UM

Browse/Search Results:  1-10 of 33 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
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:205/0 | TC[WOS]:6 TC[Scopus]: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 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:48/0 | TC[WOS]:18 TC[Scopus]: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:8/0 | TC[WOS]:15 TC[Scopus]:0 | Submit date:2019/02/11
Conjugate Gradient Normal Residual Method  Fast Fourier Transform  Fractional Diffusion Equations  Generalized Minimal Residual Method  Preconditioner  Toeplitz Matrix  
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:12/0 | TC[WOS]:25 TC[Scopus]:0 | Submit date:2019/07/26
Fractional Diffusion Equation  Toeplitz Matrix  Fast Fourier Transform  Cn-wsgd Scheme  Preconditioned Gmres Method  Preconditioned Cgnr Method  
Optimal preconditioners for functions of matrices Journal article
Linear Algebra and Its Applications, 2014,Volume: 457,Page: 224-243
Authors:  Jin X.-Q.;  Zhao Z.;  Tam S.-C.
Favorite | View/Download:10/0 | TC[WOS]:3 TC[Scopus]:0 | Submit date:2019/02/11
Functions Of Matrices  Optimal Preconditioners  Pcg Method  Toeplitz Matrix  
Quadratic finite element and preconditioning methods for options pricing in the SVCJ model Journal article
Journal of Computational Finance, 2014,Volume: 17,Issue: 3,Page: 3-30
Authors:  Zhang Y.-Y.;  Pang H.-K.;  Feng L.;  Jin X.-Q.
Favorite | View/Download:18/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Jump Diffusion-processes  Stochastic Volatility  American Options  Returns  Systems  Assets  
Circulant preconditioners for pricing options Conference paper
Linear Algebra and Its Applications, Nanjing, PEOPLES R CHINA, NOV 02-05, 2008
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
Favorite | View/Download:14/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2018/12/24
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner  
Some properties of the optimal preconditioner and the generalized superoptimal preconditioner Journal article
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2010,Volume: 3,Issue: 4,Page: 449-460
Authors:  Pang H.-K.;  Jin X.-Q.
Favorite | View/Download:10/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Generalized Superoptimal Preconditioner  Moore-penrose Inverse  Optimal Preconditioner  Semi-stability  Singular Value  Unitarily Invariant Norm  
Circulant preconditioners for pricing options Journal article
Linear Algebra and its Applications, 2010,Volume: 434,Issue: 11,Page: 2325-2342
Authors:  Hong-KuiPang;  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-QingJin
Favorite | View/Download:6/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/07/30
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Strang’s Circulant Preconditioner  Family Of Generating Functions  Partial Integro-differential Equation  
The generalized superoptimal preconditioner Journal article
Linear Algebra and Its Applications, 2010,Volume: 432,Issue: 1,Page: 203-217
Authors:  Chen J.-L.;  Jin X.-Q.
Favorite | View/Download:11/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Moore-penrose Inverse  Optimal Preconditioner  Semi-stablity  Spectral Relation  Superoptimal Preconditioner