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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
Authors:  Fang Z.-W.;  Shen J.;  Sun H.-W.
Favorite  |  View/Download:7/0  |  Submit date:2019/02/13
Approximate Inverse  Chebyshev Collocation Method  Elliptic Equation  Finite-difference Preconditioner  
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:9/0  |  Submit date:2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
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
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite  |  View/Download:13/0  |  Submit date: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
Authors:  Chou, Lot-Kei;  Lei, Siu-Long
Favorite  |  View/Download:17/0  |  Submit date: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
Authors:  Lei, Siu-Long;  Huang, Yun-Chi
Favorite  |  View/Download:38/0  |  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:5/0  |  Submit date:2019/02/11
Conjugate Gradient Normal Residual Method  Fast Fourier Transform  Fractional Diffusion Equations  Generalized Minimal Residual Method  Preconditioner  Toeplitz Matrix  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 12,Page: 2596-2614
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
Favorite  |  View/Download:14/0  |  Submit date:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
A circulant preconditioner for fractional diffusion equations Journal article
Journal of Computational Physics, 2013,Volume: 242,Page: 715-725
Authors:  Lei,Siu Long;  Sun,Hai Wei
Favorite  |  View/Download:7/0  |  Submit date:2019/05/27
Cgnr Method  Circulant Preconditioner  Fast Fourier Transform  Fractional Diffusion Equations  Shifted Grünwald Discretization  Toeplitz  
A preconditioned and shifted GMRES algorithm for the PageRank problem with multiple damping factors Journal article
SIAM Journal on Scientific Computing, 2012,Volume: 34,Issue: 5
Authors:  Wu G.;  Wang Y.-C.;  Jin X.-Q.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/11
Gmres(m)  Google  Pagerank  Preconditioner  Shifted Linear Systems  Web Information Retrieval  
Tri-diagonal preconditioner for pricing options Journal article
Journal of Computational and Applied Mathematics, 2012,Volume: 236,Issue: 17,Page: 4365-4374
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite  |  View/Download:6/0  |  Submit date:2019/02/11
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Tri-diagonal Preconditioner