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An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients Journal article
International Journal of Computer Mathematics, 2019
作者:  Fang,Zhi Wei;  Sun,Hai Wei;  Wei,Hui Qin
收藏  |  浏览/下载:13/0  |  提交时间:2019/05/27
Approximate Inverse  Circulant Matrix  Fast Fourier Transform  Fractional Diffusion Equation  Krylov Subspace Methods  Piecewise Continuous Coefficients  Toeplitz Matrix  
Partial semi-coarsening multigrid method based on the HOC scheme on nonuniform grids for the convection–diffusion problems Journal article
International Journal of Computer Mathematics, 2017,Volume: 94,Issue: 12,Page: 2356-2372
作者:  Cao F.;  Ge Y.;  Sun H.-W.
收藏  |  浏览/下载:1/0  |  提交时间:2019/02/13
boundary or internal layer  Convection–diffusion equation  high-order compact difference scheme  multigrid method  nonuniform grids  partial semi-coarsening  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 12,Page: 2596-2614
作者:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
收藏  |  浏览/下载:12/0  |  提交时间:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
A high-order ADI scheme for the two-dimensional time fractional diffusion-wave equation Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 5,Page: 970-979
作者:  Wang Z.;  Vong S.
收藏  |  浏览/下载:1/0  |  提交时间:2018/12/24
Compact Adi Scheme  Convergence  Finite Difference Scheme  Fractional Diffusion-wave Equation  Weighted And Shifted Grünwald Difference Operator  
Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations Journal article
International Journal of Computer Mathematics, 2014,Volume: 91,Issue: 10,Page: 2232
作者:  Qu W.;  Lei S.-L.;  Vong S.-W.
收藏  |  浏览/下载:4/0  |  提交时间:2018/10/30
Circulant And skew-Circulant Splitting Iteration  Fast Fourier Transform  Fractional Advection–diffusion Equation  Toeplitz Matrix  
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model Journal article
International Journal of Computer Mathematics, 2011,Volume: 88,Issue: 8,Page: 1730-1748
作者:  Shu-Ling Yang;  Spike T. Lee;  Hai-Wei Sun
收藏  |  浏览/下载:4/0  |  提交时间:2019/02/13
Boundary Value Method  Crank-nicolson Time-marching Scheme  Fourth-order Compact Scheme  Jump-diffusion  Preconditioner  Toeplitz Matrix