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Publications in Numerical Analysis

Effect of Mesh Quality on Flux Reconstruction in Multi-Dimensions

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2020English

Risk-Minimization for Life Insurance Liabilities

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2013English

Trend Following Trading Under a Regime Switching Model

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2010English

Erratum To: Explicit Strong Stability Preserving Multistage Two-Derivative Time-Stepping Schemes

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2016English

A New Stable Splitting for the Isentropic Euler Equations

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2016English

High-Order Accurate Adaptive Kernel Compression Time-Stepping Schemes for Fractional Differential Equations

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2017English

Magic Points in Finance: Empirical Integration for Parametric Option Pricing

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2017English

Stepsize Restrictions for Boundedness and Monotonicity of Multistep Methods

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2011English

Probabilistic Upper Bounds for the Matrix Two-Norm

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2013English

A Fourth Order Hermitian Box-Scheme With Fast Solver for the Poisson Problem in a Square

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2011English

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