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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
Authors:  Fang,Zhi Wei;  Sun,Hai Wei;  Wei,Hui Qin
Favorite | View/Download:20/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/05/27
Approximate Inverse  Circulant Matrix  Fast Fourier Transform  Fractional Diffusion Equation  Krylov Subspace Methods  Piecewise Continuous Coefficients  Toeplitz Matrix  
A Separable Preconditioner for Time-Space Fractional Caputo-Riesz Diffusion Equations Conference paper
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, Univ Macau, Macau, PEOPLES R CHINA, MAY 20-22, 2017
Authors:  Lin, Xuelei;  Ng, Michael K.;  Sun, Haiwei
Favorite | View/Download:205/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2018/10/30
Block Lower Triangular  Toeplitz-like Matrix  Diagonalization  Separable  Block Is An Element of-circulAnt Preconditioner  Time-space Fractional Diffusion Equations  
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 | View/Download:29/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2018/10/30
Circulant And skew-Circulant Representation Of Toeplitz Inversion  Circulant Preconditioner  Fast Fourier Transform  Tempered Fractional Diffusion Equations  Toeplitz Matrix  
Circulant preconditioners for a kind of spatial fractional diffusion equations Journal article
Numerical Algorithms, 2018
Authors:  Zhi-Wei Fang;  Michael K. Ng;  ·Hai-Wei Sun
Favorite | View/Download:16/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
Fast algorithms for high-order numerical methods for space-fractional diffusion equations Journal article
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2017,Volume: 94,Issue: 5,Page: 1062-1078
Authors:  Lei, Siu-Long;  Huang, Yun-Chi
Favorite | View/Download:48/0 | TC[WOS]:18 TC[Scopus]:0 | Submit date:2018/10/30
Fractional Diffusion Equation  Fourth-order Discretization  Boundary Value Method  Crank-nicolson Preconditioner  Block-circulant Preconditioner  Gmres Method  Circulant- And Skew-circulant Representation Of Toeplitz Matrix Inversion  
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 W.;  Lei S.-L.
Favorite | View/Download:10/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/14
Circulant And skew-Circulant Splitting Iteration  Fast Fourier Transform  Preconditioner  Tempered Fractional Diffusion Equation  Toeplitz Matrix  
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations Journal article
East Asian Journal on Applied Mathematics, 2016,Volume: 6,Issue: 2,Page: 109-130
Authors:  Lei S.-L.;  Chen X.;  Zhang X.
Favorite | View/Download:9/0 | TC[WOS]:20 TC[Scopus]:0 | Submit date:2019/02/14
Gmres Method  High-dimensional Two-sided Fractional Diffusion Equation  Implicit Finite Difference Method  Multilevel Circulant Preconditioner  Unconditionally Stable  
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
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
Favorite | View/Download:18/0 | TC[WOS]:17 TC[Scopus]:0 | Submit date:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
A circulant preconditioner for fractional diffusion equations Journal article
Journal of Computational Physics, 2013,Volume: 242,Page: 715-725
Authors:  Lei,Siu Long;  Sun,Hai Wei
Favorite | View/Download:11/0 | TC[WOS]:125 TC[Scopus]:0 | Submit date:2019/05/27
Cgnr Method  Circulant Preconditioner  Fast Fourier Transform  Fractional Diffusion Equations  Shifted Grünwald Discretization  Toeplitz  
Circulant preconditioners for pricing options Conference paper
Linear Algebra and Its Applications, Nanjing, PEOPLES R CHINA, NOV 02-05, 2008
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
Favorite | View/Download:14/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2018/12/24
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner