Issue 2/2016
Content (12 Articles)
Original Paper
Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
Hung-Yuan Fan, Peter Chang-Yi Weng, Eric King-Wah Chu
Original Paper
Multivariate polynomial interpolation with perturbed data
Claudia Fassino, Hans Michael Möller
Original Paper
GPU-acceleration of waveform relaxation methods for large differential systems
Dajana Conte, Raffaele D’Ambrosio, Beatrice Paternoster
Original Paper
Parallel collocation solution of index-1 BVP-DAEs arising from constrained optimal control problems
Brian C. Fabien
Original Paper
Numerical algorithm for the determinant evaluation of cyclic pentadiagonal matrices with Toeplitz structure
Ji-Teng Jia, Su-Mei Li
Original Paper
Bivariate Newton-Raphson method and toroidal attraction basins
Luis Javier Hernández Paricio
Original Paper
Algorithms for the CMRH method for dense linear systems
Sébastien Duminil, Mohammed Heyouni, Philippe Marion, Hassane Sadok
Original Paper
A new augmented immersed finite element method without using SVD interpolations
Haifeng Ji, Jinru Chen, Zhilin Li
Original Paper
On the hybrid finite difference scheme for a singularly perturbed Riccati equation
Zhongdi Cen, Aimin Xu, Anbo Le
Original Paper
Galerkin-Chebyshev spectral method and block boundary value methods for two-dimensional semilinear parabolic equations
Wenjie Liu, Jiebao Sun, Boying Wu
Original Paper
On some efficient derivative-free iterative methods with memory for solving systems of nonlinear equations
Miodrag S. Petković, Janak Raj Sharma
Original Paper
Finite product representation via multiplicative calculus and its applications to exponential signal processing
Ali Ozyapici, Bülent Bilgehan