Author Index SIAM Journal on Numerical Analysis Volume 57

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Author Index SIAM Journal on Numerical Analysis Volume 56

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Author Index SIAM Journal on Numerical Analysis Volume 55

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Author Index SIAM Journal on Numerical Analysis Volume 54

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Author Index SIAM Journal on Numerical Analysis Volume 53

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Author Index: SIAM Journal on Numerical Analysis Volume 52

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Author Index: SIAM Journal on Numerical Analysis Volume 51

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Broyden's Method for Nonlinear Eigenproblems von Jarlebring, Elias

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SIAM Journal on Numerical Analysis / Preconditioned Douglas-Rachford Splitting Methods for Convex-concave Saddle-point Problems von Bredies, Kristian, Sun, Hongpeng

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SIAM Journal on Numerical Analysis / The Immersed Interface Technique for Parabolic Problems with Mixed Boundary Conditions von Bouchon, François, Peichl, Gunther H

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SIAM Journal on Numerical Analysis / Moreau-Yosida Regularization in State Constrained Elliptic Control Problems: Error Estimates and Parameter Adjustment von Hintermüller, Michael, Hinze, Michael

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SIAM Journal on Numerical Analysis / Reduced-Order Optimal Control Based on Approximate Inertial Manifolds for Nonlinear Dynamical Systems von Ito, Kazufumi, Kunisch, Karl

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SIAM Journal on Numerical Analysis / A first-order sequential predictor-corrector regularization method for ill-posed Volterra equations von Ring, Wolfgang

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A nodal triangle-based spectral element method for the shallow water equations on the sphere von Giraldo, F.X., Warburton, T.

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The method of fundamental solutions for annular shaped domains von Li, Zi-Cai

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Cell centered direct Arbitrary-Lagrangian-Eulerian ADER-WENO finite volume schemes for nonlinear hyperelasticity von Boscheri, Walter, Dumbser, Michael, Loubère, Raphaël

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A Nitsche-based formulation for fluid-structure interactions with contact von Burman, Erik, Fernández, Miguel A., Frei, Stefan

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Construction and analysis of higher order variational integrators for dynamical systems with holonomic constraints von Wenger, Theresa, Ober-Blöbaum, Sina, Leyendecker, Sigrid

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Asymptotic expansion of solutions to the Black–Scholes equation arising from American option pricing near the expiry von Kazemi, Seyed-Mohammad-Mahdi, Dehghan, Mehdi, Foroush Bastani, Ali

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Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift von Foroush Bastani, Ali, Tahmasebi, Mahdieh

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