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Numerical Algorithms for 1-d Backward Stochastic Differential Equations: Convergence and Simulations
Free accessArXiv | 2006| -
Isolating patterns in a reaction-diffusion system with Smith population growth
Springer Verlag | 2023| -
An Epsilon-uniform Finite Element Method for Singularly Perturbed Boundary Value Problems
Free accessArXiv | 2006| -
Rank of Projection-Algebraic Representations of Some Differential Operators
Free accessArXiv | 2010| -
Existence and uniqueness of solutions of stochastic functional differential equations
Free accessArXiv | 2008| -
A new technique to solve linear integro-differential equations (IDEs) with modified Bernoulli polynomials
Free accessArXiv | 2020| -
Justification of quasi-stationary approximation in models of gene expression of a self-regulating protein
Free accessArXiv | 2019| -
A new semi-analytical approach for numerical solving of Cauchy problem for functional differential equations
Free accessArXiv | 2015| -
Finite-difference approximation of the inverse Sturm-Liouville problem with frozen argument
Free accessArXiv | 2021| -
A class of space-time discretizations for the stochastic $p$-Stokes system
Free accessArXiv | 2023| -
Discrete approximations of differential equations via trigonometric interpolation
Free accessArXiv | 2011| -
A multiple timescale network model of intracellular calcium concentrations in coupled neurons: Insights from ROM simulations
Free accessEDP Sciences | 2022|
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