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Defect correction and a posteriori error estimation of Petrov-Galerkin methods for nonlinear Volterra integro-differential equations
A deflation formula for tridiagonal matrices
Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
Density deconvolution with associated stationary data
The density of infinitely differentiable functions in Sobolev spaces with mixed boundary conditions
The density of solenoidal functions and the convergence of a dual finite element method
Dependence on the parameters of the set of trajectories of the control system described by a nonlinear Volterra integral equation
Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations
Derivation of non-classical variational principles in the theory of elasticity
Derivative of the norm of a linear mapping and its application to differential equations
Der verallgemeinerte Théveninsche Satz und seine Anwendung
The descent algorithms for solving symmetric Pareto eigenvalue complementarity problem
Description of the multi-dimensional finite volume solver EULER
Deset let Československé akademie věd
Destabilization for quasivariational inequalities of reaction-diffusion type
The determination of factors in linear models of factor analysis
The determination of necessary and sufficient conditions for the existence of a solution to the $3\times3\times3$ multi-index problem
Determination of the initial stress tensor from deformation of underground opening in excavation process
Determination of the unknown source term in a linear parabolic problem from the measured data at the final time
Development of small and large compressive pulses in two-phase flow
Development of the kriging method with application
Development of three dimensional constitutive theories based on lower dimensional experimental data
Dewetting dynamics of anisotropic particles: A level set numerical approach
DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike
DG method for pricing European options under Merton jump-diffusion model
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike
Die Ableitung einer Formel für die Polarabsteckung der Klothoide und die Fehlerveranschlagung
Die ableitungsfreien Fehlerabschätzungen von Interpolationsformeln
Die ableitungsfreien Fehlerabschätzungen von Quadraturformeln. I
Die ableitungsfreien Fehlerabschätzungen von Quadraturformeln. II

Now showing items 444-473 of 2901

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