, G. K. On adaptive estimation of linear functionals from observations against white noise. (English. Russian original) Zbl 1460.62210 Probl. Inf. Transm. 56, No. 2, 185-200 (2020); translation from Probl. Peredachi Inf. 56, No. 2, 95-111 (2020). MSC: 62R10 62H12 62J05 62B10 62M05 62M15 60H40 PDFBibTeX XMLCite \textit{G. K. Golubev}, Probl. Inf. Transm. 56, No. 2, 185--200 (2020; Zbl 1460.62210); translation from Probl. Peredachi Inf. 56, No. 2, 95--111 (2020) Full Text: DOI
Gnewuch, M.; Wnuk, M. Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration. (English) Zbl 1434.41028 J. Approx. Theory 251, Article ID 105342, 29 p. (2020). MSC: 41A63 60H25 68W20 PDFBibTeX XMLCite \textit{M. Gnewuch} and \textit{M. Wnuk}, J. Approx. Theory 251, Article ID 105342, 29 p. (2020; Zbl 1434.41028) Full Text: DOI arXiv
Zheng, Guangqu A Peccati-Tudor type theorem for Rademacher chaoses. (English) Zbl 1506.60036 ESAIM, Probab. Stat. 23, 874-892 (2019). MSC: 60F05 60B10 60H07 PDFBibTeX XMLCite \textit{G. Zheng}, ESAIM, Probab. Stat. 23, 874--892 (2019; Zbl 1506.60036) Full Text: DOI arXiv
Kataria, K. K.; Vellaisamy, P. Adomian decomposition method and fractional Poisson processes: a survey. (English) Zbl 1448.60091 Daftardar-Gejji, Varsha (ed.), Fractional calculus and fractional differential equations. Singapore: Birkhäuser. Trends Math., 17-39 (2019). MSC: 60G22 60G55 60H25 33C05 60G50 60G51 60-02 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{P. Vellaisamy}, in: Fractional calculus and fractional differential equations. Singapore: Birkhäuser. 17--39 (2019; Zbl 1448.60091) Full Text: DOI
Shi, Xuejun; Feng, Qun; Tian, Dejian; Jiang, Long Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon. (Chinese. English summary) Zbl 1438.60050 Chin. Ann. Math., Ser. A 40, No. 2, 211-230 (2019). MSC: 60F25 60H10 PDFBibTeX XMLCite \textit{X. Shi} et al., Chin. Ann. Math., Ser. A 40, No. 2, 211--230 (2019; Zbl 1438.60050) Full Text: DOI
Döbler, Christian; Peccati, Giovanni Quantitative CLTs for symmetric \(U\)-statistics using contractions. (English) Zbl 1442.60034 Electron. J. Probab. 24, Paper No. 5, 43 p. (2019). MSC: 60F05 60D05 62G99 PDFBibTeX XMLCite \textit{C. Döbler} and \textit{G. Peccati}, Electron. J. Probab. 24, Paper No. 5, 43 p. (2019; Zbl 1442.60034) Full Text: DOI arXiv Euclid
Raissi, M.; Seshaiyer, P. Application of local improvements to reduced-order models to sampling methods for nonlinear PDEs with noise. (English) Zbl 1499.65590 Int. J. Comput. Math. 95, No. 5, 870-880 (2018). MSC: 65M75 65M70 65M60 65C05 65M99 60H15 35R60 PDFBibTeX XMLCite \textit{M. Raissi} and \textit{P. Seshaiyer}, Int. J. Comput. Math. 95, No. 5, 870--880 (2018; Zbl 1499.65590) Full Text: DOI
Nazarov, Anatoly; Dammer, Diana Methods of limiting decomposition and Markovian summation in queueing system with infinite number of servers. (English) Zbl 1452.60067 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 17th international conference, ITMM 2018, named after A.F. Terpugov, and 12th workshop on retrial queues and related topics, WRQ 2018, Tomsk, Russia, September 10–15, 2018. Selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 912, 71-82 (2018). MSC: 60K25 PDFBibTeX XMLCite \textit{A. Nazarov} and \textit{D. Dammer}, Commun. Comput. Inf. Sci. 912, 71--82 (2018; Zbl 1452.60067) Full Text: DOI
Desai, Ajit; Khalil, Mohammad; Pettit, Chris; Poirel, Dominique; Sarkar, Abhijit Scalable domain decomposition solvers for stochastic PDEs in high performance computing. (English) Zbl 1440.65264 Comput. Methods Appl. Mech. Eng. 335, 194-222 (2018). MSC: 65N55 35R60 60H15 65N75 PDFBibTeX XMLCite \textit{A. Desai} et al., Comput. Methods Appl. Mech. Eng. 335, 194--222 (2018; Zbl 1440.65264) Full Text: DOI Link
Chung, Eric T.; Efendiev, Yalchin; Leung, Wing Tat; Zhang, Zhiwen Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients. (English) Zbl 1415.65251 J. Comput. Phys. 371, 606-617 (2018). MSC: 65N30 65N55 65N15 60H15 35J15 35R60 PDFBibTeX XMLCite \textit{E. T. Chung} et al., J. Comput. Phys. 371, 606--617 (2018; Zbl 1415.65251) Full Text: DOI arXiv
Abdi-Mazraeh, Somayeh; Khani, Ali An efficient computational algorithm for pricing European, barrier and American options. (English) Zbl 1404.65287 Comput. Appl. Math. 37, No. 4, 4856-4876 (2018). MSC: 65N35 35R35 60H15 65N55 91G20 91G60 PDFBibTeX XMLCite \textit{S. Abdi-Mazraeh} and \textit{A. Khani}, Comput. Appl. Math. 37, No. 4, 4856--4876 (2018; Zbl 1404.65287) Full Text: DOI
Bolten, Matthias; Kahl, Karsten; Kressner, Daniel; Macedo, Francisco; Sokolović, Sonja Multigrid methods combined with low-rank approximation for tensor-structured Markov chains. (English) Zbl 1401.65031 ETNA, Electron. Trans. Numer. Anal. 48, 348-361 (2018). MSC: 65F10 65N55 15A69 65F50 60J22 PDFBibTeX XMLCite \textit{M. Bolten} et al., ETNA, Electron. Trans. Numer. Anal. 48, 348--361 (2018; Zbl 1401.65031) Full Text: DOI arXiv Link
Contreras, Andres A.; Mycek, Paul; Le Maître, Olivier P.; Rizzi, Francesco; Debusschere, Bert; Knio, Omar M. Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions. (English) Zbl 1417.65163 SIAM J. Sci. Comput. 40, No. 4, C547-C580 (2018). Reviewer: Michael Jung (Dresden) MSC: 65M55 60H15 65M70 65C05 35R60 65M60 65Y05 PDFBibTeX XMLCite \textit{A. A. Contreras} et al., SIAM J. Sci. Comput. 40, No. 4, C547--C580 (2018; Zbl 1417.65163) Full Text: DOI
Zhang, Dongkun; Babaee, Hessam; Karniadakis, George Em Stochastic domain decomposition via moment minimization. (English) Zbl 1391.60167 SIAM J. Sci. Comput. 40, No. 4, A2152-A2173 (2018). MSC: 60H35 34F05 65M55 PDFBibTeX XMLCite \textit{D. Zhang} et al., SIAM J. Sci. Comput. 40, No. 4, A2152--A2173 (2018; Zbl 1391.60167) Full Text: DOI
Kim, Sunggon Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers. (English) Zbl 1403.90242 Math. Methods Oper. Res. 87, No. 3, 411-430 (2018). MSC: 90B22 60G15 PDFBibTeX XMLCite \textit{S. Kim}, Math. Methods Oper. Res. 87, No. 3, 411--430 (2018; Zbl 1403.90242) Full Text: DOI
Döbler, Christian; Peccati, Giovanni The Gamma Stein equation and noncentral de Jong theorems. (English) Zbl 1407.60034 Bernoulli 24, No. 4B, 3384-3421 (2018). MSC: 60F05 60H07 PDFBibTeX XMLCite \textit{C. Döbler} and \textit{G. Peccati}, Bernoulli 24, No. 4B, 3384--3421 (2018; Zbl 1407.60034) Full Text: DOI arXiv Euclid
Zahri, Mostafa Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises. (English) Zbl 1390.35165 Int. J. Comput. Math. 95, No. 4, 645-685 (2018). MSC: 35K57 35R60 60H15 60H35 PDFBibTeX XMLCite \textit{M. Zahri}, Int. J. Comput. Math. 95, No. 4, 645--685 (2018; Zbl 1390.35165) Full Text: DOI
Zhao, Hong-Jie; Yang, Haijian Semismooth Newton methods with domain decomposition for American options. (English) Zbl 1461.91362 J. Comput. Appl. Math. 337, 37-50 (2018). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M55 91G20 60G40 PDFBibTeX XMLCite \textit{H.-J. Zhao} and \textit{H. Yang}, J. Comput. Appl. Math. 337, 37--50 (2018; Zbl 1461.91362) Full Text: DOI
Elman, Howard C.; Su, Tengfei A low-rank multigrid method for the stochastic steady-state diffusion problem. (English) Zbl 1390.35437 SIAM J. Matrix Anal. Appl. 39, No. 1, 492-509 (2018). MSC: 35R60 60H15 60H35 65F10 65N30 65N55 PDFBibTeX XMLCite \textit{H. C. Elman} and \textit{T. Su}, SIAM J. Matrix Anal. Appl. 39, No. 1, 492--509 (2018; Zbl 1390.35437) Full Text: DOI arXiv
Zhang, Yong The law of the iterated logarithm for LNQD sequences. (English) Zbl 1388.60075 J. Inequal. Appl. 2018, Paper No. 11, 17 p. (2018). MSC: 60F15 PDFBibTeX XMLCite \textit{Y. Zhang}, J. Inequal. Appl. 2018, Paper No. 11, 17 p. (2018; Zbl 1388.60075) Full Text: DOI
Subber, Waad; Matouš, Karel Asynchronous space-time domain decomposition method with localized uncertainty quantification. (English) Zbl 1440.65013 Comput. Methods Appl. Mech. Eng. 325, 369-394 (2017). MSC: 65C30 60G12 65N55 65N75 PDFBibTeX XMLCite \textit{W. Subber} and \textit{K. Matouš}, Comput. Methods Appl. Mech. Eng. 325, 369--394 (2017; Zbl 1440.65013) Full Text: DOI
Ozkar, Serife; Kocer, Umay Uzunoglu \(M/C_k /1\) queue model with multiple working vacations. (English) Zbl 1397.90131 Int. J. Appl. Comput. Math. 3, No. 3, 2729-2744 (2017). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{S. Ozkar} and \textit{U. U. Kocer}, Int. J. Appl. Comput. Math. 3, No. 3, 2729--2744 (2017; Zbl 1397.90131) Full Text: DOI
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi Reduced basis methods for uncertainty quantification. (English) Zbl 1400.65010 SIAM/ASA J. Uncertain. Quantif. 5, 813-869 (2017). MSC: 65C30 60H15 65N12 65N15 65N35 PDFBibTeX XMLCite \textit{P. Chen} et al., SIAM/ASA J. Uncertain. Quantif. 5, 813--869 (2017; Zbl 1400.65010) Full Text: DOI
Nouri, Kazem Study on efficiency of the Adomian decomposition method for stochastic differential equations. (English) Zbl 1387.60092 Int. J. Nonlinear Anal. Appl. 8, No. 1, 61-68 (2017). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{K. Nouri}, Int. J. Nonlinear Anal. Appl. 8, No. 1, 61--68 (2017; Zbl 1387.60092)
Jiang, Jiahua; Chen, Yanlai; Narayan, Akil Offline-enhanced reduced basis method through adaptive construction of the surrogate training set. (English) Zbl 1381.65004 J. Sci. Comput. 73, No. 2-3, 853-875 (2017). MSC: 65C30 35J25 65N15 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{J. Jiang} et al., J. Sci. Comput. 73, No. 2--3, 853--875 (2017; Zbl 1381.65004) Full Text: DOI arXiv
Kataria, K. K.; Vellaisamy, P. Saigo space-time fractional Poisson process via Adomian decomposition method. (English) Zbl 1380.60046 Stat. Probab. Lett. 129, 69-80 (2017). MSC: 60G22 60G55 26A33 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{P. Vellaisamy}, Stat. Probab. Lett. 129, 69--80 (2017; Zbl 1380.60046) Full Text: DOI arXiv
Kammoun, Kaouthar; Louati, Mahdi; Masmoudi, Afif Maximum likelihood estimator of the scale parameter for the Riesz distribution. (English) Zbl 1457.62064 Stat. Probab. Lett. 126, 127-131 (2017). MSC: 62E15 62F10 62F12 60E05 PDFBibTeX XMLCite \textit{K. Kammoun} et al., Stat. Probab. Lett. 126, 127--131 (2017; Zbl 1457.62064) Full Text: DOI
Shin, Yang Woo; Moon, Dug Hee Throughput of flow lines with unreliable parallel-machine workstations and blocking. (English) Zbl 1367.60118 J. Ind. Manag. Optim. 13, No. 2, 901-916 (2017). MSC: 60K25 90B22 68M20 90B30 PDFBibTeX XMLCite \textit{Y. W. Shin} and \textit{D. H. Moon}, J. Ind. Manag. Optim. 13, No. 2, 901--916 (2017; Zbl 1367.60118) Full Text: DOI
Döbler, Christian; Peccati, Giovanni Quantitative de Jong theorems in any dimension. (English) Zbl 1357.60023 Electron. J. Probab. 22, Paper No. 2, 35 p. (2017). MSC: 60F05 62E17 62E20 PDFBibTeX XMLCite \textit{C. Döbler} and \textit{G. Peccati}, Electron. J. Probab. 22, Paper No. 2, 35 p. (2017; Zbl 1357.60023) Full Text: DOI arXiv Euclid
Falcó, A.; Navarro, Ll.; Vázquez, C. A direct LU solver for pricing American bond options under Hull-White model. (English) Zbl 1410.91483 J. Comput. Appl. Math. 309, 442-455 (2017). MSC: 91G60 65F05 91G20 60G40 PDFBibTeX XMLCite \textit{A. Falcó} et al., J. Comput. Appl. Math. 309, 442--455 (2017; Zbl 1410.91483) Full Text: DOI
Pultarová, Ivana Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants. (English) Zbl 1443.65366 Comput. Math. Appl. 71, No. 4, 949-964 (2016). MSC: 65N30 65N22 65N55 65N75 60H35 PDFBibTeX XMLCite \textit{I. Pultarová}, Comput. Math. Appl. 71, No. 4, 949--964 (2016; Zbl 1443.65366) Full Text: DOI
Nouri, Kazem Study on stochastic differential equations via modified Adomian decomposition method. (English) Zbl 1399.60102 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 78, No. 1, 81-90 (2016). MSC: 60H10 34K05 60H35 60H05 PDFBibTeX XMLCite \textit{K. Nouri}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 78, No. 1, 81--90 (2016; Zbl 1399.60102)
Bolten, Matthias; Kahl, Karsten; Sokolović, Sonja Multigrid methods for tensor structured Markov chains with low rank approximation. (English) Zbl 1382.65028 SIAM J. Sci. Comput. 38, No. 2, A649-A667 (2016). MSC: 65C40 60J22 60J27 65F10 65F50 65N55 PDFBibTeX XMLCite \textit{M. Bolten} et al., SIAM J. Sci. Comput. 38, No. 2, A649--A667 (2016; Zbl 1382.65028) Full Text: DOI arXiv
Alvand, M. Stochastic averaging for SDEs with Hopf drift and polynomial diffusion coefficients. (English) Zbl 1412.34148 J. Linear Topol. Algebra 4, No. 2, 101-114 (2015). MSC: 34C29 60H10 60H35 15A23 PDFBibTeX XMLCite \textit{M. Alvand}, J. Linear Topol. Algebra 4, No. 2, 101--114 (2015; Zbl 1412.34148) Full Text: Link
Mao, Yong Hua; Xia, Liang Hui Spectral gap for open Jackson networks. (English) Zbl 1336.60178 Acta Math. Sin., Engl. Ser. 31, No. 12, 1879-1894 (2015). MSC: 60K25 60J27 60J28 90B22 90B15 47A75 PDFBibTeX XMLCite \textit{Y. H. Mao} and \textit{L. H. Xia}, Acta Math. Sin., Engl. Ser. 31, No. 12, 1879--1894 (2015; Zbl 1336.60178) Full Text: DOI
Malrieu, Florent Some simple but challenging Markov processes. (English. French summary) Zbl 1333.60185 Ann. Fac. Sci. Toulouse, Math. (6) 24, No. 4, 857-883 (2015). MSC: 60J75 60J25 PDFBibTeX XMLCite \textit{F. Malrieu}, Ann. Fac. Sci. Toulouse, Math. (6) 24, No. 4, 857--883 (2015; Zbl 1333.60185) Full Text: DOI arXiv
Sun, Zhe; Liu, Zhe; Yang, Xiaoqi On power penalty methods for linear complementarity problems arising from American option pricing. (English) Zbl 1321.91115 J. Glob. Optim. 63, No. 1, 165-180 (2015). MSC: 91G60 90C33 91G20 60G40 90C53 65H10 65N55 PDFBibTeX XMLCite \textit{Z. Sun} et al., J. Glob. Optim. 63, No. 1, 165--180 (2015; Zbl 1321.91115) Full Text: DOI
Teal, Paul D.; Eccles, Craig Adaptive truncation of matrix decompositions and efficient estimation of NMR relaxation distributions. (English) Zbl 1331.49040 Inverse Probl. 31, No. 4, Article ID 045010, 18 p. (2015). MSC: 49M27 90C51 60B15 PDFBibTeX XMLCite \textit{P. D. Teal} and \textit{C. Eccles}, Inverse Probl. 31, No. 4, Article ID 045010, 18 p. (2015; Zbl 1331.49040) Full Text: DOI
Giraldi, Loïc; Liu, Dishi; Matthies, Hermann G.; Nouy, Anthony To be or not to be intrusive? The solution of parametric and stochastic equations – proper generalized decomposition. (English) Zbl 1315.65056 SIAM J. Sci. Comput. 37, No. 1, A347-A368 (2015). MSC: 65K10 49J20 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{L. Giraldi} et al., SIAM J. Sci. Comput. 37, No. 1, A347--A368 (2015; Zbl 1315.65056) Full Text: DOI arXiv
Araújo Rios, Ricardo; Small, Michael; Fernandes de Mello, Rodrigo Testing for linear and nonlinear Gaussian processes in nonstationary time series. (English) Zbl 1309.60035 Int. J. Bifurcation Chaos Appl. Sci. Eng. 25, No. 1, Article ID 1550013, 19 p. (2015). MSC: 60G15 62M10 62F05 PDFBibTeX XMLCite \textit{R. Araújo Rios} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 25, No. 1, Article ID 1550013, 19 p. (2015; Zbl 1309.60035) Full Text: DOI
Fallahgoul, Hassan; Hashemiparast, S. M.; Fabozzi, Frank J.; Klebanov, L. Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions. (English) Zbl 1442.60029 J. Stat. Theory Pract. 8, No. 2, 260-282 (2014). MSC: 60E07 62E10 65C20 PDFBibTeX XMLCite \textit{H. Fallahgoul} et al., J. Stat. Theory Pract. 8, No. 2, 260--282 (2014; Zbl 1442.60029) Full Text: DOI
Biazar, J.; Goldoust, F.; Mehrdoust, F. On pricing European options under HCIR model: a comparative study. (English) Zbl 1413.91127 Adv. Model. Optim. 16, No. 3, 523-531 (2014). MSC: 91G60 65M99 91G20 60H15 PDFBibTeX XMLCite \textit{J. Biazar} et al., Adv. Model. Optim. 16, No. 3, 523--531 (2014; Zbl 1413.91127) Full Text: Link
Sun, Yifei; Kumar, Mrinal Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation. (English) Zbl 1367.65177 Comput. Math. Appl. 67, No. 10, 1960-1977 (2014). MSC: 65N35 35Q84 60H15 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{M. Kumar}, Comput. Math. Appl. 67, No. 10, 1960--1977 (2014; Zbl 1367.65177) Full Text: DOI
Lee, Jangwoon; Lee, Jeehyun; Hwang, Yoongu An optimization based domain decomposition method for PDEs with random inputs. (English) Zbl 1361.35210 Comput. Math. Appl. 68, No. 12, Part B, 2262-2276 (2014). MSC: 35R60 65N55 60H15 65N30 35J15 PDFBibTeX XMLCite \textit{J. Lee} et al., Comput. Math. Appl. 68, No. 12, Part B, 2262--2276 (2014; Zbl 1361.35210) Full Text: DOI
Brezina, Marian; Doostan, Alireza; Manteuffel, Tom; McCormick, Steve; Ruge, John Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials. (English) Zbl 1340.65007 Numer. Linear Algebra Appl. 21, No. 2, 239-255 (2014). MSC: 65C30 65F10 35J25 35R60 60H15 65N30 65N55 PDFBibTeX XMLCite \textit{M. Brezina} et al., Numer. Linear Algebra Appl. 21, No. 2, 239--255 (2014; Zbl 1340.65007) Full Text: DOI
Cheng, Huihui; Mao, Yonghua \(L^2\)-decay rate for non-ergodic Jackson network. (English) Zbl 1321.60166 Front. Math. China 9, No. 5, 1033-1049 (2014). MSC: 60J75 60K25 90B15 90B22 PDFBibTeX XMLCite \textit{H. Cheng} and \textit{Y. Mao}, Front. Math. China 9, No. 5, 1033--1049 (2014; Zbl 1321.60166) Full Text: DOI
Gao, Wujun; Mao, Yonghua Decay rate for birth and death processes in Markov environment. (Chinese. English summary) Zbl 1313.60151 J. Beijing Norm. Univ., Nat. Sci. 50, No. 3, 239-242 (2014). MSC: 60J80 60K37 PDFBibTeX XMLCite \textit{W. Gao} and \textit{Y. Mao}, J. Beijing Norm. Univ., Nat. Sci. 50, No. 3, 239--242 (2014; Zbl 1313.60151)
Shalimova, Irina A.; Sabelfeld, Karl K. Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients. (English) Zbl 1307.65013 Monte Carlo Methods Appl. 20, No. 4, 279-289 (2014). MSC: 65C30 60H15 60H35 60G60 35R60 76S05 76M35 PDFBibTeX XMLCite \textit{I. A. Shalimova} and \textit{K. K. Sabelfeld}, Monte Carlo Methods Appl. 20, No. 4, 279--289 (2014; Zbl 1307.65013) Full Text: DOI
Gordon, Andrew; Powell, Catherine E. A preconditioner for fictitious domain formulations of elliptic PDEs on uncertain parameterized domains. (English) Zbl 1307.65010 SIAM/ASA J. Uncertain. Quantif. 2, 622-646 (2014). MSC: 65C30 60H15 60H35 35R60 65N85 65F08 65N30 65N55 PDFBibTeX XMLCite \textit{A. Gordon} and \textit{C. E. Powell}, SIAM/ASA J. Uncertain. Quantif. 2, 622--646 (2014; Zbl 1307.65010) Full Text: DOI Link
Billaud-Friess, M.; Nouy, A.; Zahm, O. A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems. (English) Zbl 1305.65011 ESAIM, Math. Model. Numer. Anal. 48, No. 6, 1777-1806 (2014). MSC: 65C30 60H15 35R60 60H35 65N30 PDFBibTeX XMLCite \textit{M. Billaud-Friess} et al., ESAIM, Math. Model. Numer. Anal. 48, No. 6, 1777--1806 (2014; Zbl 1305.65011) Full Text: DOI arXiv
Liu, Jun; Sun, Hai-Wei A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes. (English) Zbl 1299.91170 Int. J. Comput. Math. 91, No. 10, 2163-2184 (2014). MSC: 91G60 91G20 65T50 60J75 65M06 65M55 65M60 65F10 PDFBibTeX XMLCite \textit{J. Liu} and \textit{H.-W. Sun}, Int. J. Comput. Math. 91, No. 10, 2163--2184 (2014; Zbl 1299.91170) Full Text: DOI
Liu, Renbin; Deng, Zhaohui; Liu, Feng Analysis of a series repairable system with multiple adaptive vacations. (Chinese. English summary) Zbl 1313.90073 J. Syst. Eng. 29, No. 1, 126-134 (2014). MSC: 90B25 62N05 60K20 90B30 PDFBibTeX XMLCite \textit{R. Liu} et al., J. Syst. Eng. 29, No. 1, 126--134 (2014; Zbl 1313.90073)
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi Comparison between reduced basis and stochastic collocation methods for elliptic problems. (English) Zbl 1301.65007 J. Sci. Comput. 59, No. 1, 187-216 (2014). MSC: 65C30 60H15 60H35 35R60 35J25 65N35 65N12 PDFBibTeX XMLCite \textit{P. Chen} et al., J. Sci. Comput. 59, No. 1, 187--216 (2014; Zbl 1301.65007) Full Text: DOI Link
Kim, Sunggon Approximate queue length distribution of a discriminatory processor sharing queue with impatient customers. (English) Zbl 1295.60103 J. Korean Stat. Soc. 43, No. 1, 105-118 (2014). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{S. Kim}, J. Korean Stat. Soc. 43, No. 1, 105--118 (2014; Zbl 1295.60103) Full Text: DOI
Mohamed, M. A.; Torky, M. Sh. A comparative study of numerical methods for solving the generalized Ito system. (English) Zbl 1295.65008 J. Egypt. Math. Soc. 22, No. 1, 102-114 (2014). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{M. A. Mohamed} and \textit{M. Sh. Torky}, J. Egypt. Math. Soc. 22, No. 1, 102--114 (2014; Zbl 1295.65008) Full Text: DOI
Cong, Cui; Cai, Xiao-Chuan; Gustafson, Karl Implicit space-time domain decomposition methods for stochastic parabolic partial differential equations. (English) Zbl 1292.65002 SIAM J. Sci. Comput. 36, No. 1, C1-C24 (2014). MSC: 65C30 60H15 60H35 35R60 65M55 65M60 65Y05 PDFBibTeX XMLCite \textit{C. Cong} et al., SIAM J. Sci. Comput. 36, No. 1, C1--C24 (2014; Zbl 1292.65002) Full Text: DOI
Rabta, Boualem A hybrid method for performance analysis of \(G/G/m\) queueing networks. (English) Zbl 1490.90097 Math. Comput. Simul. 89, 38-49 (2013). MSC: 90B22 60K25 68M20 PDFBibTeX XMLCite \textit{B. Rabta}, Math. Comput. Simul. 89, 38--49 (2013; Zbl 1490.90097) Full Text: DOI
Wang, Shusen; Zhang, Zhihua Improving CUR matrix decomposition and the Nyström approximation via adaptive sampling. (English) Zbl 1318.65023 J. Mach. Learn. Res. 14, 2729-2769 (2013). MSC: 65F30 60E15 62H99 PDFBibTeX XMLCite \textit{S. Wang} and \textit{Z. Zhang}, J. Mach. Learn. Res. 14, 2729--2769 (2013; Zbl 1318.65023) Full Text: arXiv Link
Pultarová, I. Fourier analysis of the aggregation based algebraic multigrid for stochastic matrices. (English) Zbl 1290.65030 SIAM J. Matrix Anal. Appl. 34, No. 4, 1596-1610 (2013). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 65F10 65N55 65C40 60J22 65F08 15B51 PDFBibTeX XMLCite \textit{I. Pultarová}, SIAM J. Matrix Anal. Appl. 34, No. 4, 1596--1610 (2013; Zbl 1290.65030) Full Text: DOI
Ameen, Abdullah A. Calculate the moment generating function for continuous random variable by using decomposition method. (English) Zbl 1283.60025 Int. Math. Forum 8, No. 17-20, 967-972 (2013). MSC: 60E10 PDFBibTeX XMLCite \textit{A. A. Ameen}, Int. Math. Forum 8, No. 17--20, 967--972 (2013; Zbl 1283.60025) Full Text: DOI Link
Harbrecht, Helmut; Li, Jingzhi First order second moment analysis for stochastic interface problems based on low-rank approximation. (English) Zbl 1297.65009 ESAIM, Math. Model. Numer. Anal. 47, No. 5, 1533-1552 (2013). Reviewer: François Bolley (Paris) MSC: 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{H. Harbrecht} and \textit{J. Li}, ESAIM, Math. Model. Numer. Anal. 47, No. 5, 1533--1552 (2013; Zbl 1297.65009) Full Text: DOI
Ngounda, Edgard; Patidar, Kailash C.; Pindza, Edson Contour integral method for European options with jumps. (English) Zbl 1278.91182 Commun. Nonlinear Sci. Numer. Simul. 18, No. 3, 478-492 (2013). MSC: 91G60 91G20 35R09 60J75 65M70 PDFBibTeX XMLCite \textit{E. Ngounda} et al., Commun. Nonlinear Sci. Numer. Simul. 18, No. 3, 478--492 (2013; Zbl 1278.91182) Full Text: DOI Link Link
Telek, Miklós; Vécsei, Miklós Analysis of fluid queues in saturation with additive decomposition. (English) Zbl 1274.60281 Dudin, Alexander (ed.) et al., Modern probabilistic methods for analysis of telecommunication networks. Proceedings on the Belarusian winter workshops in queueing theory, BWWQT 2013, Minsk, Belarus, January 28–31, 2013. Berlin: Springer (ISBN 978-3-642-35979-8/pbk; 978-3-642-35980-4/ebook). Communications in Computer and Information Science 356, 167-176 (2013). MSC: 60K25 60K40 PDFBibTeX XMLCite \textit{M. Telek} and \textit{M. Vécsei}, Commun. Comput. Inf. Sci. 356, 167--176 (2013; Zbl 1274.60281) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions. (English) Zbl 1280.35097 Adv. Appl. Probab. 45, No. 3, 742-772 (2013). Reviewer: Cheng He (Beijing) MSC: 35Q30 60H30 65M12 65M25 76D05 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Adv. Appl. Probab. 45, No. 3, 742--772 (2013; Zbl 1280.35097) Full Text: DOI Euclid
Bierbooms, Remco; Adan, Ivo J. B. F.; van Vuuren, Marcel Approximate performance analysis of production lines with continuous material flows and finite buffers. (English) Zbl 1266.90068 Stoch. Models 29, No. 1, 1-30 (2013). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{R. Bierbooms} et al., Stoch. Models 29, No. 1, 1--30 (2013; Zbl 1266.90068) Full Text: DOI Link
Rosseel, Eveline; Scheerlinck, Nico; Vandewalle, Stefan Newton-multigrid for biological reaction-diffusion problems with random coefficients. (English) Zbl 1265.65008 Numer. Math., Theory Methods Appl. 5, No. 1, 62-84 (2012). MSC: 65C30 65M55 35K57 35Q92 60H15 60H35 35R60 65M60 65L06 65F08 PDFBibTeX XMLCite \textit{E. Rosseel} et al., Numer. Math., Theory Methods Appl. 5, No. 1, 62--84 (2012; Zbl 1265.65008) Full Text: DOI Link
Schulte, Matthias; Thäle, Christoph The scaling limit of Poisson-driven order statistics with applications in geometric probability. (English) Zbl 1262.60031 Stochastic Processes Appl. 122, No. 12, 4096-4120 (2012). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60D05 62G32 60G55 60H07 PDFBibTeX XMLCite \textit{M. Schulte} and \textit{C. Thäle}, Stochastic Processes Appl. 122, No. 12, 4096--4120 (2012; Zbl 1262.60031) Full Text: DOI arXiv
Beutner, Eric; Zähle, Henryk Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes. (English) Zbl 1452.62190 Bernoulli 18, No. 3, 803-822 (2012). MSC: 62E20 60F05 60F17 62G20 62G30 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Bernoulli 18, No. 3, 803--822 (2012; Zbl 1452.62190) Full Text: DOI arXiv Euclid
Matthies, Hermann G.; Zander, Elmar Solving stochastic systems with low-rank tensor compression. (English) Zbl 1241.65016 Linear Algebra Appl. 436, No. 10, 3819-3838 (2012). MSC: 65C30 60H15 60H35 35R60 65N30 65N12 65F05 65F20 PDFBibTeX XMLCite \textit{H. G. Matthies} and \textit{E. Zander}, Linear Algebra Appl. 436, No. 10, 3819--3838 (2012; Zbl 1241.65016) Full Text: DOI
Khudair, Ayad R.; Ameen, Abdullah A.; Khalaf, Sanaa L. Mean square solutions of second-order random differential equations by using Adomian decomposition method. (English) Zbl 1248.65011 Appl. Math. Sci., Ruse 5, No. 49-52, 2521-2535 (2011). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{A. R. Khudair} et al., Appl. Math. Sci., Ruse 5, No. 49--52, 2521--2535 (2011; Zbl 1248.65011) Full Text: Link
Matthies, Hermann G.; Zander, Elmar Sparse representations in stochastic mechanics. (English) Zbl 1250.82003 Papadrakakis, Manolis (ed.) et al., Computational methods in stochastic dynamics. Selected papers based on the presentations at the 2nd international conference on computational methods in structural dynamics and earthquake engineering (COMPDYN 2009), and 2nd south east European conference on computational mechanics (SEECCM 2009, Rhodos, Greece, June 22–24, 2009 . New York, NY: Springer (ISBN 978-90-481-9986-0/hbk). Computational Methods in Applied Sciences (Springer) 22, 247-265 (2011). MSC: 82-08 76S05 82C31 65F08 65F20 60H15 PDFBibTeX XMLCite \textit{H. G. Matthies} and \textit{E. Zander}, in: Computational methods in stochastic dynamics. Selected papers based on the presentations at the 2nd international conference on computational methods in structural dynamics and earthquake engineering (COMPDYN 2009), and 2nd south east European conference on computational mechanics (SEECCM 2009, Rhodos, Greece, June 22--24, 2009 . New York, NY: Springer. 247--265 (2011; Zbl 1250.82003) Full Text: DOI
Kim, Sunkyo The two-moment three-parameter decomposition approximation of queueing networks with exponential residual renewal processes. (English) Zbl 1230.90064 Queueing Syst. 68, No. 2, 193-216 (2011). MSC: 90B22 90B15 60G20 PDFBibTeX XMLCite \textit{S. Kim}, Queueing Syst. 68, No. 2, 193--216 (2011; Zbl 1230.90064) Full Text: DOI
Donovan, Graham M.; Kath, William L. An iterative stochastic method for simulating large deviations and rare events. (English) Zbl 1229.78029 SIAM J. Appl. Math. 71, No. 3, 903-924 (2011). MSC: 78M31 65C05 15A18 60F10 PDFBibTeX XMLCite \textit{G. M. Donovan} and \textit{W. L. Kath}, SIAM J. Appl. Math. 71, No. 3, 903--924 (2011; Zbl 1229.78029) Full Text: DOI Link
Gzyl, Henryk; Velásquez, Yurayh Linear inverse problems. The maximum entropy connection. With CD-ROM. (English) Zbl 1255.65110 Series on Advances in Mathematics for Applied Sciences 83. Hackensack, NJ: World Scientific (ISBN 978-981-4338-77-6/hbk; 978-981-4338-78-3/ebook). xxi, 326 p. (2011). Reviewer: Robert Plato (Siegen) MSC: 65J22 65-02 60-01 65F22 65J20 65M30 65M32 65J10 44A10 44A12 65R10 45A05 65R20 44A60 65N21 PDFBibTeX XMLCite \textit{H. Gzyl} and \textit{Y. Velásquez}, Linear inverse problems. The maximum entropy connection. With CD-ROM. Hackensack, NJ: World Scientific (2011; Zbl 1255.65110) Full Text: Link
Williams, Gareth Linear algebra. With applications. 6th ed. (English) Zbl 1218.15001 New Delhi: Narosa Publishing House (ISBN 978-81-7319-981-3/pbk). xvii, 644 p. (2009). Reviewer: Rabe von Randow (Bonn) MSC: 15-01 90C05 65K05 15A03 15A63 15A21 65D10 90B20 60J10 15A18 68P10 65F05 65F10 PDFBibTeX XMLCite \textit{G. Williams}, Linear algebra. With applications. 6th ed. New Delhi: Narosa Publishing House (2009; Zbl 1218.15001)
Ito, Kazufumi; Toivanen, Jari Lagrange multiplier approach with optimized finite difference stencils for pricing American options under stochastic volatility. (English) Zbl 1201.35024 SIAM J. Sci. Comput. 31, No. 4, 2646-2664 (2009). Reviewer: Angela Handlovičová (Bratislava) MSC: 35A35 91B70 35K85 65M06 65M55 65Y20 60H30 PDFBibTeX XMLCite \textit{K. Ito} and \textit{J. Toivanen}, SIAM J. Sci. Comput. 31, No. 4, 2646--2664 (2009; Zbl 1201.35024) Full Text: DOI
Mao, Yonghua; Xia, Lianghui Spectral gap for jump processes by decomposition method. (English) Zbl 1179.60055 Front. Math. China 4, No. 2, 335-347 (2009). MSC: 60J75 47A75 PDFBibTeX XMLCite \textit{Y. Mao} and \textit{L. Xia}, Front. Math. China 4, No. 2, 335--347 (2009; Zbl 1179.60055) Full Text: DOI
Ma, Xiang; Zabaras, Nicholas An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations. (English) Zbl 1161.65006 J. Comput. Phys. 228, No. 8, 3084-3113 (2009). MSC: 65C30 60H15 60H35 35R60 35C05 65N35 65N50 65N55 PDFBibTeX XMLCite \textit{X. Ma} and \textit{N. Zabaras}, J. Comput. Phys. 228, No. 8, 3084--3113 (2009; Zbl 1161.65006) Full Text: DOI
Rosseel, E.; Boonen, T.; Vandewalle, S. Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients. (English) Zbl 1212.65019 Numer. Linear Algebra Appl. 15, No. 2-3, 141-163 (2008). MSC: 65C30 60H35 60H15 35R60 65M55 65M60 65M12 PDFBibTeX XMLCite \textit{E. Rosseel} et al., Numer. Linear Algebra Appl. 15, No. 2--3, 141--163 (2008; Zbl 1212.65019) Full Text: DOI Link
Xu, Xiuli; Tian, Naishuo The \(M/M/c\) queue with \((e,d)\) setup time. (English) Zbl 1175.60082 J. Syst. Sci. Complex. 21, No. 3, 446-455 (2008). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{X. Xu} and \textit{N. Tian}, J. Syst. Sci. Complex. 21, No. 3, 446--455 (2008; Zbl 1175.60082) Full Text: DOI