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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]:12 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  
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  
A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains Journal article
Journal of Scientific Computing, 2019,Volume: 80,Issue: 2,Page: 1033-1057
Authors:  Chen,Xu;  Deng,Si Wen;  Lei,Siu Long
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/11
Block-circulant-circulant-block matrix  Convex domain  Finite volume method  Preconditioner  Space-fractional diffusion equation  
High-order compact schemes for fractional differential equations with mixed derivatives Journal article
Numerical Methods for Partial Differential Equations, 2017,Volume: 33,Issue: 6,Page: 2141-2158
Authors:  Vong S.;  Shi C.;  Lyu P.
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/12/24
Fractional Differential Equation  High-order Compact Scheme  Mixed Derivatives  
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]:14 | Submit date:2018/12/24
Adi Scheme  Discrete Energy Method  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  Weighted And Shifted Grünwald Difference Operator  
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives Journal article
Numerical Algorithms, 2016,Volume: 72,Issue: 1,Page: 195
Authors:  Vong S.;  Lyu P.;  Chen X.;  Lei S.-L.
Favorite |  | TC[WOS]:53 TC[Scopus]:53 | Submit date:2018/10/30
Discrete Energy Method  High Order Difference Scheme  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  
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  
High order difference schemes for a time fractional differential equation with neumann boundary conditions Journal article
East Asian Journal on Applied Mathematics, 2014,Volume: 4,Issue: 3,Page: 222-241
Authors:  Vong S.;  Wang Z.
Favorite |  | TC[WOS]:17 TC[Scopus]:20 | Submit date:2018/12/24
Compact Adi Scheme  Convergence  Neumann Boundary Conditions  Time Fractional Differential Equation  Weighted And Shifted Grünwald Difference Operator