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Journal of Computational and Applied Mathematics （JACM） - Volume 205, Issue 2 论文列表

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卷期号： Volume 205, Issue 2
发布时间： 15 August 2007
卷期年份： 2007
卷期官网： https://www.sciencedirect.com/journal/journal-of-computational-and-applied-mathematics/vol/205/issue/2
本期论文列表
IFC editors 2nd issue

Special issue on evolutionary problems

Rival approaches to mathematical modelling in immunology

How to deal with potentially huge dimensional state space: The meta-dynamics approach—application to a model of the co-evolution of bacterio-phage populations

Stochastic delay differential equations for genetic regulatory networks

A solver for the stochastic master equation applied to gene regulatory networks

Beyond the Poisson renewal process: A tutorial survey

Recent results on blow-up and quenching for nonlinear Volterra equations

Conditions for blow-up of solutions of some nonlinear Volterra integral equations

Solutions in weighted spaces of singular boundary value problems on the half-line

Derivation of continuous explicit two-step Runge–Kutta methods of order three

Blended implicit methods for solving ODE and DAE problems, and their extension for second-order problems

Tensor invariants in numerical geometric integration of ODEs

New numerical integrators based on solvability and splitting

State-dependent symplecticity and area preserving numerical methods

Computing statistics for Hamiltonian systems: A case study

Numerical detection of instability regions for delay models with delay-dependent parameters

Numerical modelling of qualitative behaviour of solutions to convolution integral equations

Periodic and almost periodic solutions of nonlinear discrete Volterra equations with unbounded delay

Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion

Galerkin/Runge–Kutta discretizations of nonlinear parabolic equations

Constant coefficient linear multistep methods with step density control

Design of software for ODEs

Improved linear multi-step methods for stochastic ordinary differential equations

Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay

Approximations of Euler–Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions

Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems

Runge–Kutta methods for affinely controlled nonlinear systems

Discretisation of stochastic control problems for continuous time dynamics with delay

Strong approximations of stochastic differential equations with jumps

SDELab: A package for solving stochastic differential equations in MATLAB

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