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An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Numerical Algorithms, 2020
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
Direct method  Implicit-explicit finite difference method  Multi-state European options pricing  Precondition  Tempered fractional partial differential equation  
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  
A MnO2 nanosheet-assisted GSH detection platform using an iridium(III) complex as a switch-on luminescent probe Journal article
NANOSCALE, 2017,Volume: 9,Issue: 14,Page: 4677-4682
Authors:  Dong, Zhen-Zhen;  Lu, Lihua;  Ko, Chung-Nga;  Yang, Chao;  Li, Shengnan;  Lee, Ming-Yuen;  Leung, Chung-Hang;  Ma, Dik-Lung
View | Adobe PDF | Favorite |  | TC[WOS]:74 TC[Scopus]:73 | Submit date:2018/10/30
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 |  | TC[WOS]:23 TC[Scopus]:24 | 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  
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations Journal article
East Asian Journal on Applied Mathematics, 2016,Volume: 6,Issue: 2,Page: 109-130
Authors:  Lei S.-L.;  Chen X.;  Zhang X.
Favorite |  | TC[WOS]:25 TC[Scopus]:24 | Submit date:2019/02/14
Gmres Method  High-dimensional Two-sided Fractional Diffusion Equation  Implicit Finite Difference Method  Multilevel Circulant Preconditioner  Unconditionally Stable  
Finite difference schemes for two-dimensional time-space fractional differential equations Journal article
International Journal of Computer Mathematics, 2016,Volume: 93,Issue: 3,Page: 578-595
Authors:  Wang Z.;  Vong S.;  Lei S.-L.
Favorite |  | TC[WOS]:14 TC[Scopus]:15 | Submit date:2018/12/24
Adi Scheme  Discrete Energy Method  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  Weighted And Shifted Grünwald Difference Operator  
A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates Journal article
Numerical Methods for Partial Differential Equations, 2015,Volume: 31,Issue: 5,Page: 1692-1712
Authors:  Vong,Seakweng;  Wang,Zhibo
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2021/03/09
alternating direction implicit method  compact difference scheme  energy method  polar coordinates  
A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates Journal article
Numerical Methods for Partial Differential Equations, 2015,Volume: 31,Issue: 5,Page: 1692-1712
Authors:  Vong S.;  Wang Z.
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2018/12/24
Alternating Direction Implicit Method  Compact Difference Scheme  Energy Method  Polar Coordinates  
Large-strain elastic viscoplastic consolidation analysis of very soft clay layers with vertical drains under preloading Journal article
Canadian Geotechnical Journal, 2014,Volume: 51,Issue: 2,Page: 144-157
Authors:  Hu Y.-Y.;  Zhou W.-H.;  Cai Y.-Q.
Favorite |  | TC[WOS]:29 TC[Scopus]:36 | Submit date:2018/12/21
Consolidation  Elastic Viscoplastic Model  Large Strain  Soft Clay  Vertical Drain