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Preconditioning for symmetric positive definite systems in balanced fractional diffusion equations Journal article
Numerische Mathematik, 2021,Volume: 147,Issue: 3,Page: 651-677
Authors:  Fang,Zhi Wei;  Lin,Xue Lei;  Ng,Michael K.;  Sun,Hai Wei
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Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations Journal article
Computers and Mathematics with Applications, 2021,Volume: 85,Page: 18-29
Authors:  Pang,Hong Kui;  Qin,Hai Hua;  Sun,Hai Wei;  Ma,Ting Ting
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Circulant-based Preconditioner  Decay Property  Finite Difference Method  Fractional Diffusion Equation  Toeplitz-like  
Fast implicit difference schemes for time-space fractional diffusion equations with the integral fractional Laplacian Journal article
Mathematical Methods in the Applied Sciences, 2021,Volume: 44,Issue: 1,Page: 441-463
Authors:  Gu,Xian Ming;  Sun,Hai Wei;  Zhang,Yanzhi;  Zhao,Yong Liang
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Caputo Derivative  Circulant Preconditioner  Fractional Diffusion Equations  Integral Fractional Laplacian  Krylov Subspace Solvers  
Chaotic Behaviors of One-Dimensional Wave Equations with van der Pol Boundary Conditions Containing a Source Term Journal article
International Journal of Bifurcation and Chaos, 2020,Volume: 30,Issue: 15
Authors:  Chen,Zhijing;  Huang,Yu;  Sun,Haiwei;  Zhou,Tongyang
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Functional Envelope  Li-yorke Chaos  Sensitivity  Wave Equation  Weak Mixing Of n Order  
Numerical solution for multi-dimensional Riesz fractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method Journal article
Journal of Applied Mathematics and Computing, 2020,Volume: 62,Issue: 1-2,Page: 449-472
Authors:  Zhang,Lu;  Sun,Hai Wei
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Exponential Runge–kutta Method  Matrix Exponential  Riesz Fractional Reaction–diffusion Equation  Shift-invert Lanczos Method  Toeplitz Structure  
A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems Journal article
Linear Algebra and Its Applications, 2020,Volume: 585,Page: 241-262
Authors:  Wen,Chao Tao;  Chen,Xiao Shan;  Sun,Hai Wei
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Chebyshev Method  Cubical Convergence  Inexact Newton-like Method  Inverse Eigenvalue Problem  Two-step  
Circulant preconditioners for a kind of spatial fractional diffusion equations Journal article
Numerical Algorithms, 2019,Volume: 82,Issue: 2,Page: 729-747
Authors:  Zhi-Wei Fang;  Michael K. Ng;  Hai-Wei Sun
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Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:6 | Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus  
Orthogonal Polynomials, Asymptotics and Heun Equations Journal article
arXiv, 2019
Authors:  Yang Chen;  Galina Filipuk;  Longjun Zhan
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/22