UM

Browse/Search Results:  1-10 of 15 Help

Selected(0)Clear Items/Page:    Sort:
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]:1 TC[Scopus]:1 | 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]:1 TC[Scopus]:1 | 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]:1 | Submit date:2021/12/07
Alternating Direction Implicit Scheme  Distributed-order  Finite Volume Approximation  High Dimensional  Tensor-train Format  
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]:5 TC[Scopus]:6 | 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]:2 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]:3 | 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]:1 TC[Scopus]:2 | Submit date:2021/03/11
Block-circulant-circulant-block matrix  Convex domain  Finite volume method  Preconditioner  Space-fractional diffusion equation  
Fast solution algorithms for exponentially tempered fractional diffusion equations Journal article
Numerical Methods for Partial Differential Equations, 2018,Volume: 34,Issue: 4,Page: 1301-1323
Authors:  Lei,Siu Long;  Fan,Daoying;  Chen,Xu
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
circulant and skew-circulant representation of Toeplitz inversion  circulant preconditioner  fast Fourier transform  tempered fractional diffusion equations  Toeplitz matrix  
On CSCS-based iteration method for tempered fractional diffusion equations Journal article
Japan Journal of Industrial and Applied Mathematics, 2016,Volume: 33,Issue: 3,Page: 583-597
Authors:  Qu,Wei;  Lei,Siu Long
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
Circulant and skew-circulant splitting iteration  Fast Fourier transform  Preconditioner  Tempered fractional diffusion equation  Toeplitz matrix