A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient. - Zhongdi Cen (Appl. Math. Comput., 2005)

Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection-diffusion equations. - Zhongdi Cen (Int. J. Comput. Math., 2005)

Numerical study for a class of singular two-point boundary value problems using Green's functions. - Zhongdi Cen (Appl. Math. Comput., 2006)

Numerical Simulation Technique for Nonlinear Singularly Perturbed Predator-Prey Reaction Diffusion System in Biomathematics. - Xin Cai; Zhongdi Cen (ICNC (5), 2007)

A Second-Order Upwind Difference Scheme for a Singularly Perturbed Problem with Integral Boundary Condition in Netural Network. - Zhongdi Cen; Xin Cai (KES (2), 2007)

Numerical method for a class of singular non-linear boundary value problems using Green's functions. - Zhongdi Cen (Int. J. Comput. Math., 2007)

A hybrid finite difference scheme for a class of singularly perturbed delay differential equations. - Zhongdi Cen (Neural Parallel Sci. Comput., 2008)

Uniform convergence of monotone difference scheme for a singularly perturbed third-order convection-diffusion equation. - Zhongdi Cen (Neural Parallel Sci. Comput., 2009)

Research and Implement of Chinese Text Classifier Based on Naïve Bayes Method. - Jian Huang 011; Zhongdi Cen; Qiuhong Zheng (SKG, 2010)

A second-order finite difference scheme for a class of singularly perturbed delay differential equations. - Zhongdi Cen (Int. J. Comput. Math., 2010)

Some iterative algorithms for the obstacle problems. - Xiao-Peng Lian; Zhongdi Cen; Xiao-Liang Cheng (Int. J. Comput. Math., 2010)

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems. - Zhongdi Cen; Aimin Xu; Anbo Le (J. Comput. Appl. Math., 2010)

A robust finite difference scheme for pricing American put options with Singularity-Separating method. - Zhongdi Cen; Anbo Le (Numer. Algorithms, 2010)

A unified approach to some recurrence sequences via Faà di Bruno's formula. - Aimin Xu; Zhongdi Cen (Comput. Math. Appl., 2011)

On a q-analogue of Faà di Bruno's determinant formula. - Aimin Xu; Zhongdi Cen (Discret. Math., 2011)

Uniformly convergent second-order difference scheme for a singularly perturbed periodical boundary value problem. - Zhongdi Cen (Int. J. Comput. Math., 2011)

A robust and accurate finite difference method for a generalized Black-Scholes equation. - Zhongdi Cen; Anbo Le (J. Comput. Appl. Math., 2011)

A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility. - Anbo Le; Zhongdi Cen; Aimin Xu (Int. J. Comput. Math., 2012)

Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation. - Zhongdi Cen; Anbo Le; Aimin Xu (J. Appl. Math., 2012)

Finite difference scheme with a moving mesh for pricing Asian options. - Zhongdi Cen; Anbo Le; Aimin Xu (Appl. Math. Comput., 2013)

Divided differences and a general explicit formula for sequences of Mansour-Mulay-Shattuck. - Aimin Xu; Zhongdi Cen (Appl. Math. Comput., 2013)

An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options. - Zhongdi Cen; Anbo Le; Aimin Xu (J. Appl. Math., 2013)

Some identities involving exponential functions and Stirling numbers and applications. - Aimin Xu; Zhongdi Cen (J. Comput. Appl. Math., 2014)

An almost second order uniformly convergent scheme for a singularly perturbed initial value problem. - Zhongdi Cen; Fevzi Erdogan; Aimin Xu (Numer. Algorithms, 2014)

A hybrid finite difference scheme for pricing Asian options. - Zhongdi Cen; Aimin Xu; Anbo Le (Appl. Math. Comput., 2015)

Closed formulas for computing higher-order derivatives of functions involving exponential functions. - Aimin Xu; Zhongdi Cen (Appl. Math. Comput., 2015)

On the hybrid finite difference scheme for a singularly perturbed Riccati equation. - Zhongdi Cen; Aimin Xu; Anbo Le (Numer. Algorithms, 2016)

A robust numerical method for a fractional differential equation. - Zhongdi Cen; Anbo Le; Aimin Xu (Appl. Math. Comput., 2017)

A posteriori error analysis for a fractional differential equation. - Zhongdi Cen; Anbo Le; Aimin Xu (Int. J. Comput. Math., 2017)

Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems. - Zhongdi Cen; Anbo Le; Aimin Xu (J. Comput. Appl. Math., 2017)

Numerical approximation of a time-fractional Black-Scholes equation. - Zhongdi Cen; Jian Huang 011; Aimin Xu; Anbo Le (Comput. Math. Appl., 2018)

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation. - Zhongdi Cen; Aimin Xu; Anbo Le (Int. J. Comput. Math., 2018)

An efficient numerical method for a two-point boundary value problem with a Caputo fractional derivative. - Zhongdi Cen; Jian Huang 011; Aimin Xu (J. Comput. Appl. Math., 2018)

A uniformly almost second order convergent numerical method for singularly perturbed delay differential equations. - Fevzi Erdogan; Zhongdi Cen (J. Comput. Appl. Math., 2018)

A second-order scheme for a time-fractional diffusion equation. - Zhongdi Cen; Jian Huang 011; Anbo Le; Aimin Xu (Appl. Math. Lett., 2019)

A posteriori error estimation in maximum norm for a two-point boundary value problem with a Riemann-Liouville fractional derivative. - Zhongdi Cen; Li-Bin Liu; Jian Huang 011 (Appl. Math. Lett., 2020)

An efficient numerical method for a Riemann-Liouville two-point boundary value problem. - Jian Huang 011; Zhongdi Cen; Li-Bin Liu; Jialiang Zhao (Appl. Math. Lett., 2020)

A posteriori error estimation in maximum norm for a system of singularly perturbed Volterra integro-differential equations. - Ying Liang; Li-Bin Liu; Zhongdi Cen (Comput. Appl. Math., 2020)

A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems. - Zhongdi Cen; Aimin Xu; Anbo Le; Li-Bin Liu (Int. J. Comput. Math., 2020)

A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative. - Zhongdi Cen; Jian Huang 011; Aimin Xu; Anbo Le (J. Comput. Appl. Math., 2020)

A posteriori error estimation for a singularly perturbed Volterra integro-differential equation. - Jian Huang 011; Zhongdi Cen; Aimin Xu; Li-Bin Liu (Numer. Algorithms, 2020)

A robust adaptive grid method for a nonlinear singularly perturbed differential equation with integral boundary condition. - Li-Bin Liu; Guangqing Long; Zhongdi Cen (Numer. Algorithms, 2020)

An improved a posteriori error estimation for a parameterized singular perturbation problem. - Jian Huang 011; Zhongdi Cen; Aimin Xu (Appl. Math. Lett., 2021)

An efficient numerical method for pricing a Russian option with a finite time horizon. - Zhongdi Cen; Anbo Le (Int. J. Comput. Math., 2021)

A second-order adaptive grid method for a nonlinear singularly perturbed problem with an integral boundary condition. - Zhongdi Cen; Li-Bin Liu; Aimin Xu (J. Comput. Appl. Math., 2021)

A second-order three-point difference scheme on a posteriori mesh for a singularly perturbed convection-diffusion problem. - Zhongdi Cen; Jian Huang 011; Aimin Xu (Appl. Math. Lett., 2024)

A BDF2 method for a singularly perturbed transport equation. - Zhongdi Cen; Aimin Xu (Int. J. Comput. Math., 2024)