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All published works
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Title
Year
Authors
+
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A review on TVD schemes and a refined flux-limiter for steady-state calculations
2015
Di Zhang
Chunbo Jiang
Dongfang Liang
Liang Cheng
+
Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: Applications to FPT Problems in Credit Risk
2007
Di Zhang
Roderick Melnik
Common Coauthors
Coauthor
Papers Together
Liang Cheng
1
Roderick Melnik
1
Dongfang Liang
1
Chunbo Jiang
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
Monte Carlo Methods in Financial Engineering
2003
Paul Glasserman
1
+
TVD differencing on three-dimensional unstructured meshes with monotonicity-preserving correction of mesh skewness
2015
Fabian Denner
Berend van Wachem
1
+
Efficient estimation of default correlation for multivariate jump-diffusion processes
2007
Di Zhang
Roderick Melnik
1
+
Monte-Carlo Simulations of the First Passage Time for Multivariate Jump-Diffusion Processes in Financial Applications
2007
Di Zhang
Roderick Melnik
1
+
Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
2004
JungâTai Chen
1
+
Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes
2005
Amir F. Atiya
Steve A. K. Metwally
1
+
PDF
Chat
Simulation of First-Passage Times for Alternating Brownian Motions
2005
Antonio Di Crescenzo
Elvira Di Nardo
Luigi M. Ricciardi
1
+
Development and assessment of a variable-order non-oscillatory scheme for convection term discretization
1998
Agamemnon A. Varonos
G. Bergeles
1
+
High Resolution Schemes Using Flux Limiters for Hyperbolic Conservation Laws
1984
P. K. Sweby
1
+
Comparison of Some Flux Corrected Transport and Total Variation Diminishing Numerical Schemes for Hydrodynamic and Magnetohydrodynamic Problems
1996
G. TĂłth
D. OdstrÄil
1
+
Fully multidimensional flux-corrected transport algorithms for fluids
1979
Steven T. Zalesak
1
+
PDF
Chat
High-order ENO schemes applied to two- and three-dimensional compressible flow
1992
ChiâWang Shu
Thomas A. Zang
Gordon Erlebacher
David L. Whitaker
Stanley Osher
1
+
Evaluation of various highâorderâaccuracy schemes with and without flux limiters
1993
Panos Tamamidis
Dennis N. Assanis
1
+
PDF
Chat
Non-oscillatory central differencing for hyperbolic conservation laws
1990
Haim Nessyahu
Eitan Tadmor
1
+
Adaptive QUICK-Based Scheme to Approximate Convective Transport
2000
K. B. Kuan
ChaoâAn Lin
1
+
PDF
Chat
Systems of conservation laws
1960
Peter D. Lax
Burton Wendroff
1
+
Convergence to Steady State Solutions of the Euler Equations on Unstructured Grids with Limiters
1995
V. N. Venkatakrishnan
1
+
ON THE CONSTRUCTION OF A THIRD-ORDER ACCURATE MONOTONE CONVECTION SCHEME WITH APPLICATION TO TURBULENT FLOWS IN GENERAL DOMAINS
1996
Marcel Zijlema
1
+
A comparative study of TVDâlimitersâwellâknown limiters and an introduction of new ones
2010
Friedemann Kemm
1
+
A comparative study of advanced shock-capturing shcemes applied to Burgers' equation
1992
Haiqing Yang
Andrzej Przekwas
1
+
A novel finite difference formulation for differential expressions involving both first and second derivatives
1972
D. B. Spalding
1
+
Uniformly high order accurate essentially non-oscillatory schemes, III
1987
Ami Harten
Björn Engquist
Stanley Osher
Sukumar Chakravarthy
1
+
On a higher-order bounded discretization scheme
2000
Bin Song
G. R. Liu
K.Y. Lam
Ryoichi S. Amano
1
+
High order one-step monotonicity-preserving schemes for unsteady compressible flow calculations
2003
Virginie Daru
Christian Tenaud
1
+
Limiter-Free Third Order Logarithmic Reconstruction
2006
Robert Artebrant
Achim Schroll
1
+
Comparisons of numerical methods with respect to convectively dominated problems
2001
Yongqi Wang
Kolumban Hutter
1
+
A Comparative Study of Computational Methods in Cosmic Gas Dynamics
1997
G.D. van Albada
Bram van Leer
William W. Roberts
1
+
Upstream monotonic interpolation for scalar transport with application to complex turbulent flows
1994
FueâSang Lien
M. A. Leschziner
1
+
PDF
Chat
Multigrid Solution of the Steady Euler Equations
1985
Piet Hemker
S. P. Spekreijse
1
+
PDF
Chat
A Positive Finite-Difference Advection Scheme
1995
Willem Hundsdorfer
Barry Koren
M. van Loon
J.G. Verwer
1
+
Curvatureâcompensated convective transport: SMART, A new boundednessâ preserving transport algorithm
1988
Philip Gaskell
A. K. C. Lau
1
+
A lowâdiffusive and oscillationâfree convection scheme
1991
Jinying Zhu
1
+
An accurate and efficient method for the incompressible NavierâStokes equations using the projection method as a preconditioner
2009
Boyce E. Griffith
1
+
Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
1997
Xiao Lan Zhang
1
+
Flux-corrected transport. I. SHASTA, a fluid transport algorithm that works
1973
Jay P. Boris
David Book
1
+
Upwind-difference methods for aerodynamic problems governed by the Euler equations
1985
Bram van Leer
1
+
PDF
Chat
Numerical solutions of 2-D steady incompressible driven cavity flow at high Reynolds numbers
2005
Ercan Erturk
Thomas Corke
Cihan Gökçöl
1