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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  
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  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Computers and Mathematics with Applications, 2017,Volume: 73,Issue: 9,Page: 1932-1944
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite |  | TC[WOS]:9 TC[Scopus]:9 | Submit date:2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
Fast numerical solution for fractional diffusion equations by exponential quadrature rule Journal article
Journal of Computational Physics, 2015,Volume: 299,Page: 130-143
Authors:  Zhang,Lu;  Sun,Hai Wei;  Pang,Hong Kui
Favorite |  | TC[WOS]:20 TC[Scopus]:19 | Submit date:2019/05/27
Exponential Quadrature Rule  Fractional Diffusion Equation  Matrix Exponential  Preconditioned Gmres  Shift-invert Arnoldi  Toeplitz-like Structure  
Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model Journal article
Numerical Methods for Partial Differential Equations, 2012,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Lee S.T.;  Sun H.-W.
Favorite |  | TC[WOS]:9 TC[Scopus]:14 | Submit date:2019/02/13
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differential Equation  Toeplitz Matrix  
Fourth-Order Compact Scheme with Local MeshRefinement for Option Pricing in Jump-DiffusionModel Journal article
Numerical Methods for Partial Differential Equations, 2011,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Spike T. Lee;  Hai‐Wei Sun
Favorite |  | TC[WOS]:9 TC[Scopus]:0 | Submit date:2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix  
Applications of Toeplitz iterative solvers in science and engineering Conference paper
COMPUTATIONAL METHODS IN ENGINEERING AND SCIENCE, PROCEEDINGS, MACAO, NOV 25-28, 2003
Authors:  Jin, XQ
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/29
Least-squares Problems  Circulant Preconditioners  Generating-functions  Tensor Structure  Fast Algorithm  Block Systems  Ode cOdes  Matrices  
A preconditioner for constrained and weighted least squares problems with Toeplitz structure Journal article
BIT Numerical Mathematics, 1996,Volume: 36,Issue: 1,Page: 101-109
Authors:  Jin X.-Q.
Favorite |  | TC[WOS]:7 TC[Scopus]:7 | Submit date:2019/02/11
Circulant Matrix  Least Squares  Pcg Method  Toeplitz Matrix