Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 1466.60079 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G22 60G15 PDFBibTeX XMLCite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 1466.60079) Full Text: DOI
Ahmadi, Z.; Hosseini, S. M.; Bastani, A. Foroush A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes. (English) Zbl 1448.91290 J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021). MSC: 91G20 93E20 60J74 90C39 PDFBibTeX XMLCite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021; Zbl 1448.91290) Full Text: DOI
Lotfi, Mina; Hosseini, S. Mohammad An efficient Dai-Liao type conjugate gradient method by reformulating the CG parameter in the search direction equation. (English) Zbl 1493.65111 J. Comput. Appl. Math. 371, Article ID 112708, 15 p. (2020). MSC: 65K05 90C30 90C52 PDFBibTeX XMLCite \textit{M. Lotfi} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 371, Article ID 112708, 15 p. (2020; Zbl 1493.65111) Full Text: DOI
Ahmadi, Z.; Hosseini, S. Mohammad; Bastani, A. Foroush A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. (English) Zbl 1422.91676 J. Comput. Appl. Math. 363, 156-170 (2020). MSC: 91G20 60G40 91G60 PDFBibTeX XMLCite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 363, 156--170 (2020; Zbl 1422.91676) Full Text: DOI
Fatemion Aghda, A. S.; Hosseini, Seyed Mohammad; Tahmasebi, Mahdieh Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump. (English) Zbl 1393.60060 J. Comput. Appl. Math. 344, 676-690 (2018). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{A. S. Fatemion Aghda} et al., J. Comput. Appl. Math. 344, 676--690 (2018; Zbl 1393.60060) Full Text: DOI arXiv
Ghayebi, Bakhtiyar; Hosseini, S. Mohammad; Blömker, Dirk Numerical solution of the Burgers equation with Neumann boundary noise. (English) Zbl 1354.60068 J. Comput. Appl. Math. 311, 148-164 (2017). MSC: 60H15 60H35 65C30 65C05 60H10 PDFBibTeX XMLCite \textit{B. Ghayebi} et al., J. Comput. Appl. Math. 311, 148--164 (2017; Zbl 1354.60068) Full Text: DOI
Fatemion Aghda, A. S.; Hosseini, S. Mohammad Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations. (English) Zbl 1382.65017 J. Comput. Appl. Math. 302, 94-105 (2016). MSC: 65C30 60H35 34D20 PDFBibTeX XMLCite \textit{A. S. Fatemion Aghda} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 302, 94--105 (2016; Zbl 1382.65017) Full Text: DOI
Haghighi, Amir; Hosseini, Seyed Mohammad; Rößler, Andreas Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. (English) Zbl 1329.65014 J. Comput. Appl. Math. 293, 82-93 (2016). MSC: 65C30 PDFBibTeX XMLCite \textit{A. Haghighi} et al., J. Comput. Appl. Math. 293, 82--93 (2016; Zbl 1329.65014) Full Text: DOI
Amiri, Sadegh; Hosseini, S. Mohammad A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems. (English) Zbl 1334.65014 J. Comput. Appl. Math. 275, 27-43 (2015). MSC: 65C30 65L06 PDFBibTeX XMLCite \textit{S. Amiri} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 275, 27--43 (2015; Zbl 1334.65014) Full Text: DOI
Kamrani, Minoo; Hosseini, S. Mohammad The role of coefficients of a general SPDE on the stability and convergence of a finite difference method. (English) Zbl 1201.65012 J. Comput. Appl. Math. 234, No. 5, 1426-1434 (2010). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H15 65M06 65M12 PDFBibTeX XMLCite \textit{M. Kamrani} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 234, No. 5, 1426--1434 (2010; Zbl 1201.65012) Full Text: DOI
Nobari, Elham; Hosseini, S. Mohammad A method for approximation of the exponential map in semidirect product of matrix Lie groups and some applications. (English) Zbl 1189.65081 J. Comput. Appl. Math. 234, No. 1, 305-315 (2010). MSC: 65F30 15A16 PDFBibTeX XMLCite \textit{E. Nobari} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 234, No. 1, 305--315 (2010; Zbl 1189.65081) Full Text: DOI
Rezghi, Mansoor; Hosseini, S. Mohammad A new variant of L-curve for Tikhonov regularization. (English) Zbl 1169.65036 J. Comput. Appl. Math. 231, No. 2, 914-924 (2009). MSC: 65F22 PDFBibTeX XMLCite \textit{M. Rezghi} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 231, No. 2, 914--924 (2009; Zbl 1169.65036) Full Text: DOI
Hosseini, S. Mohammad The adaptive operational tau method for systems of ODEs. (English) Zbl 1168.65034 J. Comput. Appl. Math. 231, No. 1, 24-38 (2009). MSC: 65L05 34A34 PDFBibTeX XMLCite \textit{S. M. Hosseini}, J. Comput. Appl. Math. 231, No. 1, 24--38 (2009; Zbl 1168.65034) Full Text: DOI
Foroush Bastani, A.; Hosseini, S. Mohammad On mean-square stability properties of a new adaptive stochastic Runge-Kutta method. (English) Zbl 1169.65006 J. Comput. Appl. Math. 224, No. 2, 556-564 (2009). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 65L05 34F05 65L70 65L50 65L20 PDFBibTeX XMLCite \textit{A. Foroush Bastani} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 224, No. 2, 556--564 (2009; Zbl 1169.65006) Full Text: DOI
Ghoreishi, F.; Hosseini, S. Mohammad Integration matrix based on arbitrary grids with a preconditioner for pseudospectral method. (English) Zbl 1140.65092 J. Comput. Appl. Math. 214, No. 1, 274-287 (2008). Reviewer: Neville Ford (Chester) MSC: 65R20 45J05 PDFBibTeX XMLCite \textit{F. Ghoreishi} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 214, No. 1, 274--287 (2008; Zbl 1140.65092) Full Text: DOI
Bastani, A. Foroush; Hosseini, S. Mohammad A new adaptive Runge-Kutta method for stochastic differential equations. (English) Zbl 1117.65008 J. Comput. Appl. Math. 206, No. 2, 631-644 (2007). MSC: 65C30 60H10 60H35 65L06 65L70 65L50 PDFBibTeX XMLCite \textit{A. F. Bastani} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 206, No. 2, 631--644 (2007; Zbl 1117.65008) Full Text: DOI
Rezghi, Mansoor; Hosseini, S. Mohammad An ILU preconditioner for nonsymmetric positive definite matrices by using the conjugate Gram-Schmidt process. (English) Zbl 1096.65042 J. Comput. Appl. Math. 188, No. 1, 150-164 (2006). Reviewer: Georg Hebermehl (Berlin) MSC: 65F35 65F10 PDFBibTeX XMLCite \textit{M. Rezghi} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 188, No. 1, 150--164 (2006; Zbl 1096.65042) Full Text: DOI
Ghoreishi, F.; Hosseini, S. Mohammad The tau method and a new preconditioner. (English) Zbl 1046.65060 J. Comput. Appl. Math. 163, No. 2, 351-379 (2004). Reviewer: J. D. P. Donnelly (Oxford) MSC: 65L10 65L60 65L20 34B05 65F35 PDFBibTeX XMLCite \textit{F. Ghoreishi} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 163, No. 2, 351--379 (2004; Zbl 1046.65060) Full Text: DOI