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Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2023) Positivity-preserving truncated Euler–Maruyama method for generalised Ait-Sahalia-type interest model. BIT Numerical Mathematics, 63 (4). 59. ISSN 0006-3835
2019
Mazza, M. and Pestana, J. (2019) Spectral properties of flipped Toeplitz matrices and related preconditioning. BIT Numerical Mathematics, 59 (2). pp. 463-482. ISSN 0006-3835
2016
Ramage, Alison and Sonnet, Andre M. (2016) Computational fluid dynamics for nematic liquid crystals. BIT Numerical Mathematics, 56 (2). pp. 1-14. ISSN 0006-3835
2011
Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835
Higham, Desmond J. and Intep, Somkid and Mao, Xuerong and Szpruch, Lukasz (2011) Hybrid simulation of autoregulation within transcription and translation. BIT Numerical Mathematics, 51 (1). pp. 177-196. ISSN 0006-3835
Ramage, Alison and von Sydow, L. (2011) A multigrid preconditioner for an adaptive Black-Scholes solver. BIT Numerical Mathematics, 51 (1). pp. 217-233. ISSN 0006-3835
2003
Bryden, A. and Higham, D.J. (2003) On the boundedness of asymptotic stability regions for the stochastic theta method. BIT Numerical Mathematics, 43 (1). pp. 1-7. ISSN 0006-3835
2002
Lötstedt, P. and Ramage, A. and Hemmingsson-Frändén, L. and Söderberg, S. (2002) Implicit solution of hyperbolic equations with space-time adaptivity. BIT Numerical Mathematics, 42 (1). pp. 134-158. ISSN 0006-3835
2000
Higham, D.J. (2000) A-stability and stochastic mean-square stability. BIT Numerical Mathematics, 40 (2). pp. 404-409. ISSN 0006-3835
1998
Higham, D.J. and Stuart, A.M. (1998) Analysis of the dynamics of local error control via a piecewise continuous residual. BIT Numerical Mathematics, 38 (1). pp. 44-57. ISSN 0006-3835
1997
Higham, D.J. (1997) Time-stepping and preserving orthonormality. BIT Numerical Mathematics, 37 (1). pp. 24-36. ISSN 0006-3835
1994
Higham, D.J. (1994) Runge-Kutta stability on a Floquet problem : DHS test, take out this subtitle when done. BIT Numerical Mathematics, 34 (1). pp. 88-98. ISSN 0006-3835
1993
Higham, D.J. and Trefethen, L.N. (1993) Stiffness of ODEs. BIT Numerical Mathematics, 33 (2). pp. 285-303. ISSN 0006-3835
1991
Enright, W.H. and Higham, D.J. (1991) Parallel defect control. BIT Numerical Mathematics, 31 (4). pp. 647-663. ISSN 0006-3835