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A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations Journal article
Applied Mathematics and Computation, 2022,Volume: 425
Authors:  Sun, Lu Yao;  Fang, Zhi Wei;  Lei, Siu Long;  Sun, Hai Wei;  Zhang, Jia Li
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/05/13
Block-circulant-circulant-block Preconditioner  Distributed-order Fractional Derivative  Exponential-sum-approximation Method  Fast Algorithm  Stability And Convergence  Time-space Fractional Equation  
A Hessenberg-type algorithm for computing PageRank Problems Journal article
Numerical Algorithms, 2022,Volume: 89,Issue: 4,Page: 1845-1863
Authors:  Gu, Xian Ming;  Lei, Siu Long;  Zhang, Ke;  Shen, Zhao Li;  Wen, Chun;  Carpentieri, Bruno
Favorite |  | TC[WOS]:4 TC[Scopus]:3 | Submit date:2022/05/04
Arnoldi Process  Hessenberg Process  Krylov Subspace Method  Pagerank Vector  Ritz Values  
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Numerical Algorithms, 2021,Volume: 87,Issue: 3,Page: 939-965
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/09
Direct Method  Implicit-explicit Finite Difference Method  Multi-state European Options Pricing  Precondition  Tempered Fractional Partial Differential Equation  
Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations Journal article
Computers and Mathematics with Applications, 2021,Volume: 89,Page: 116-126
Authors:  Chou, Lot Kei;  Lei, Siu Long
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/12/07
Alternating Direction Implicit Scheme  Distributed-order  Finite Volume Approximation  High Dimensional  Tensor-train Format  
Speeding up SimRank computations by polynomial preconditioners Journal article
Applied Numerical Mathematics, 2020,Volume: 153,Page: 147-163
Authors:  Sio Wan Ng;  Siu-Long Lei;  Juan Lu;  Zhiguo Gong
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/09
Graph  Linear System  Matrix  Polynomial Preconditioner  Simrank  
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations Journal article
Numerical Algorithms, 2020,Volume: 84,Issue: 1,Page: 37-62
Authors:  Huang,Yun Chi;  Lei,Siu Long
Favorite |  | TC[WOS]:7 TC[Scopus]:7 | Submit date:2021/03/11
Time-space Fractional Differential Equations  Alternating Direction Implicit Scheme  Block Lower Triangular Toeplitz Matrix  Divide-and-conquer  Time-marching  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/09
Finite Difference Method  Finite Moment Log Stable Model  Preconditioner  Rainbow Options Pricing  Two-dimensional Fractional Partial Differential Equation  
Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis Journal article
Journal of Scientific Computing, 2019,Volume: 80,Issue: 3,Page: 1731-1763
Authors:  Chou,Lot Kei;  Lei,Siu Long
Favorite |  | TC[WOS]:3 TC[Scopus]:4 | Submit date:2021/03/11
High Dimensional Fractional Diffusion Equation  Krylov Subspace Method  Preconditioner  Tensor-train Decomposition  
A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains Journal article
Journal of Scientific Computing, 2019,Volume: 80,Issue: 2,Page: 1033-1057
Authors:  Chen,Xu;  Deng,Si Wen;  Lei,Siu Long
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/11
Block-circulant-circulant-block Matrix  Convex Domain  Finite Volume Method  Preconditioner  Space-fractional Diffusion Equation  
Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis Journal article
Journal of Scientific Computing, 2019,Volume: 80,Page: 1731-1763
Authors:  Chou, Lot Kei;  Lei, Siu Long
Favorite |  | TC[WOS]:0 TC[Scopus]:4 | Submit date:2022/08/23
High Dimensional Fractional Diffusion Equation  Tensor-train Decomposition  Krylov Subspace Method  Preconditioner