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CRANK–NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS Journal article
SIAM Journal on Numerical Analysis, 2019,Volume: 57,Issue: 3,Page: 997-1019
Authors:  XUE-LEI LIN;  MICHAEL K. NG;  HAI-WEI SUN
Favorite  |  View/Download:6/0  |  Submit date:2019/06/10
Nonseparable Variable Coefficients  Crank–nicolson Adi Methods  Space-fractional Diffusion Equations  Unconditional Stability Analysis  
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:8/0  |  Submit date:2019/05/27
Approximate Inverse  Circulant Matrix  Fast Fourier Transform  Fractional Diffusion Equation  Krylov Subspace Methods  Piecewise Continuous Coefficients  Toeplitz Matrix  
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:126/0  |  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  
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations Journal article
Journal of Scientific Computing, 2018,Volume: 74,Issue: 1,Page: 49-69
Authors:  Zhou,Zhiqiang;  Ma,Jingtang;  Sun,Hai wei
Favorite  |  View/Download:2/0  |  Submit date:2019/05/27
American Option Pricing  Fractional Diffusion Equations  Free-boundary Problems  Hyperbola Contour Integral  Laplace Transform Methods  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  
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
Favorite  |  View/Download:4/0  |  Submit date:2019/05/27
Banded-splitting Smoother  Fractional Diffusion Equation  Multigrid Method  Non-rectangular Domain  
Partial semi-coarsening multigrid method based on the HOC scheme on nonuniform grids for the convection-diffusion problems Journal article
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2017,Volume: 94,Issue: 12,Page: 2356-2372
Authors:  Cao, Fujun;  Ge, Yongbin;  Sun, Hai-Wei
Favorite  |  View/Download:13/0  |  Submit date:2018/10/30
Convection-diffusion Equation  High-order Compact Difference Scheme  Nonuniform Grids  Partial Semi-coarsening  Multigrid Method  Boundary Or Internal Layer  65m06  65m12  
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
Favorite  |  View/Download:5/0  |  Submit date:2019/05/27
Block Lower Triangular Toeplitz Matrix  Block Ε-circulant Approximation  Fractional Sub-diffusion Equations  Multigrid Method  
Fast numerical solution for fractional diffusion equations by exponential quadrature rule Journal article
Journal of Computational Physics, 2015,Volume: 299,Page: 130-143
Authors:  Zhang,Lu;  Sun,Hai Wei;  Pang,Hong Kui
Favorite  |  View/Download:2/0  |  Submit date:2019/05/27
Exponential Quadrature Rule  Fractional Diffusion Equation  Matrix Exponential  Preconditioned Gmres  Shift-invert Arnoldi  Toeplitz-like Structure  
Three-point combined compact alternating direction implicit difference schemes for two-dimensional time-fractional advection-diffusion equations Journal article
Communications in Computational Physics, 2015,Volume: 17,Issue: 2,Page: 487-509
Authors:  Gao,Guang Hua;  Sun,Hai Wei
Favorite  |  View/Download:4/0  |  Submit date:2019/05/27
Adi  Combined Compact Difference (Ccd) Scheme  Fourier Analysis  Stability  Time-fractional Advection-diffusion Equations