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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：7/0  |  Submit date：2019/05/27
Approximate Inverse  Circulant Matrix  Fast Fourier Transform  Fractional Diffusion Equation  Krylov Subspace Methods  Piecewise Continuous Coefficients  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：4/0  |  Submit date：2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
Second-order BDF time approximation for Riesz space-fractional diffusion equations Journal article
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018,Volume: 95,Issue: 1,Page: 144-158
Authors:  Liao, Hong-Lin;  Lyu, Pin;  Vong, Seakweng
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Fractional Diffusion Equation  Riesz Space Derivative  Fractional Centred Difference  Bdf2 Formula  Discrete Energy Method  
Stability of fully discrete schemes with interpolation-type fractional formulas for distributed-order subdiffusion equations Journal article
NUMERICAL ALGORITHMS, 2017,Volume: 75,Issue: 4,Page: 845-878
Authors:  Liao, Hong-lin;  Lyu, Pin;  Vong, Seakweng;  Zhao, Ying
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Fractional Subdiffusion Equations  Caputo Derivative  Caputo's Bdf Formulas  Minimum-maximum Principle  Discrete Energy Method  Stability And Convergence  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Computers and Mathematics with Applications, 2017,Volume: 73,Issue: 9,Page: 1932-1944
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite  |  View/Download：9/0  |  Submit date：2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
A multigrid method for linear systems arising from time-dependent two-dimensional space-fractional diffusion equations Journal article
Journal of Computational Physics, 2017,Volume: 336,Page: 69-86
Authors:  Lin,Xue lei;  Ng,Michael K.;  Sun,Hai Wei
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Banded-splitting Smoother  Fractional Diffusion Equation  Multigrid Method  Non-rectangular Domain  
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy Journal article
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017,Volume: 73,Issue: 3,Page: 385-403
Authors:  Chou, Lot-Kei;  Lei, Siu-Long
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High Dimensional Two-sided Fractional Diffusion Equation  Alternating Direction Implicit Method  Approximate Inverse Preconditioner  Krylov Subspace Method  Superlinear Convergence  Fast Fourier Transform  
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
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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  
A fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation Journal article
Journal of Computational Physics, 2016,Volume: 323,Page: 204-218
Authors:  Lin,Xue lei;  Lu,Xin;  Ng,Micheal K.;  Sun,Hai Wei
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Block Lower Triangular Toeplitz Matrix  Block Ε-circulant Approximation  Fractional Sub-diffusion Equations  Multigrid Method  
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：3/0  |  Submit date：2019/02/14
Circulant And skew-Circulant Splitting Iteration  Fast Fourier Transform  Preconditioner  Tempered Fractional Diffusion Equation  Toeplitz Matrix