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Article
A gradient-based calibration method for the Heston model
Anna Clevenhaus, Claudia Totzeck & Matthias Ehrhardt
Published online: 20 May 2024
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Open Access

Research Article

Article
H∞ fault detection and control of Takagi–Sugeno continuous-time conic-type nonlinear systems
B. Vigneshwar, M. Syed Ali, R. Perumal, Mourad Kchaou, Mohamed Amine Regaieg & Houssem Jerbi
Published online: 14 May 2024
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Research Article

Article
Fourth-order exponential time differencing Runge–Kutta scheme and local meshless method to investigate unsteady diffusion–convection problems of anisotropic functionally graded materials
Mohammad Ilati & Mostafa Abbaszadeh
Published online: 10 May 2024
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Article
A BDF2 method for a singularly perturbed transport equation
Zhongdi Cen & Aimin Xu
Published online: 09 May 2024
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Article
A nonmonotone adaptive trust region technique with a forgetting factor
Zeinab Saeidian, Zohre Aminifard & Saman Babaie–Kafaki
Published online: 07 May 2024
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Article
Analyzing the time-fractional (3 + 1)-dimensional nonlinear Schrödinger equation: a new Kudryashov approach and optical solutions
Muhammad Amin Sadiq Murad
Published online: 07 May 2024
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Research Article

Article
Total variation regularization analysis for inverse volatility option pricing problem
Yilihamujiang Yimamu, Zui-Cha Deng, C. N. Sam & Y. C. Hon
Published online: 24 Apr 2024
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Research Article

Article
Stabilized equal lower-order finite element methods for simulating Brinkman equations in porous media
Hsueh-Chen Lee & Hyesuk Lee
Published online: 19 Apr 2024
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Research Article

Article
Error analysis of Haar wavelet-based Galerkin numerical method with application to various nonlinear optimal control problems
Saurabh R. Madankar, Amit Setia, Muniyasamy M & A. S. Vatsala
Published online: 18 Apr 2024
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Research Article

Article
A new approach on the stability and convergence of a time-space nonuniform finite difference approximation of a degenerate Kawarada problem
Eduardo Servin Torres & Qin Sheng
Published online: 16 Apr 2024
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Research Article

Article
Building erudition in the wound healing process: an inflammation model analysis
A. L. Patrick & Benito Chen-Charpentier
Published online: 16 Apr 2024
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Research Article

Article
Borel control and efficient numerical techniques to solve the Allen–Cahn equation governed by temporal multiplicative noise
Nauman Ahmed, Jorge E. Macías-Díaz, Muhammad W. Yasin & Muhammad S. Iqbal
Published online: 10 Apr 2024
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Research Article

Article
A random mathematical model to describe the antibiotic resistance depending on the antibiotic consumption: the Acinetobacter baumannii colistin-resistant case in Valencia, Spain
Juan A. Aledo, Carlos Andreu-Vilarroig, Juan-Carlos Cortés, Juan C. Orengo & Rafael-Jacinto Villanueva
Published online: 07 Mar 2024
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Research Article

Article
Energy dissipation law of the variable time-step fractional BDF2 scheme for the time fractional molecular beam epitaxial model
Xuan Zhao, Zhuhan Jiang & Hong Sun
Published online: 11 Feb 2024
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Research Article

Article
Analysis of a stochastic model for a prey–predator system with an indirect effect
Leila Torkzadeh, Milad Fahimi, Hassan Ranjbar & Kazem Nouri
Published online: 29 Jan 2024
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Research Article

Article
Legendre collocation method for new generalized fractional advection-diffusion equation
Sandeep Kumar, Kamlesh Kumar, Rajesh K. Pandey & Yufeng Xu
Published online: 18 Jan 2024
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Research Article

Article
A dynamical mathematical model for crime evolution based on a compartmental system with interactions
Julia Calatayud, Marc Jornet & Jorge Mateu
Published online: 11 Jan 2024
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Research Article

Article
Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations
Jianfei Huang, Linxin Shao & Jiahui Liu
Published online: 10 Jan 2024
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Research Article

Article
Two-parameter modified matrix splitting iteration method for Helmholtz equation
Tian-Yi Li, Fang Chen, Zhi-Wei Fang, Hai-Wei Sun & Zhi Wang
Published online: 06 Jan 2024
  • 104 Views
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Research Article

Article
Two new classes of exponential Runge–Kutta integrators for efficiently solving stiff systems or highly oscillatory problems
Bin Wang, Xianfa Hu & Xinyuan Wu
Published online: 11 Dec 2023
  • 82 Views
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Research Article

Article
Sixth-order finite difference schemes for nonlinear wave equations with variable coefficients in three dimensions
Shuaikang Wang, Yongbin Ge & Tingfu Ma
Published online: 01 Nov 2023
  • 83 Views
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Research Article

Article
Efficient pricing and calibration of high-dimensional basket options
Lech A. Grzelak, Juliusz Jablecki & Dariusz Gatarek
Published online: 03 Oct 2023
  • 551 Views
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Open Access

Research Article

Article
Conservative second-order finite difference method for Camassa–Holm equation with periodic boundary condition
Yufeng Xu, Pintao Zhao, Zhijian Ye & Zhoushun Zheng
Published online: 08 Sep 2023
  • 170 Views
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Research Article

Article
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao & Hu Li
Published online: 06 Sep 2023
  • 140 Views
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Research Article

Article
Mathematical modelling of frailty, dependency and mortality in a 70-year-old general population
S. Camacho Torregrosa, C. Santamaría Navarro & X. Albert Ros
Published online: 29 Aug 2023
  • 78 Views
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Research Article

Article
A mollification regularization method with Dirichlet kernel to solve potential-free field inverse Schrödinger Cauchy problem
Lan Yang, Lin Zhu & Shangqin He
Published online: 10 Jun 2023
  • 49 Views
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Research Article

Article
RLC electric circuit model of fractional order: a Green's function approach
Marwan Abukhaled & S. A. Khuri
Published online: 17 May 2023
  • 123 Views
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Research Article

Article
Accelerated computations of sensitivities for xVA*
Griselda Deelstra, Lech A. Grzelak & Felix L. Wolf
Published online: 24 Apr 2023
  • 78 Views
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Research Article

Article
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
Íñigo Arregui, Álvaro Leitao, Beatriz Salvador & Carlos Vázquez
Published online: 06 Feb 2023
  • 196 Views
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Research Article

Article
Integer cum fractional ordered active-adaptive synchronization to control vasospasm in chaotic blood vessels to reduce risk of COVID-19 infections
Piyush P. Singh, Manashita Borah, Asim Datta, Sajad Jafari & Binoy K. Roy
Published online: 04 Jan 2023
  • 166 Views
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Research Article

Article
Threshold behaviour of a stochastic vector plant model for tomato yellow curl leaves disease: a study based on mathematical analysis and simulation
Gabriel Salcedo-Varela & Saul Diaz-Infante
Published online: 28 Dec 2022
  • 83 Views
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Research Article

Article
Analysis of a semi-Lagrangian numerical method in a cell dwarfism model
L. M. Abia, O. Angulo, J. C. López-Marcos & M. A. López-Marcos
Published online: 27 Dec 2022
  • 61 Views
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Research Article

Article
Estimating stresses driving tissue flows using a stokes inverse problem
Y. H. Gao, P. Lin, X. L. Lu, T. J. Sun & C. J. Weijer
Published online: 07 Dec 2022
  • 551 Views
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Open Access

Research Article

Article
Maximum likelihood estimation for a stochastic SEIR system with a COVID-19 application
Fernando Baltazar-Larios, Francisco Delgado-Vences & Saul Diaz-Infante
Published online: 28 Nov 2022
  • 212 Views
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Research Article

Article
Novel methodological and computational techniques for uncertainty quantification in diabetes short-term management models using real data
Clara Burgos-Simón, Juan-Carlos Cortés, José-Ignacio Hidalgo & Rafael-J. Villanueva
Published online: 25 Nov 2022
  • 52 Views
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Research Article

Article
Non-autonomous chemostat models with non-monotonic growth
Tomás Caraballo, Javier López-de-la-Cruz & Verónica Caraballo-Romero
Published online: 22 Nov 2022
  • 98 Views
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Research Article

Article
Error analysis of a Haar wavelets-based numerical method with its application to a nonlinear fractional dengue model
Bijil Prakash, Amit Setia, Shourya Bose & Ravi P. Agarwal
Published online: 21 Nov 2022
  • 183 Views
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