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Exponential Runge–Kutta Method for Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations Journal article
Journal of Scientific Computing, 2020,Volume: 83,Issue: 3
Authors:  Zhang,Lu;  Zhang,Qifeng;  Sun,Hai Wei
Favorite |  | TC[WOS]:5 TC[Scopus]:7 | Submit date:2021/03/09
Exponential Runge–Kutta method  Matrix exponential  Shift-invert Lanczos method  Space fractional Ginzburg–Landau equation  Toeplitz structure  
A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony-type equation with nonsmooth solutions Journal article
Numerical Methods for Partial Differential Equations, 2020,Volume: 36,Issue: 3,Page: 579-600
Authors:  Lyu,Pin;  Vong,Seakweng
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/09
Caputo derivative  finite difference scheme  fractional BBM-type equation  nonuniform time grid  unconditional convergence  
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations Journal article
Numerical Algorithms, 2020,Volume: 84,Issue: 1,Page: 37-62
Authors:  Huang,Yun Chi;  Lei,Siu Long
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2021/03/11
Alternating direction implicit scheme  Block lower triangular Toeplitz matrix  Divide-and-conquer  Time-marching  Time-space fractional differential equations  
High accuracy error estimates of a Galerkin finite element method for nonlinear time fractional diffusion equation Journal article
Numerical Methods for Partial Differential Equations, 2020,Volume: 36,Issue: 2,Page: 284-301
Authors:  Ren,Jincheng;  Shi,Dongyang;  Vong,Seakweng
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/09
fast convolution algorithm  Galerkin finite element method  nonlinear time fractional diffusion equation  superconvergent result  
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  
A High-Order Method with a Temporal Nonuniform Mesh for a Time-Fractional Benjamin–Bona–Mahony Equation Journal article
Journal of Scientific Computing, 2019,Volume: 80,Issue: 3,Page: 1607-1628
Authors:  Lyu,Pin;  Vong,Seakweng
Favorite |  | TC[WOS]:16 TC[Scopus]:16 | Submit date:2021/03/09
Caputo derivative  Graded mesh  High-order method  Nonuniform mesh  Time-fractional nonlinear equation  
A linearized and second-order unconditionally convergent scheme for coupled time fractional Klein-Gordon-Schrodinger equation Journal article
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2018,Volume: 34,Issue: 6,Page: 2153-2179
Authors:  Lyu, Pin;  Vong, Seakweng
Favorite |  | TC[WOS]:5 TC[Scopus]:5 | Submit date:2018/10/30
Fractional Klein-gordon-schrodinger Equations  Linearized Scheme  Second-order Convergent  Unconditionally Convergent And Stable  
Fast solution algorithms for exponentially tempered fractional diffusion equations Journal article
Numerical Methods for Partial Differential Equations, 2018,Volume: 34,Issue: 4,Page: 1301-1323
Authors:  Lei,Siu Long;  Fan,Daoying;  Chen,Xu
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
circulant and skew-circulant representation of Toeplitz inversion  circulant preconditioner  fast Fourier transform  tempered fractional diffusion equations  Toeplitz matrix  
Fast solution algorithms for exponentially tempered fractional diffusion equations Journal article
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2018,Volume: 34,Issue: 4,Page: 1301-1323
Authors:  Lei, Siu-Long;  Fan, Daoying;  Chen, Xu
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/10/30
Circulant And skew-Circulant Representation Of Toeplitz Inversion  Circulant Preconditioner  Fast Fourier Transform  Tempered Fractional Diffusion Equations  Toeplitz Matrix  
A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations Journal article
NUMERICAL ALGORITHMS, 2018,Volume: 78,Issue: 2,Page: 485-511
Authors:  Lyu, Pin;  Vong, Seakweng
Favorite |  | TC[WOS]:20 TC[Scopus]:20 | Submit date:2018/10/30
Linearized Scheme  Time Fractional Differential Equations  Nonlinear Klein-gordon Equations  Convergence