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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:21/0 | TC[WOS]:0 TC[Scopus]: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: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  
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:16/0 | TC[WOS]:0 TC[Scopus]: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:49/0 | 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  
An Introduction to Applied Matrix Analysis Book
Singapore:World Scientific Publishing Company, 2016
Authors:  Xiao Qing Jin;  Seak-Weng Vong
Favorite | View/Download:27/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/03/22
Superoptimal preconditioners for functions of matrices Journal article
Numerical Mathematics, 2015,Volume: 8,Issue: 4,Page: 515-529
Authors:  Bai Z.-J.;  Jin X.-Q.;  Yao T.-T.
Favorite | View/Download:8/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Functions Of Matrices  Pcg Method  Superoptimal Preconditioners  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:13/0 | 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:19/0 | 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:15/0 | 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