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Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations Journal article
Journal of Applied Mathematics and Computing, 2021,Volume: 66,Issue: 1-2,Page: 673–700
Authors:  Lu,Xin;  Fang,Zhi Wei;  Sun,Hai Wei
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Gmres Method  Riesz Space Fractional Diffusion Equations  Shifted Grünwald Discretization  Sine-transform-based Splitting Preconditioner  Symmetric Positive Definite Toeplitz Matrix  
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]:3 | 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]:1 TC[Scopus]:2 | Submit date:2021/03/09
Circulant Preconditioner  Distributed-order  Preconditioned Conjugated Gradient Method  Space-fractional Diffusion Equations  
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]:13 TC[Scopus]:14 | Submit date:2021/03/09
Exponential Runge–kutta Method  Matrix Exponential  Shift-invert Lanczos Method  Space Fractional Ginzburg–landau Equation  Toeplitz Structure  
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  
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
Favorite |  | TC[WOS]:5 TC[Scopus]:5 | Submit date:2021/03/09
Exponential Runge–kutta Method  Matrix Exponential  Riesz Fractional Reaction–diffusion Equation  Shift-invert Lanczos Method  Toeplitz Structure  
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  
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  
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