Muhammad S. Yousuf

Orcid: 0000-0003-3893-4776

According to our database1, Muhammad S. Yousuf authored at least 15 papers between 2008 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations.
Comput. Math. Appl., December, 2023

2020
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations.
Comput. Math. Appl., 2020

2019
High-order time stepping scheme for pricing American option under Bates model.
Int. J. Comput. Math., 2019

2018
A second-order efficient L-stable numerical method for space fractional reaction-diffusion equations.
Int. J. Comput. Math., 2018

Fourth-order methods for space fractional reaction-diffusion equations with non-smooth data.
Int. J. Comput. Math., 2018

Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model.
Comput. Math. Appl., 2018

2015
Pricing American options under multi-state regime switching with an efficient <i>L</i>- stable method.
Int. J. Comput. Math., 2015

2014
A Spherically Symmetric Model for the Tumor Growth.
J. Appl. Math., 2014

2012
The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost.
Int. J. Comput. Math., 2012

2011
Intelligent predictive control methods for synchronous power system.
Proceedings of the IEEE Symposium on Computational Intelligence in Control and Automation, 2011

Effects of parameter values and noise on PSO-based predictive control: An empirical study.
Proceedings of the IEEE Symposium on Computational Intelligence in Control and Automation, 2011

2010
Neural Network based Controller for Nonlinear Automatic Generation Control.
Proceedings of the ICFC-ICNC 2010, 2010

2009
A fourth-order smoothing scheme for pricing barrier options under stochastic volatility.
Int. J. Comput. Math., 2009

Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility.
Appl. Math. Comput., 2009

2008
On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation.
Appl. Math. Comput., 2008


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