Browse by Journal

Dolgov, Sergey and Savostyanov, Dmitry (2024) Tensor product approach to modelling epidemics on networks. Applied Mathematics and Computation, 460. p. 128290. DOI https://doi.org/10.1016/j.amc.2023.128290

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2022) Highly Efficient Shannon Wavelet-based Pricing of Power Options under the Double Exponential Jump Framework with Stochastic Jump Intensity and Volatility. Applied Mathematics and Computation, 414. p. 126669. DOI https://doi.org/10.1016/j.amc.2021.126669

Hitzer, Eckhard and Sangwine, Stephen (2017) Multivector and multivector matrix inverses in real Clifford algebras. Applied Mathematics and Computation, 311. pp. 375-389. DOI https://doi.org/10.1016/j.amc.2017.05.027

Dolgov, Sergey and Pearson, John W and Savostyanov, Dmitry V and Stoll, Martin (2016) Fast tensor product solvers for optimization problems with fractional differential equations as constraints. Applied Mathematics and Computation, 273. pp. 604-623. DOI https://doi.org/10.1016/j.amc.2015.09.042

De Bie, H and De Schepper, N and Ell, TA and Rubrecht, K and Sangwine, SJ (2015) Connecting spatial and frequency domains for the quaternion Fourier transform. Applied Mathematics and Computation, 271. pp. 581-593. DOI https://doi.org/10.1016/j.amc.2015.09.045

Zhao, Xinchao and Lin, Wenqiao and Zhang, Qingfu (2014) Enhanced particle swarm optimization based on principal component analysis and line search. Applied Mathematics and Computation, 229. pp. 440-456. DOI https://doi.org/10.1016/j.amc.2013.12.068

Sangwine, Stephen J and Ell, Todd A (2012) Complex and hypercomplex discrete Fourier transforms based on matrix exponential form of Euler’s formula. Applied Mathematics and Computation, 219 (2). pp. 644-655. DOI https://doi.org/10.1016/j.amc.2012.06.055

Gounden, S and O’Hara, JG (2010) An analytic formula for the price of an American-style Asian option of floating strike type. Applied Mathematics and Computation, 217 (7). pp. 2923-2936. DOI https://doi.org/10.1016/j.amc.2010.08.025

Sinkala, W and Leach, PGL and O'Hara, JG (2008) An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation. Applied Mathematics and Computation, 201 (1-2). pp. 95-107. DOI https://doi.org/10.1016/j.amc.2007.12.008