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A three-level finite difference method with preconditioning technique for two-dimensional nonlinear fractional complex Ginzburg–Landau equations Journal article
Journal of Computational and Applied Mathematics, 2021,Volume: 389
Authors:  Zhang,Qifeng;  Zhang,Lu;  Sun,Hai wei
Favorite |  | TC[WOS]:6 TC[Scopus]:6 | Submit date:2021/03/09
Boundedness  Circulant Preconditioner  Crank–nicolson Scheme  Space Fractional Ginzburg–landau Equation  
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
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
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
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/09
Caputo Derivative  Circulant Preconditioner  Fractional Diffusion Equations  Integral Fractional Laplacian  Krylov Subspace Solvers  
A circulant preconditioner for the Riesz distributed-order space-fractional diffusion equations Journal article
Linear and Multilinear Algebra, 2020
Authors:  Huang,Xin;  Fang,Zhi Wei;  Sun,Hai Wei;  Zhang,Chun Hua
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | Submit date:2021/03/09
Circulant Preconditioner  Distributed-order  Preconditioned Conjugated Gradient Method  Space-fractional Diffusion Equations  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Finite difference method  Finite moment log stable model  Preconditioner  Rainbow options pricing  Two-dimensional fractional partial differential equation  
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
Favorite |  | TC[WOS]:6 TC[Scopus]:9 | Submit date:2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner  
Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis Journal article
Journal of Scientific Computing, 2019,Volume: 80,Issue: 3,Page: 1731-1763
Authors:  Chou,Lot Kei;  Lei,Siu Long
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
High dimensional fractional diffusion equation  Krylov subspace method  Preconditioner  Tensor-Train decomposition  
An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients Journal article
International Journal of Computer Mathematics, 2019,Volume: 97,Issue: 3,Page: 523-545
Authors:  Fang,Zhi Wei;  Sun,Hai Wei;  Wei,Hui Qin
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/05/27
Approximate Inverse  Circulant Matrix  Fast Fourier Transform  Fractional Diffusion Equation  Krylov Subspace Methods  Piecewise Continuous Coefficients  Toeplitz Matrix  
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 |  | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/02/13
Approximate Inverse  Chebyshev Collocation Method  Elliptic Equation  Finite-difference Preconditioner  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite |  | TC[WOS]:4 TC[Scopus]:5 | Submit date:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability