Cuomo, Salvatore; Di Somma, Vittorio; Sica, Federica A note on the numerical resolution of Heston PDEs. (English) Zbl 1466.65060 Ric. Mat. 69, No. 2, 501-508 (2020). Reviewer: Xiaofei Zhao (Wuhan) MSC: 65M06 65M70 65D05 65D12 91G20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Gu, Dong-Qin; Zhang, Chao; Wang, Zhong-Qing ADI-spectral collocation methods for two-dimensional parabolic equations. (English) Zbl 1468.65163 East Asian J. Appl. Math. 10, No. 2, 399-419 (2020). MSC: 65M70 65M06 65N35 41A05 35K10 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Longyuan; Zhai, Shuying A new high order ADI numerical difference formula for time-fractional convection-diffusion equation. (English) Zbl 1474.35675 Appl. Math. Comput. 387, Article ID 124564, 10 p. (2020). MSC: 35R11 65M06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhongyun; Zhou, Yang; Zhang, Yulin On inexact alternating direction implicit iteration for continuous Sylvester equations. (English) Zbl 1474.65112 Numer. Linear Algebra Appl. 27, No. 5, e2320, 13 p. (2020). Reviewer: Carlos A. De Moura (Rio de Janeiro) MSC: 65F45 15A24 × Cite Format Result Cite Review PDF Full Text: DOI Link
Qiu, Wenlin; Xu, Da; Chen, Haifan; Guo, Jing An alternating direction implicit Galerkin finite element method for the distributed-order time-fractional mobile-immobile equation in two dimensions. (English) Zbl 1524.65584 Comput. Math. Appl. 80, No. 12, 3156-3172 (2020). MSC: 65M60 65M12 35R11 65M06 26A33 65M15 65N30 × Cite Format Result Cite Review PDF Full Text: DOI
Rena, Eskar; Huang, Pengzhan; Feng, Xinlong Sixth-order compact ADI splitting method for the nonlinear Schrödinger equation in three-dimensions. (Chinese. English summary) Zbl 1463.65242 Math. Pract. Theory 50, No. 1, 229-237 (2020). MSC: 65M06 65M12 35Q55 × Cite Format Result Cite Review PDF
Lin, Sha; Zhu, Song-Ping Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme. (English) Zbl 1448.91325 Comput. Math. Appl. 79, No. 5, 1393-1419 (2020). MSC: 91G60 65M06 65M22 91G20 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI
Abbaszadeh, Mostafa; Dehghan, Mehdi A POD-based reduced-order Crank-Nicolson/fourth-order alternating direction implicit (ADI) finite difference scheme for solving the two-dimensional distributed-order Riesz space-fractional diffusion equation. (English) Zbl 1452.65145 Appl. Numer. Math. 158, 271-291 (2020). MSC: 65M06 65N06 65M99 65M15 65M12 65D30 35R11 26A33 35K57 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Juan; Chen, Fangqi Maximum norm error estimates of a linear CADI method for the Klein-Gordon-Schrödinger equations. (English) Zbl 1447.65019 Comput. Math. Appl. 80, No. 5, 1327-1342 (2020). MSC: 65M06 65M15 65J15 35Q55 81V35 35Q40 × Cite Format Result Cite Review PDF Full Text: DOI
Čiegis, R.; Panasenko, Grigory; Pileckas, Konstaninas; Šumskas, Vytenis ADI scheme for partially dimension reduced heat conduction models. (English) Zbl 1447.65046 Comput. Math. Appl. 80, No. 5, 1275-1286 (2020). MSC: 65M08 65M06 65M12 80A19 35K05 35Q79 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Qifeng; Lin, Xiaoman; Pan, Kejia; Ren, Yunzhu Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg-Landau equation. (English) Zbl 1447.65042 Comput. Math. Appl. 80, No. 5, 1201-1220 (2020). MSC: 65M06 65M12 65M22 65L06 35R11 26A33 35Q56 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Chuan; Wei, Zhihan; Long, Guangqing; Campbell, Cameron; Ashlyn, Stacy; Zhao, Shan Alternating direction ghost-fluid methods for solving the heat equation with interfaces. (English) Zbl 1447.65027 Comput. Math. Appl. 80, No. 5, 714-732 (2020). MSC: 65M06 35K05 × Cite Format Result Cite Review PDF Full Text: DOI
Cheng, Xiujun; Qin, Hongyu; Zhang, Jiwei A compact ADI scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition. (English) Zbl 1442.65152 Appl. Numer. Math. 156, 50-62 (2020). MSC: 65M06 65M12 26A33 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Otero, B.; Rojas, O.; Moya, F.; Castillo, J. E. Alternating direction implicit time integrations for finite difference acoustic wave propagation: parallelization and convergence. (English) Zbl 1519.76217 Comput. Fluids 205, Article ID 104584, 11 p. (2020). MSC: 76M20 65M06 65M12 65Y05 76Q05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ahmed Ullah, Sheik; Zhao, Shan Pseudo-transient ghost fluid methods for the Poisson-Boltzmann equation with a two-component regularization. (English) Zbl 1460.92087 Appl. Math. Comput. 380, Article ID 125267, 23 p. (2020). MSC: 92C45 65N99 35Q92 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Juan; Chen, Fangqi Unconditional \(L_\infty\) convergence of a compact ADI scheme for coupled nonlinear Schrödinger system. (English) Zbl 1437.65092 Appl. Numer. Math. 153, 430-442 (2020). Reviewer: Bülent Karasözen (Ankara) MSC: 65M06 65M12 65P10 37K10 35Q55 × Cite Format Result Cite Review PDF Full Text: DOI
Benner, Peter; Heinkenschloss, Matthias; Saak, Jens; Weichelt, Heiko K. Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method. (English) Zbl 1462.76142 Appl. Numer. Math. 152, 338-354 (2020). MSC: 76M99 76D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Dongdong; Pan, Kejia; Hu, Hongling A spatial fourth-order maximum principle preserving operator splitting scheme for the multi-dimensional fractional Allen-Cahn equation. (English) Zbl 1434.65117 Appl. Numer. Math. 151, 44-63 (2020). MSC: 65M06 35R11 35Q56 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Tingting; Song, Fangying; Wang, Hong; Karniadakis, George Em Fractional Gray-Scott model: well-posedness, discretization, and simulations. (English) Zbl 1440.35344 Comput. Methods Appl. Mech. Eng. 347, 1030-1049 (2019). MSC: 35R11 35B30 35K57 35K51 35K58 65M06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hok, Julien; Tan, Shih-Hau Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods. (English) Zbl 1432.91137 Decis. Econ. Finance 42, No. 2, 609-637 (2019). MSC: 91G60 65M99 91G20 91G30 35Q92 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Jianfei; Zhao, Yue; Arshad, Sadia; Li, Kuangying; Tang, Yifa Alternating direction implicit schemes for the two-dimensional time fractional nonlinear super-diffusion equations. (English) Zbl 1449.65181 J. Comput. Math. 37, No. 3, 297-315 (2019). MSC: 65M06 65M12 35R11 26A33 35R09 45K05 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Guiyuan; Zhu, Song-Ping; Chen, Wenting Pricing European call options under a hard-to-borrow stock model. (English) Zbl 1429.91325 Appl. Math. Comput. 357, 243-257 (2019). MSC: 91G20 65M06 91G60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Han, Huan; Wang, Zhanqing An alternating direction implicit scheme of a fractional-order diffusion tensor image registration model. (English) Zbl 1429.65184 Appl. Math. Comput. 356, 105-118 (2019). MSC: 65M06 65M12 68U10 94A08 × Cite Format Result Cite Review PDF Full Text: DOI
Qiao, Leijie; Xu, Da; Wang, Zhibo An ADI difference scheme based on fractional trapezoidal rule for fractional integro-differential equation with a weakly singular kernel. (English) Zbl 1429.65196 Appl. Math. Comput. 354, 103-114 (2019). MSC: 65M06 45K05 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Cheng, Xiujun; Duan, Jinqiao; Li, Dongfang A novel compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations. (English) Zbl 1429.65216 Appl. Math. Comput. 346, 452-464 (2019). MSC: 65M12 65M06 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Yufeng; Hu, Jiahui; Wang, Jungang Douglas-Gunn finite difference scheme for three-dimensional space fractional advection diffusion equation. (Chinese. English summary) Zbl 1438.65185 J. Zhengzhou Univ., Nat. Sci. Ed. 51, No. 1, 44-50 (2019). MSC: 65M06 65M12 26A33 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, S.; Peng, B.; Tian, Z. F. Exponential compact ADI method for a coupled system of convection-diffusion equations arising from the 2D unsteady magnetohydrodynamic (MHD) flows. (English) Zbl 1448.76198 Appl. Numer. Math. 146, 89-122 (2019). MSC: 76W05 76M20 35Q35 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Huan A tensor voting based fractional-order image denoising model and its numerical algorithm. (English) Zbl 1477.94011 Appl. Numer. Math. 145, 133-144 (2019). MSC: 94A08 × Cite Format Result Cite Review PDF Full Text: DOI
Zhai, Shuying; Weng, Zhifeng; Feng, Xinlong; Yuan, Jinyun Investigations on several high-order ADI methods for time-space fractional diffusion equation. (English) Zbl 1433.65171 Numer. Algorithms 82, No. 1, 69-106 (2019). Reviewer: Abdallah Bradji (Annaba) MSC: 65M06 35R11 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Xue-Lei; Ng, Michael K.; Sun, Hai-Wei Crank-Nicolson alternative direction implicit method for space-fractional diffusion equations with nonseparable coefficients. (English) Zbl 1422.65162 SIAM J. Numer. Anal. 57, No. 3, 997-1019 (2019). MSC: 65M06 65M12 65M22 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Hazra, Tania; Ullah, Sheik Ahmed; Wang, Siwen; Alexov, Emil; Zhao, Shan A super-Gaussian Poisson-Boltzmann model for electrostatic free energy calculation: smooth dielectric distribution for protein cavities and in both water and vacuum states. (English) Zbl 1418.92042 J. Math. Biol. 79, No. 2, 631-672 (2019). MSC: 92C40 35Q92 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Dingwen Unified compact ADI methods for solving nonlinear viscous and nonviscous wave equations. (English) Zbl 1543.65130 Chin. J. Phys., Taipei 56, No. 6, 2897-2915 (2018). MSC: 65M06 65M12 65M15 35Q35 65M20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Mingzhu; Ma, Qiang; Ding, Xiaohua A compact ADI Crank-Nicolson difference scheme for the two-dimensional time fractional subdiffusion equation. (English) Zbl 1499.65406 Int. J. Comput. Math. 95, No. 12, 2525-2538 (2018). MSC: 65M06 65N06 65M12 65M15 26A33 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Hui; Liu, Fawang; Jiang, Xiaoyun; Zeng, Fanhai; Turner, Ian A Crank-Nicolson ADI Galerkin-Legendre spectral method for the two-dimensional Riesz space distributed-order advection-diffusion equation. (English) Zbl 1442.65301 Comput. Math. Appl. 76, No. 10, 2460-2476 (2018). MSC: 65M70 65M12 35R09 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Lacitignola, Deborah; Bozzini, Benedetto; Peipmann, Ralf; Sgura, Ivonne Cross-diffusion effects on a morphochemical model for electrodeposition. (English) Zbl 1480.92030 Appl. Math. Modelling 57, 492-513 (2018). MSC: 92C15 35K57 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Kun; Wang, Hongyue Stability and error estimates of a new high-order compact ADI method for the unsteady 3D convection-diffusion equation. (English) Zbl 1427.65190 Appl. Math. Comput. 331, 140-159 (2018). MSC: 65M06 35K20 35K57 65M12 65M15 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Dingwen; Liang, Dong The time fourth-order compact ADI methods for solving two-dimensional nonlinear wave equations. (English) Zbl 1427.65157 Appl. Math. Comput. 329, 188-209 (2018). MSC: 65M06 35L71 65M12 35Q53 × Cite Format Result Cite Review PDF Full Text: DOI
Soori, Z.; Aminataei, A. Effect of the nodes near boundary points on the stability analysis of sixth-order compact finite difference ADI scheme for the two-dimensional time fractional diffusion-wave equation. (English) Zbl 1416.65283 Trans. A. Razmadze Math. Inst. 172, No. 3, Part B, 582-605 (2018). MSC: 65M06 35R11 65M12 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Xie, Jianqiang; Zhang, Zhiyue The high-order multistep ADI solver for two-dimensional nonlinear delayed reaction-diffusion equations with variable coefficients. (English) Zbl 1419.65036 Comput. Math. Appl. 75, No. 10, 3558-3570 (2018). MSC: 65M06 65M12 65M22 35K57 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Fengyan; Cheng, Xiujun; Li, Dongfang; Duan, Jinqiao A two-level linearized compact ADI scheme for two-dimensional nonlinear reaction-diffusion equations. (English) Zbl 1415.65202 Comput. Math. Appl. 75, No. 8, 2835-2850 (2018). MSC: 65M06 65M12 35K20 35K58 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Buyun; He, Dongdong; Pan, Kejia A linearized high-order combined compact difference scheme for multi-dimensional coupled Burgers’ equations. (English) Zbl 1424.65124 Numer. Math., Theory Methods Appl. 11, No. 2, 299-320 (2018). MSC: 65M06 35Q35 65M12 76M20 × Cite Format Result Cite Review PDF Full Text: DOI
Bialecki, B.; Dryja, M.; Fernandes, R. I. Convergence analysis of the finite difference ADI scheme for variable coefficient parabolic problems with nonzero Dirichlet boundary conditions. (English) Zbl 1420.65085 Comput. Math. Math. Phys. 58, No. 12, 2086-2108 (2018). Reviewer: Kanakadurga Sivakumar (Chennai) MSC: 65M06 65M12 35K10 × Cite Format Result Cite Review PDF Full Text: DOI
Wei, Zhihan; Li, Chuan; Zhao, Shan A spatially second order alternating direction implicit (ADI) method for solving three dimensional parabolic interface problems. (English) Zbl 1409.65059 Comput. Math. Appl. 75, No. 6, 2173-2192 (2018). MSC: 65M06 35K20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yuan-Ming; Wang, Tao A compact ADI method and its extrapolation for time fractional sub-diffusion equations with nonhomogeneous Neumann boundary conditions. (English) Zbl 1409.65058 Comput. Math. Appl. 75, No. 3, 721-739 (2018). MSC: 65M06 65M22 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zhilin; Chen, Xiaohong; Zhang, Zhengru On multiscale ADI methods for parabolic PDEs with a discontinuous coefficient. (English) Zbl 1412.65083 Multiscale Model. Simul. 16, No. 4, 1623-1647 (2018). MSC: 65M06 76M20 65N06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Ge, Zhihao; Liu, Fuhao; Wang, Huifang Modified ADI iterative method for the semi-linear parabolic equation. (Chinese. English summary) Zbl 1424.65127 J. Henan Univ., Nat. Sci. 48, No. 4, 485-491 (2018). MSC: 65M06 35K58 × Cite Format Result Cite Review PDF
Chen, Hongbin; Xu, Da; Cao, Jiliang; Zhou, Jun A backward Euler alternating direction implicit difference scheme for the three-dimensional fractional evolution equation. (English) Zbl 1407.65096 Numer. Methods Partial Differ. Equations 34, No. 3, 938-958 (2018). MSC: 65M06 65M12 65M15 65D32 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Yin, Xiucao; Fang, Shaomei; Guo, Changhong Alternating-direction implicit finite difference methods for a new two-dimensional two-sided space-fractional diffusion equation. (English) Zbl 1448.65125 Adv. Difference Equ. 2018, Paper No. 389, 17 p. (2018). MSC: 65M06 35R11 65M12 26A33 82C31 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hu, Jiahui; Wang, Jungang; Nie, Yufeng Numerical algorithms for multidimensional time-fractional wave equation of distributed-order with a nonlinear source term. (English) Zbl 1448.65130 Adv. Difference Equ. 2018, Paper No. 352, 30 p. (2018). MSC: 65M12 65M06 65M70 35R11 26A33 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Eskar, Rena; Huang, Pengzhan; Feng, Xinlong A new high-order compact ADI finite difference scheme for solving 3D nonlinear Schrödinger equation. (English) Zbl 1455.65128 Adv. Difference Equ. 2018, Paper No. 286, 15 p. (2018). MSC: 65M06 35Q55 65M12 × Cite Format Result Cite Review PDF Full Text: DOI OA License
González-Pinto, S.; Hairer, E.; Hernández-Abreu, D.; Pérez-Rodríguez, S. PDE-W-methods for parabolic problems with mixed derivatives. (English) Zbl 1447.65060 Numer. Algorithms 78, No. 3, 957-981 (2018). MSC: 65M20 65M06 65N06 65M12 35K10 65L04 65F05 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Xiaoli; Di, Yana; Duan, Jinqiao; Li, Dongfang Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations. (English) Zbl 1473.65097 Appl. Math. Lett. 84, 160-167 (2018). MSC: 65M06 65M12 26A33 35R11 35Q41 × Cite Format Result Cite Review PDF Full Text: DOI
Benner, Peter; Bujanović, Zvonimir; Kürschner, Patrick; Saak, Jens RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations. (English) Zbl 1385.65035 Numer. Math. 138, No. 2, 301-330 (2018). Reviewer: Constantin Popa (Constanţa) MSC: 65F30 15A24 65F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Mohanty, Ranjan Kumar; Kaur, Deepti High accuracy compact operator methods for two-dimensional fourth order nonlinear parabolic partial differential equations. (English) Zbl 1434.65127 Comput. Methods Appl. Math. 17, No. 4, 617-641 (2017). MSC: 65M06 65M12 65M22 65K10 35K41 35Q53 35Q92 35Q35 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Hongbin; Xu, Da; Peng, Yulong A second order BDF alternating direction implicit difference scheme for the two-dimensional fractional evolution equation. (English) Zbl 1443.65439 Appl. Math. Modelling 41, 54-67 (2017). MSC: 65R20 45K05 26A33 65M06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Yin, Xiucao; Li, Lang; Fang, Shaomei Second-order accurate numerical approximations for the fractional percolation equations. (English) Zbl 1412.65097 J. Nonlinear Sci. Appl. 10, No. 8, 4122-4136 (2017). MSC: 65M06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Dingwen; Jiang, Yaolin; Liang, Dong High-order finite difference methods for a second order dual-phase-lagging models of microscale heat transfer. (English) Zbl 1411.80005 Appl. Math. Comput. 309, 31-48 (2017). MSC: 80M20 65M06 80A20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Chuan; Zhao, Shan A matched Peaceman-Rachford ADI method for solving parabolic interface problems. (English) Zbl 1411.65112 Appl. Math. Comput. 299, 28-44 (2017). MSC: 65M06 35K20 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael High-order-compact ADI schemes for pricing basket options in the combination technique. (English) Zbl 1420.91509 Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 399-405 (2017). MSC: 91G60 65M12 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Wyns, Maarten Convergence analysis of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with nonsmooth initial data. (English) Zbl 1433.65169 IMA J. Numer. Anal. 37, No. 2, 798-831 (2017). MSC: 65M06 65L04 65M12 65M20 35K57 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wyns, Maarten; Du Toit, Jacques A finite volume-alternating direction implicit approach for the calibration of stochastic local volatility models. (English) Zbl 1404.65115 Int. J. Comput. Math. 94, No. 11, 2239-2267 (2017). MSC: 65M08 35K55 65M06 65L04 65L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Causley, Matthew; Cho, Hana; Christlieb, Andrew Method of lines transpose: energy gradient flows using direct operator inversion for phase-field models. (English) Zbl 1407.65155 SIAM J. Sci. Comput. 39, No. 5, B968-B992 (2017). Reviewer: Abdallah Bradji (Annaba) MSC: 65M20 65M12 65M70 65M80 65M38 65M06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Düring, Bertram; Miles, James High-order ADI scheme for option pricing in stochastic volatility models. (English) Zbl 1372.91116 J. Comput. Appl. Math. 316, 109-121 (2017). MSC: 91G60 65M06 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Živanovic, Sandra; Jovanović, Boško S. ADI schemes for 2D subdiffusion equation. (English) Zbl 1368.65150 Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 350-358 (2017). MSC: 65M06 65M12 35K20 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Bruno, Oscar P.; Cubillos, Max On the quasi-unconditional stability of BDF-ADI solvers for the compressible Navier-Stokes equations and related linear problems. (English) Zbl 1362.65093 SIAM J. Numer. Anal. 55, No. 2, 892-922 (2017). MSC: 65M12 65M20 65M70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Abbaszadeh, Mostafa; Dehghan, Mehdi An improved meshless method for solving two-dimensional distributed order time-fractional diffusion-wave equation with error estimate. (English) Zbl 1412.65131 Numer. Algorithms 75, No. 1, 173-211 (2017). MSC: 65M60 65M12 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Massoudi, Arash; Opmeer, Mark R.; Reis, Timo The ADI method for bounded real and positive real Lur’e equations. (English) Zbl 1361.65026 Numer. Math. 135, No. 2, 431-458 (2017). Reviewer: Kanakadurga Sivakumar (Chennai) MSC: 65F30 15A24 93B52 65K10 65F10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Buikis, Andris; Kalis, Harijs; Kangro, Ilmars Special splines of exponential type for the solutions of mass transfer problems in multilayer domains. (English) Zbl 1488.65223 Math. Model. Anal. 21, No. 4, 450-465 (2016). MSC: 65M06 65N06 65D07 × Cite Format Result Cite Review PDF Full Text: DOI
Ran, Maohua; Zhang, Chengjian Compact difference scheme for a class of fractional-in-space nonlinear damped wave equations in two space dimensions. (English) Zbl 1443.65138 Comput. Math. Appl. 71, No. 5, 1151-1162 (2016). MSC: 65M06 65M12 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Pengde; Huang, Chengming Split-step alternating direction implicit difference scheme for the fractional Schrödinger equation in two dimensions. (English) Zbl 1443.65145 Comput. Math. Appl. 71, No. 5, 1114-1128 (2016). MSC: 65M06 35R11 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Dai, Ruxin; Zhang, Jun; Wang, Yin Higher order ADI method with completed Richardson extrapolation for solving unsteady convection-diffusion equations. (English) Zbl 1443.65119 Comput. Math. Appl. 71, No. 1, 431-442 (2016). MSC: 65M06 65M12 65M22 35K20 35K57 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Fangying; Xu, Chuanju; Karniadakis, George Em A fractional phase-field model for two-phase flows with tunable sharpness: algorithms and simulations. (English) Zbl 1423.76102 Comput. Methods Appl. Mech. Eng. 305, 376-404 (2016). MSC: 76D05 76M22 76Txx × Cite Format Result Cite Review PDF Full Text: DOI
Mishra, Chittaranjan A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives. (English) Zbl 1410.65319 Appl. Math. Comput. 285, 41-50 (2016). MSC: 65M06 65M22 35K20 × Cite Format Result Cite Review PDF Full Text: DOI
Du, Rui; Hao, Zhao-Peng; Sun, Zhi-Zhong Lubich second-order methods for distributed-order time-fractional differential equations with smooth solutions. (English) Zbl 1457.65047 East Asian J. Appl. Math. 6, No. 2, 131-151 (2016). MSC: 65M06 65M12 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Liao, Hong-lin; Zhao, Ying; Teng, Xing-hu A weighted ADI scheme for subdiffusion equations. (English) Zbl 1371.65082 J. Sci. Comput. 69, No. 3, 1144-1164 (2016). MSC: 65M06 35R11 35K20 65M50 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Xiaozhong; Zhang, Fan; Wu, Lifei A new ADI parallel difference method for quanto options pricing model. (Chinese. English summary) Zbl 1374.91139 Acta Math. Appl. Sin. 39, No. 3, 403-418 (2016). MSC: 91G60 65M06 65Y05 91G20 × Cite Format Result Cite Review PDF
Zeng, Fanhai; Zhang, Zhongqiang; Karniadakis, George Em Fast difference schemes for solving high-dimensional time-fractional subdiffusion equations. (English) Zbl 1352.65278 J. Comput. Phys. 307, 15-33 (2016). MSC: 65M06 65M12 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yuan-Ming; Wang, Tao Error analysis of a high-order compact ADI method for two-dimensional fractional convection-subdiffusion equations. (English) Zbl 1359.65173 Calcolo 53, No. 3, 301-330 (2016). Reviewer: Petr Sváček (Praha) MSC: 65M15 65M06 65M12 35R11 35K20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Tao; Wang, Yuan-Ming A modified compact ADI method and its extrapolation for two-dimensional fractional subdiffusion equations. (English) Zbl 1354.65173 J. Appl. Math. Comput. 52, No. 1-2, 439-476 (2016). Reviewer: Petr Sváček (Praha) MSC: 65M06 65M12 65M15 35R11 35K05 × Cite Format Result Cite Review PDF Full Text: DOI
Wolf, Thomas; Panzer, Heiko K. F.; Lohmann, Boris ADI iteration for Lyapunov equations: A tangential approach and adaptive shift selection. (English) Zbl 1348.65079 Appl. Numer. Math. 109, 85-95 (2016). MSC: 65F30 65F10 15A24 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Qifeng; Li, Dongfang; Zhang, Chengjian; Xu, Dinghua Multistep finite difference schemes for the variable coefficient delay parabolic equations. (English) Zbl 1358.65061 J. Difference Equ. Appl. 22, No. 6, 745-765 (2016). MSC: 65M06 35R10 35K55 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Boglaev, Igor Monotone iterative ADI method for solving coupled systems of nonlinear parabolic equations. (English) Zbl 1346.65039 Appl. Numer. Math. 108, 204-222 (2016). MSC: 65M06 65M12 35K58 × Cite Format Result Cite Review PDF Full Text: DOI
Benner, Peter; Heinkenschloss, Matthias; Saak, Jens; Weichelt, Heiko K. An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations. (English) Zbl 1346.65017 Appl. Numer. Math. 108, 125-142 (2016). MSC: 65F30 65F10 15A24 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Xiaozhong; Zhang, Fan; Wu, Lifei Improved ADI parallel difference method for quanto options pricing model. (English) Zbl 1415.91321 Int. J. Numer. Anal. Model. 13, No. 4, 569-586 (2016). MSC: 91G60 65Y05 91G20 × Cite Format Result Cite Review PDF Full Text: Link
Mehrmann, Volker; Poloni, Federico An inverse-free ADI algorithm for computing Lagrangian invariant subspaces. (English) Zbl 1438.65079 Numer. Linear Algebra Appl. 23, No. 1, 147-168 (2016). Reviewer: Juan Ramon Torregrosa Sanchez (Valencia) MSC: 65F45 65F55 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, An; Li, Changpin A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. (English) Zbl 1390.65062 Int. J. Comput. Math. 93, No. 6, 889-914 (2016). MSC: 65M06 35R11 65M12 65M22 × Cite Format Result Cite Review PDF Full Text: DOI
Massoudi, Arash; Opmeer, Mark R.; Reis, Timo Analysis of an iteration method for the algebraic Riccati equation. (English) Zbl 1339.15010 SIAM J. Matrix Anal. Appl. 37, No. 2, 624-648 (2016). MSC: 15A24 49N10 47J20 65F30 49M30 93B52 65K10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Causley, Matthew F.; Cho, Hana; Christlieb, Andrew J.; Seal, David C. Method of lines transpose: high order L-stable \(\mathcal O(N)\) schemes for parabolic equations using successive convolution. (English) Zbl 1339.65199 SIAM J. Numer. Anal. 54, No. 3, 1635-1652 (2016). MSC: 65M80 35K05 35K55 35K57 31A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Qifeng; Zhang, Chengjian; Wang, Li The compact and Crank-Nicolson ADI schemes for two-dimensional semilinear multidelay parabolic equations. (English) Zbl 1382.65261 J. Comput. Appl. Math. 306, 217-230 (2016). MSC: 65M06 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Benner, Peter; Kürschner, Patrick; Saak, Jens Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations. (English) Zbl 1336.93056 J. Franklin Inst. 353, No. 5, 1147-1167 (2016). MSC: 93B40 93C15 93A15 65F10 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Zhibo; Vong, Seakweng; Lei, Siu-Long Finite difference schemes for two-dimensional time-space fractional differential equations. (English) Zbl 1390.65083 Int. J. Comput. Math. 93, No. 3, 578-595 (2016). MSC: 65M06 35R11 65M12 65M15 × Cite Format Result Cite Review PDF Full Text: DOI
Ran, Yu-Hong; Wang, Jun-Gang On ADI-like iteration method for fractional diffusion equations. (English) Zbl 1329.65072 Linear Algebra Appl. 493, 544-555 (2016). MSC: 65F10 65F15 65F50 × Cite Format Result Cite Review PDF Full Text: DOI
in ’t Hout, Karel J.; Wyns, Maarten Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. (English) Zbl 1342.65188 J. Comput. Appl. Math. 296, 170-180 (2016). MSC: 65M20 65L04 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benner, Peter; Bujanović, Zvonimir On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces. (English) Zbl 1330.15017 Linear Algebra Appl. 488, 430-459 (2016). MSC: 15A24 15A18 15B57 65F15 65F30 × Cite Format Result Cite Review PDF Full Text: DOI
Córdova, L. J.; Rojas, O.; Otero, B.; Castillo, J. Compact finite difference modeling of 2-D acoustic wave propagation. (English) Zbl 1329.76226 J. Comput. Appl. Math. 295, 83-91 (2016). MSC: 76M20 65M06 76Q05 × Cite Format Result Cite Review PDF Full Text: DOI
Settanni, Giuseppina; Sgura, Ivonne Devising efficient numerical methods for oscillating patterns in reaction-diffusion systems. (English) Zbl 1329.65187 J. Comput. Appl. Math. 292, 674-693 (2016). MSC: 65M06 35K57 35K51 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Limei; Zhang, Shuhua; Peng, Long Alternating direction implicit compact difference scheme for the two-dimensional fractional evolution equation. (Chinese. English summary) Zbl 1488.65257 Sci. Sin., Math. 45, No. 8, 1265-1280 (2015). MSC: 65M06 65N06 65M12 26A33 35R11 35R09 × Cite Format Result Cite Review PDF Full Text: DOI
Ganzha, Maria; Georgiev, Krassimir; Lirkov, Ivan; Paprzycki, Marcin An application of partition method for solving 3D Stokes equation. (English) Zbl 1443.65123 Comput. Math. Appl. 70, No. 11, 2762-2772 (2015). MSC: 65M06 65Y05 76D07 × Cite Format Result Cite Review PDF Full Text: DOI
Abbaszadeh, Mostafa; Dehghan, Mehdi A meshless numerical procedure for solving fractional reaction subdiffusion model via a new combination of alternating direction implicit (ADI) approach and interpolating element free Galerkin (EFG) method. (English) Zbl 1443.65189 Comput. Math. Appl. 70, No. 10, 2493-2512 (2015). MSC: 65M60 35R11 65M22 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Wenting; Xu, Liangbin; Zhu, Song-Ping Stock loan valuation under a stochastic interest rate model. (English) Zbl 1443.91307 Comput. Math. Appl. 70, No. 8, 1757-1771 (2015). MSC: 91G30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI