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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:12/0  |  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  
Comparison results for splitting iterations for solving multi-linear systems Journal article
APPLIED NUMERICAL MATHEMATICS, 2018,Volume: 134,Page: 105-121
作者:  Li, Wen;  Liu, Dongdong;  Vong, Seak-Weng
收藏  |  浏览/下载:23/0  |  提交时间: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
作者:  Lin, Xuelei;  Ng, Michael K.;  Sun, Haiwei
收藏  |  浏览/下载:139/0  |  提交时间: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
作者:  Lei, Siu-Long;  Fan, Daoying;  Chen, Xu
收藏  |  浏览/下载:17/0  |  提交时间: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
作者:  Zhi-Wei Fang;  Michael K. Ng;  ·Hai-Wei Sun
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
Preconditioning techniques in chebyshev collocation method for elliptic equations Journal article
International Journal of Numerical Analysis and Modeling, 2018,Volume: 15,Issue: 1,Page: 277-287
作者:  Fang Z.-W.;  Shen J.;  Sun H.-W.
收藏  |  浏览/下载:7/0  |  提交时间:2019/02/13
Approximate Inverse  Chebyshev Collocation Method  Elliptic Equation  Finite-difference Preconditioner  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
作者:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
收藏  |  浏览/下载:8/0  |  提交时间:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
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
作者:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
收藏  |  浏览/下载:10/0  |  提交时间:2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
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
作者:  Chou, Lot-Kei;  Lei, Siu-Long
收藏  |  浏览/下载:13/0  |  提交时间:2018/10/30
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
作者:  Lei, Siu-Long;  Huang, Yun-Chi
收藏  |  浏览/下载:34/0  |  提交时间: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