UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
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:19/0  |  Submit date:2018/10/30
Circulant And skew-Circulant Representation Of Toeplitz Inversion  Circulant Preconditioner  Fast Fourier Transform  Tempered Fractional Diffusion Equations  Toeplitz Matrix  
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
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite  |  View/Download:10/0  |  Submit date:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
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:4/0  |  Submit date:2019/02/14
Circulant And skew-Circulant Splitting Iteration  Fast Fourier Transform  Preconditioner  Tempered Fractional Diffusion Equation  Toeplitz Matrix