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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
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]:0 TC[Scopus]:1 | Submit date:2021/03/09
Caputo derivative  circulant preconditioner  fractional diffusion equations  integral fractional Laplacian  Krylov subspace solvers  
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]:3 TC[Scopus]:3 | 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]:3 TC[Scopus]:3 | 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]:0 TC[Scopus]:0 | Submit date:2021/03/09
Finite difference method  Finite moment log stable model  Preconditioner  Rainbow options pricing  Two-dimensional fractional partial differential equation  
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
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circulant preconditioner  Distributed-order  preconditioned conjugated gradient method  space-fractional diffusion equations  
Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations Journal article
Journal of Applied Mathematics and Computing, 2020
Authors:  Lu,Xin;  Fang,Zhi Wei;  Sun,Hai Wei
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GMRES method  Riesz space fractional diffusion equations  Shifted Grünwald discretization  Sine-transform-based splitting preconditioner  Symmetric positive definite Toeplitz matrix  
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
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Direct method  Implicit-explicit finite difference method  Multi-state European options pricing  Precondition  Tempered fractional partial differential equation  
An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients Journal article
International Journal of Computer Mathematics, 2019
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