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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  
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:10/0  |  Submit date:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
Applications of Toeplitz iterative solvers in science and engineering Conference paper
COMPUTATIONAL METHODS IN ENGINEERING AND SCIENCE, PROCEEDINGS, MACAO, NOV 25-28, 2003
Authors:  Jin, XQ
Favorite  |  View/Download:4/0  |  Submit date:2019/07/29
Least-squares Problems  Circulant Preconditioners  Generating-functions  Tensor Structure  Fast Algorithm  Block Systems  Ode cOdes  Matrices  
Circulant preconditioners for solving ordinary differential equations Book chapter
出自: Structured matrices: recent developments in theory and computation:Nova Science Publishers, Inc., 2001
Authors:  RAYMOND H. CHAN;  MICHAEL K. NG;  XIAO-QING JIN
Favorite  |  View/Download:1/0  |  Submit date:2019/07/24