Volume 31,
Issue 4,
pp. 2419-3215
Please Note: Electronic articles are available well in advance of the printed articles.
Construction of Simple, Stable, and Convergent High Order Schemes for Steady First Order Hamilton–Jacobi Equations
R. Abgrall
pp. 2419-2446
A Stable and Efficient Method for Treating Surface Tension in Incompressible Two-Phase Flow
Mark Sussman and Mitsuhiro Ohta
pp. 2447-2471
Preconditioned Nullspace Method for the Two-Dimensional Oseen Problem
Sabine Le Borne
pp. 2494-2509
A Locally Conservative Finite Element Method Based on Piecewise Constant Enrichment of the Continuous Galerkin Method
Shuyu Sun and Jiangguo Liu
pp. 2528-2548
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility
Kazufumi Ito and Jari Toivanen
pp. 2646-2664
On the Accuracy of the Numerical Detection of Complex Obstacles from Far Field Data Using the Probe Method
J. J. Liu and M. Sini
pp. 2665-2687
A Robust Numerical Method for Stokes Equations Based on Divergence-Free $H$(div) Finite Element Methods
Junping Wang, Yanqiu Wang, and Xiu Ye
pp. 2784-2802
Guidance for Choosing Multigrid Preconditioners for Systems of Elliptic Partial Differential Equations
B. Lee
pp. 2803-2831
Nonparametric Density Estimation for Randomly Perturbed Elliptic Problems I: Computational Methods, A Posteriori Analysis, and Adaptive Error Control
D. Estep, A. MÅlqvist, and S. Tavener
pp. 2935-2959
Numerical Studies of Discrete Approximations to the Allen–Cahn Equation in the Sharp Interface Limit
Jian Zhang and Qiang Du
pp. 3042-3063
Convergence of Weakly Imposed Boundary Conditions: The One-Dimensional Hyperbolic Case
Andrea Villa
pp. 3116-3127
