Alexei A. Medovikov

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All published works

Action	Title	Year	Authors
+	Particle methods for PDEs arising in financial modeling	2014	Shumo Cui Alexander Kurganov Alexei A. Medovikov
+	Variable time steps optimization of <I>L<SUB>ω</SUB></I>-stable Crank–Nicolson method	2005	Alexei A. Medovikov V. I. Lebedev
+	Variable time steps optimization of Lω -stable Crank–Nicolson method	2005	Alexei A. Medovikov В. И. Лебедев
+	Second order Chebyshev methods based on orthogonal polynomials	2001	Assyr Abdulle Alexei A. Medovikov
+	High order explicit methods for parabolic equations	1998	Alexei A. Medovikov
+	Third order explicit method for the stiff ordinary differential equations	1997	Alexei A. Medovikov
+	On Crank – Nicolson schemes for non-stationary problems with operators reducible to skew-symmetric form	1993	A. N. KAZAKOV В. И. Лебедев Alexei A. Medovikov

Common Coauthors

Coauthor	Papers Together
В. И. Лебедев	2
Assyr Abdulle	1
A. N. KAZAKOV	1
Shumo Cui	1
V. I. Lebedev	1
Alexander Kurganov	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Solving ordinary differential equations I. nonstiff problems	1987	Ernst Hairer Syvert P. Nørsett Gerhard Wanner	3
+	On the Internal Stability of Explicit, <i>m</i>‐Stage Runge‐Kutta Methods for Large <i>m</i>‐Values	1980	P.J. van der Houwen B.P. Sommeijer	3
+	Solving Ordinary Differential Equations II: Stiff and Differential - Algebraic Problems	1991	Ernst Hairer Gerhard Wanner	2
+ PDF Chat	RKC: An explicit solver for parabolic PDEs	1998	B.P. Sommeijer L. F. Shampine J.G. Verwer	2
+	Zolotarev polynomials and extremum problems	1994	В. И. Лебедев	2
+	High order explicit methods for parabolic equations	1998	Alexei A. Medovikov	2
+ PDF Chat	Explicit Runge-Kutta methods for parabolic partial differential equations	1996	J.G. Verwer	2
+	Solving Ordinary Differential Equations II	1991	Ernst Hairer Gerhard Wanner	2
+	Optimal stability polynomials	1972	W. Riha	2
+	A class of stabilized three-step Runge-Kutta methods for the numerical integration of parabolic equations	1977	J.G. Verwer	1
+	Numerical study of slightly viscous flow	1973	Alexandre J. Chorin	1
+	On a practical implementation of particle methods	2006	Alina Chertock Alexander Kurganov	1
+	Solving Ordinary Differential Equations II	1996	Ernst Hairer Gerhard Wanner	1
+ PDF Chat	On the product of semi-groups of operators	1959	H. F. Trotter	1
+ PDF Chat	A Volatility-of-Volatility Expansion of the Option Prices in the SABR Stochastic Volatility Model	2014	Olesya V. Grishchenko Xiao Han Victor Nistor	1
+	A new method for determining the roots of polynomials of least deviation on a segment with weight and subject to additional conditions. Part I	1993	V.I. Lebedev	1
+	Elements of the Theory of Elliptic Functions	1990	Н. И. Ахиезер	1
+	On the Construction and Comparison of Difference Schemes	1968	Gilbert Strang	1
+ PDF Chat	Über die Gaußische Quadratur und eine Verallgemeinerung derselben.	1858	E.B. Christoffel	1
+	Orthogonal Polynomials	2022	Lukong Cornelius Fai	1
+	A Course of Modern Analysis	1996	E. T. Whittaker G. N. Watson	1
+	A third accurate operator splitting method	2010	Hongen Jia Kaitai Li	1
+	Second order Chebyshev methods based on orthogonal polynomials	2001	Assyr Abdulle Alexei A. Medovikov	1
+ PDF Chat	FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS	2006	Svante Janson Johan Tysk	1
+ PDF Chat	Control-theoretic techniques for stepsize selection in implicit Runge-Kutta methods	1994	Kjell Gustafsson	1
+	Particle approximation of convection–diffusion equations	2001	Christian Lécot Wolfgang Ch. Schmid	1
+	Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems	1993	Ernst Hairer Syvert P. Nørsett Gerhard Wanner	1
+	On the construction of highly stable, explicit, numerical methods for integrating coupled ordinary differential equations with parasitic eigenvalues	1968	Harvard Lomax	1
+	Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences.	1986	C. W. Gardiner U. Narayan Bhat Dietrich Stoyan D. J. Daley Yury A. Kutoyants Б. Л. С. Пракаса Рао	1
+ PDF Chat	Orthogonal Polynomials	1971		1
+	Ordinary Differential Equations	2017	John M. Stewart	1
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman	1
+	Numerical methods for balance laws	2009	Gabriella Puppo Giovanni Russo	1
+	Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations	2003	Willem Hundsdorfer J.G. Verwer	1
+ PDF Chat	Computer Simulation Using Particles	1988	R. W. Hockney J.W. Eastwood	1
+	ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS	1969	A A Gončar	1
+	Stability of Runge–Kutta Methods for Stiff Nonlinear Differential Equations	1986	K. Dekker J. G. Verwer	1