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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  
Comparison results for splitting iterations for solving multi-linear systems Journal article
APPLIED NUMERICAL MATHEMATICS, 2018,Volume: 134,Page: 105-121
Authors:  Li, Wen;  Liu, Dongdong;  Vong, Seak-Weng
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Comparison Theorem  Tensor Splitting  Spectral Radius  Multi-linear Systems  Preconditioned Methods  
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:112/0  |  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  
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  
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:32/0  |  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  
Preconditioned iterative methods for space-time fractional advection-diffusion equations Journal article
Journal of Computational Physics, 2016,Volume: 319,Page: 266-279
Authors:  Zhao Z.;  Jin X.-Q.;  Lin M.M.
Favorite  |  View/Download:2/0  |  Submit date:2019/02/11
Conjugate Gradient Normal Residual Method  Fast Fourier Transform  Fractional Diffusion Equations  Generalized Minimal Residual Method  Preconditioner  Toeplitz Matrix  
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives Journal article
Numerical Algorithms, 2016,Volume: 72,Issue: 1,Page: 195
Authors:  Vong S.;  Lyu P.;  Chen X.;  Lei S.-L.
Favorite  |  View/Download:8/0  |  Submit date:2018/10/30
Discrete Energy Method  High Order Difference Scheme  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  
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  
Preconditioned iterative methods for twodimensional space-fractional diffusion equations Journal article
Communications in Computational Physics, 2015,Volume: 18,Issue: 2,Page: 469-488
Authors:  Xiao-Qing Jin;  Fu-Rong Lin;  Zhi Zhao
Favorite  |  View/Download:1/0  |  Submit date:2019/07/26
Fractional Diffusion Equation  Toeplitz Matrix  Fast Fourier Transform  Cn-wsgd Scheme  Preconditioned Gmres Method  Preconditioned Cgnr Method  
Preconditioned Iterative Methods for Two-Dimensional Space-Fractional Diffusion Equations Journal article
Communications in Computational Physics, 2015,Volume: 18,Issue: 2,Page: 469-488
Authors:  Jin X.-Q.;  Lin F.-R.;  Zhao Z.
Favorite  |  View/Download:2/0  |  Submit date:2019/02/11
CN-WSGD scheme  fast Fourier transform  Fractional diffusion equation  preconditioned CGNR method  preconditioned GMRES method  Toeplitz matrix