Di Zhang

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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 Jung‐Tai 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. Odstrčil
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 Chi‐Wang Shu
Thomas A. Zang
Gordon Erlebacher
David L. Whitaker
Stanley Osher
1
+ Evaluation of various high‐order‐accuracy 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
Chao‐An 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 TVD‐limiters—well‐known 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 Fue‐Sang 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
+ Curvature‐compensated convective transport: SMART, A new boundedness‐ preserving transport algorithm 1988 Philip Gaskell
A. K. C. Lau
1
+ A low‐diffusive and oscillation‐free convection scheme 1991 Jinying Zhu
1
+ An accurate and efficient method for the incompressible Navier–Stokes 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