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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:18/0 | TC[WOS]:4 TC[Scopus]:0 | Submit date:2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
A compact difference scheme for a two dimensional nonlinear fractional Klein-Gordon equation in polar coordinates Journal article
Computers and Mathematics with Applications, 2016,Volume: 71,Issue: 12,Page: 2524-2540
Authors:  Wang Z.;  Vong S.
Favorite | View/Download:6/0 | TC[WOS]:7 TC[Scopus]:0 | Submit date:2018/12/24
Compact Difference Scheme  Convergence  Polar Coordinates  Stability  Two Dimensional Fractional Klein-gordon Equation  
A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations Journal article
Computers and Mathematics with Applications, 2014,Volume: 68,Issue: 3,Page: 185-196
Authors:  Wang Z.;  Vong S.
Favorite | View/Download:7/0 | TC[WOS]:21 TC[Scopus]:0 | Submit date:2018/12/24
Alternating Direction Implicit (Adi) Method  Convergence  High Order Compact Exponential Difference Scheme  Two Dimensional Fractional Convection-diffusion Equation  
Generalized holomorphic Szegö kernel in 3D spheroids Journal article
Computers and Mathematics with Applications, 2013,Volume: 65,Issue: 4,Page: 576-588
Authors:  Morais J.;  Kou K.I.;  Sprossig W.
Favorite | View/Download:5/0 | TC[WOS]:14 TC[Scopus]:0 | Submit date:2019/02/13
Chebyshev Polynomials  Ferrer's Associated Legendre Functions  Hyperbolic Functions  Prolate Spheroidal Monogenics  Quaternion Analysis  Szegö Kernel Function  
B-splines of Blaschke product type Journal article
Computers and Mathematics with Applications, 2011,Volume: 62,Issue: 10,Page: 3669-3681
Authors:  Chen Q.;  Qian T.;  Ren G.;  Wang Y.
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B-spline  Blaschke Product  Central Limit Theorem  Fourier Transform  Sinc Function  
A note on some Ostrowski-like type inequalities Journal article
Computers and Mathematics with Applications, 2011,Volume: 62,Issue: 1,Page: 532-535
Authors:  Vong S.W.
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Error  Inequality  Numerical Integration  Ostrowski  Taylor  
Block preconditioners with circulant blocks for general linear systems Journal article
Computers and Mathematics with Applications, 2009,Volume: 58,Issue: 7,Page: 1309-1319
Authors:  Jin X.-Q.;  Lin F.-R.
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Bpcb  Circulant Matrix  Optimal Circulant Preconditioner  Pcg Method  Stability  
Global asymptotic stability of a family of difference equations Journal article
Computers and Mathematics with Applications, 2008,Volume: 56,Issue: 10,Page: 2643-2649
Authors:  Yang X.;  Tang Y.Y.;  Cao J.
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Difference equation  Equilibrium  Global asymptotic stability  Higher-order difference equation  Part metric  
A splitting-step algorithm for reflected stochastic differential equations in R1+ Journal article
Computers and Mathematics with Applications, 2008,Volume: 55,Issue: 11,Page: 2413-2425
Authors:  Deng Ding;  Ying Ying Zhang
Favorite | View/Download:11/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2019/05/22
Euler Schemes  Matlab Programs  Milstein Schemes  Penalization Method  Reflected Stochastic Differential Equation  Splitting-step Algorithm  
Characterization of analytic phase signals Journal article
Computers and Mathematics with Applications, 2006,Volume: 51,Issue: 9-10,Page: 1471-1482
Authors:  Qian T.;  Chen Q.
Favorite | View/Download:5/0 | TC[WOS]:5 TC[Scopus]:0 | Submit date:2019/02/11
Analytic Signal  Blaschke Product  Inner Function  Instantaneous Frequency  Intrinsic Mode Function  Phase Signal