Edit Profile (opens in new tab) Sewell, Granville Co-Author Distance Author ID: sewell.granville Published as: Sewell, Granville Documents Indexed: 20 Publications since 1982, including 8 Books Co-Authors: 6 Co-Authors with 5 Joint Publications 91 Co-Co-Authors all top 5 Co-Authors 14 single-authored 3 Mariani, Maria Cristina 2 Florescu, Ionuţ 1 Dang, Duy Minh 1 Fitzgerald, Rosa M. 1 Lalegname, Adriana E. 1 Liu, Ruihua 1 Sändig, Anna-Margarete 1 SenGupta, Indranil all top 5 Serials 2 Quantitative Finance 2 Bulletin of Computational Applied Mathematics 2 Pure and Applied Mathematics. A Wiley-Interscience Series of Texts, Monographs and Tracts 1 Computers & Mathematics with Applications 1 Computer Physics Communications 1 ACM Transactions on Mathematical Software 1 Angewandte Informatik 1 Advances in Engineering Software 1 International Journal of Theoretical and Applied Finance 1 International Journal of Fracture 1 The College Mathematics Journal all top 5 Fields 16 Numerical analysis (65-XX) 10 Partial differential equations (35-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Ordinary differential equations (34-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral equations (45-XX) 2 Probability theory and stochastic processes (60-XX) 2 Mechanics of deformable solids (74-XX) 2 Operations research, mathematical programming (90-XX) 1 Geometry (51-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 67 times in 62 Documents Cited by ▼ Year ▼ The numerical solution of ordinary and partial differential equations. 2nd ed. Zbl 1089.65053Sewell, Granville 14 2005 The numerical solution of ordinary and partial differential equations. Zbl 0657.65003Sewell, Granville 13 1988 Numerical schemes for option pricing in regime-switching jump diffusion models. Zbl 1290.91180Florescu, Ionut; Liu, Ruihua; Mariani, Maria Cristina; Sewell, Granville 11 2013 Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models. Zbl 1443.65199Dang, Duy-Minh; Nguyen, Duy; Sewell, Granville 6 2016 The numerical solution of ordinary and partial differential equations. 3rd ed. Zbl 1306.65002Sewell, Granville 4 2015 Analysis of a finite element method. PDE/PROTRAN. Zbl 0591.65069Sewell, Granville 3 1985 Numerical methods applied to option pricing models with transaction costs and stochastic volatility. Zbl 1406.91485Mariani, Maria C.; Sengupta, Indranil; Sewell, Granville 3 2015 Computational methods for linear algebra. 2nd ed. Zbl 1081.65029Sewell, Granville 2 2005 Computational methods of linear algebra. 3rd ed. Zbl 1302.65068Sewell, Granville 2 2014 Solving PDEs in non-rectangular 3D regions using a collocation finite element method. Zbl 1187.65130Sewell, Granville 2 2010 Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market. Zbl 1402.91890Florescu, Ionuţ; Mariani, Maria Cristina; Sewell, Granville 2 2014 TWODEPEP, a small general purpose finite element program. Zbl 0478.65067Sewell, Granville 2 1982 Computational methods of linear algebra. Zbl 0755.65029Sewell, Granville 2 1990 Analytical and numerical treatment of a dynamic crack model. Zbl 1264.74217Lalegname, A.; Sändig, A.-M.; Sewell, G. 2 2008 Solving partial differential equation applications with PDE2D. Zbl 1406.35002Sewell, Granville 1 2018 Solving partial differential equation applications with PDE2D. Zbl 1406.35002Sewell, Granville 1 2018 Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models. Zbl 1443.65199Dang, Duy-Minh; Nguyen, Duy; Sewell, Granville 6 2016 The numerical solution of ordinary and partial differential equations. 3rd ed. Zbl 1306.65002Sewell, Granville 4 2015 Numerical methods applied to option pricing models with transaction costs and stochastic volatility. Zbl 1406.91485Mariani, Maria C.; Sengupta, Indranil; Sewell, Granville 3 2015 Computational methods of linear algebra. 3rd ed. Zbl 1302.65068Sewell, Granville 2 2014 Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market. Zbl 1402.91890Florescu, Ionuţ; Mariani, Maria Cristina; Sewell, Granville 2 2014 Numerical schemes for option pricing in regime-switching jump diffusion models. Zbl 1290.91180Florescu, Ionut; Liu, Ruihua; Mariani, Maria Cristina; Sewell, Granville 11 2013 Solving PDEs in non-rectangular 3D regions using a collocation finite element method. Zbl 1187.65130Sewell, Granville 2 2010 Analytical and numerical treatment of a dynamic crack model. Zbl 1264.74217Lalegname, A.; Sändig, A.-M.; Sewell, G. 2 2008 The numerical solution of ordinary and partial differential equations. 2nd ed. Zbl 1089.65053Sewell, Granville 14 2005 Computational methods for linear algebra. 2nd ed. Zbl 1081.65029Sewell, Granville 2 2005 Computational methods of linear algebra. Zbl 0755.65029Sewell, Granville 2 1990 The numerical solution of ordinary and partial differential equations. Zbl 0657.65003Sewell, Granville 13 1988 Analysis of a finite element method. PDE/PROTRAN. Zbl 0591.65069Sewell, Granville 3 1985 TWODEPEP, a small general purpose finite element program. Zbl 0478.65067Sewell, Granville 2 1982 all cited Publications top 5 cited Publications all top 5 Cited by 100 Authors 5 Sewell, Granville 3 Cui, Mingrong 3 Ma, Jingtang 3 Mariani, Maria Cristina 3 Villamizar, Vianey 2 Acosta, Sebastian 2 Baraille, Rémy 2 Camacho, Carmen 2 Chen, Yong 2 Cui, Zhenyu 2 Ditkowski, Adi 2 Florescu, Ionuţ 2 Gottlieb, Sigal 2 Lalegname, Adriana E. 2 Liu, Ruihua 2 Sändig, Anna-Margarete 2 Zhu, Songping 1 Abdoulkary, Saïdou 1 Al-Towaiq, Mohammad H. 1 Basebi, T. 1 Baskaran, Aparna 1 Batra, Luckshay 1 Bischof, Christian H. 1 Briani, Maya 1 Brown, Stewart A. 1 Cao, Jiling 1 Chakrabarty, Siddhartha Pratim 1 Cook, Grant O. jun. 1 Dang, Duy Minh 1 Das, Bigyani 1 de Mey, P. 1 Eberhard, Peter 1 English, Lars Q. 1 Gan, Xiaoting 1 Gideon, Frednard 1 Grant, Zachary J. 1 Hagan, Michael F. 1 Haghi, Majid 1 Hake, Juergen-Fr. 1 Hanson, Floyd B. 1 Hoang, Hong Son 1 Hoang, S. 1 Hu, Ruizi 1 Jang, Hanbyeol 1 Jorquera, Héctor 1 Kazmi, Kamran 1 Kim, Junseok 1 Lang, Annika 1 Lang, Moritz 1 Lanzafame, G. 1 Lee, Kiseop 1 Li, Rui 1 Li, Shuai 1 Li, WeiBing 1 Lu, Xiaoping 1 Marquez-Lago, Tatiana T. 1 Mills, Patrick L. 1 Mohamadou, Alidou 1 Mollapourasl, Reza 1 Nuugulu, Samuel M. 1 Painter, Jeffrey F. 1 Pathak, Manas A. 1 Patidar, Kailash C. 1 Pérez-Barahona, Agustín 1 Pospíšil, Jan 1 Raj, Bhiksha 1 Ramachandran, Palghat A. 1 Ratschan, Stefan 1 Robey, Thomas H. 1 Rostami, Yaser 1 Šego, Vedran 1 SenGupta, Indranil 1 Smaus, Jan-Georg 1 Steinberg, Stanly L. 1 Stelling, Jörg 1 Švígler, Vladimír 1 Talagrand, Olivier 1 Taneja, Harish Chander 1 Tang, Hongji 1 Valls, Oriol T. 1 Vetterlein, Thomas 1 Wagner, Caleb G. 1 Waldherr, Steffen 1 Wang, Biyuan 1 Wang, Han 1 Wang, Jian 1 Wang, Min 1 Weber, Matthew 1 Xiao, Lin 1 Xiaoting, Gan 1 Yan, Dong 1 Yin, Junfeng 1 Zhang, Danjie 1 Zhang, Wenjun 1 Zhang, Zhijun 1 Zhang, Zhimin 1 Zhang, Zili 1 Zítko, Jan 1 Zou, Benteng 1 Žutić, Igor all top 5 Cited in 39 Serials 6 Journal of Computational and Applied Mathematics 6 International Journal of Computer Mathematics 3 Computers & Mathematics with Applications 2 Computer Physics Communications 2 Journal of Computational Physics 2 Mathematics and Computers in Simulation 2 Numerical Methods for Partial Differential Equations 2 Journal of Economic Dynamics & Control 2 Journal of Scientific Computing 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 International Journal of Fracture 1 Applicable Analysis 1 Computers and Fluids 1 Mathematical Biosciences 1 Mathematics of Computation 1 Bulletin of Mathematical Biology 1 Chaos, Solitons and Fractals 1 Kybernetika 1 Mathematica Numerica Sinica 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Neural Networks 1 Multidimensional Systems and Signal Processing 1 Applications of Mathematics 1 Numerical Algorithms 1 Aequationes Mathematicae 1 European Journal of Operational Research 1 Linear Algebra and its Applications 1 Advances in Engineering Software 1 Computational and Applied Mathematics 1 Monte Carlo Methods and Applications 1 Journal of Discrete Mathematical Sciences & Cryptography 1 Communications in Nonlinear Science and Numerical Simulation 1 Advances in Difference Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Involve 1 Advances in Applied Mathematics and Mechanics 1 Annals of Finance all top 5 Cited in 27 Fields 42 Numerical analysis (65-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Partial differential equations (35-XX) 10 Probability theory and stochastic processes (60-XX) 6 Integral equations (45-XX) 5 Computer science (68-XX) 3 Ordinary differential equations (34-XX) 3 Fluid mechanics (76-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Difference and functional equations (39-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of particles and systems (70-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Biology and other natural sciences (92-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year