Journal: J. Sci. Comput.

Volume 39, Issue 3

323 -- 339Wuming Zhu, David A. Kopriva. A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets
340 -- 370J. M. Tang, Reinhard Nabben, C. Vuik, Yogi A. Erlangga. Comparison of Two-Level Preconditioners Derived from Deflation, Domain Decomposition and Multigrid Methods
371 -- 393Mofdi El-Amrani, Mohammed Seaïd. A Spectral Stochastic Semi-Lagrangian Method for Convection-Diffusion Equations with Uncertainty
394 -- 440Adi Ditkowski, Yuval Harness. High-Order Embedded Finite Difference Schemes for Initial Boundary Value Problems on Time Dependent Irregular Domains
441 -- 453Yana Di, Ruo Li. Computation of Dendritic Growth with Level Set Model Using a Multi-Mesh Adaptive Finite Element Method
454 -- 484Magnus Svärd, Siddhartha Mishra. Shock Capturing Artificial Dissipation for High-Order Finite Difference Schemes

Volume 39, Issue 2

167 -- 188Christophe Vandekerckhove, Ioannis Kevrekidis, Dirk Roose. An Efficient Newton-Krylov Implementation of the Constrained Runs Scheme for Initializing on a Slow Manifold
189 -- 205Emiliano Cristiani. A Fast Marching Method for Hamilton-Jacobi Equations Modeling Monotone Front Propagations
206 -- 221Yanping Chen, Yongquan Dai. Superconvergence for Optimal Control Problems Governed by Semi-linear Elliptic Equations
222 -- 243Wuming Zhu, David A. Kopriva. A Spectral Element Method to Price European Options. I. Single Asset with and without Jump Diffusion
244 -- 264Rodrigo B. Platte, Anne Gelb. A Hybrid Fourier-Chebyshev Method for Partial Differential Equations
265 -- 292Tommy L. Binford, David P. Nicholls, Nilima Nigam, T. Warburton. Exact Non-Reflecting Boundary Conditions on Perturbed Domains and ::::hp::::-Finite Elements
293 -- 321Jun Zhu, Jianxian Qiu. Hermite WENO Schemes and Their Application as Limiters for Runge-Kutta Discontinuous Galerkin Method, III: Unstructured Meshes

Volume 39, Issue 1

1 -- 27Daniel C. Cole, Yi Zou. Subharmonic Resonance Behavior for the Classical Hydrogen Atomic System
28 -- 48Tormod Bjøntegaard, Yvon Maday, Einar M. Rønquist. Fast Tensor-Product Solvers: Partially Deformed Three-dimensional Domains
49 -- 66Jae-Hun Jung. A Note on the Spectral Collocation Approximation of Some Differential Equations with Singular Source Terms
67 -- 114Manuel Jose Castro Díaz, E. D. Fernández-Nieto, A. M. Ferreiro, José A. García-Rodríguez, Carlos Parés. High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems
115 -- 128Inmaculada Higueras. Characterizing Strong Stability Preserving Additive Runge-Kutta Methods
129 -- 143Jinjie Liu, Moysey Brio, Jerome V. Moloney. Overlapping Yee FDTD Method on Nonorthogonal Grids
144 -- 165Isaac Dooley, Sandhya Mangala, Laxmikant V. Kalé, Philippe H. Geubelle. Parallel Simulations of Dynamic Fracture Using Extrinsic Cohesive Elements