Superconvergent Nyström method for Urysohn integral equations Chafik AllouchDriss SbibihMohamed Tahrichi OriginalPaper 05 October 2016 Pages: 3 - 20
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition Adam AnderssonRaphael Kruse OriginalPaper 09 July 2016 Pages: 21 - 53
Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes Winfried AuzingerHarald HofstätterOthmar Koch OriginalPaper Open access 28 July 2016 Pages: 55 - 74
On estimating the separation of two periodic matrix sequences Xiao Shan Chen OriginalPaper 13 June 2016 Pages: 75 - 91
A convergent finite difference scheme for the Ostrovsky-Hunter equation on a bounded domain G. M. CocliteJ. RidderN. H. Risebro OriginalPaper 20 July 2016 Pages: 93 - 122
Locally Linearized methods for the simulation of stochastic oscillators driven by random forces H. de la CruzJ. C. JimenezJ. P. Zubelli OriginalPaper 30 May 2016 Pages: 123 - 151
Cheap arbitrary high order methods for single integrand SDEs Kristian DebrabantAnne Kværnø OriginalPaper 09 May 2016 Pages: 153 - 168
Inheritance properties and sum-of-squares decomposition of Hankel tensors: theory and algorithms Weiyang DingLiqun QiYimin Wei OriginalPaper 06 June 2016 Pages: 169 - 190
Generalized Gauss–Radau and Gauss–Lobatto formulas with Jacobi weight functions Guergana Petrova OriginalPaper 27 July 2016 Pages: 191 - 206
Parameter-uniform numerical methods for general nonlinear singularly perturbed reaction diffusion problems having a stable reduced solution Jason Quinn OriginalPaper 16 September 2016 Pages: 207 - 240
Efficient weak second-order stochastic Runge–Kutta methods for Itô stochastic differential equations Xiao TangAiguo Xiao OriginalPaper 26 April 2016 Pages: 241 - 260
