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Abdul Q. M. Khaliq
Researcher at Middle Tennessee State University
Publications - 89
Citations - 1753
Abdul Q. M. Khaliq is an academic researcher from Middle Tennessee State University. The author has contributed to research in topics: Nonlinear system & Computer science. The author has an hindex of 24, co-authored 74 publications receiving 1450 citations. Previous affiliations of Abdul Q. M. Khaliq include Western Illinois University & University of Wisconsin–La Crosse.
Papers
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Using meshfree approximation for multi-asset American options
TL;DR: A penalty method which allows us to remove the free and moving boundary by adding a small and continuous penalty term to the Black‐Scholes equation is considered.
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Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme
TL;DR: A split cosine scheme for simulating solitary solutions of the sine-Gordon equation in two dimensions, as it arises, for instance, in rectangular large-area Josephson junctions, has potential applications in further multi-dimensional nonlinear wave simulations.
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New numerical scheme for pricing american option with regime-switching
Abdul Q. M. Khaliq,R. H. Liu +1 more
TL;DR: In this paper, the authors developed new numerical schemes by extending the penalty method approach and by employing the θ-method, which satisfy a system of m free boundary value problems, where m is the number of regimes considered for the market.
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An efficient high-order algorithm for solving systems of reaction-diffusion equations
TL;DR: An efficient higher‐order finite difference algorithm is presented in this article for solving systems of two‐dimensional reaction‐diffusion equations with nonlinear reaction terms with high‐order accuracy in the spatial and temporal dimensions.
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Smoothing schemes for reaction-diffusion systems with nonsmooth data
TL;DR: A new version of the fourth-order Cox-Matthews, Kassam-Trefethen ETDRK4 scheme is introduced designed to eliminate the remaining computational difficulties and improves computational efficiency with respect to evaluation of the high degree polynomial functions of matrices.