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A fast linearized numerical method for nonlinear time-fractional diffusion equations Journal article
Numerical Algorithms, 2020
Authors:  Lyu,Pin;  Vong,Seakweng
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/09
Caputo derivative  Linearized method  Nonlinear time-fractional diffusion equation  
Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations Journal article
Numerical Algorithms, 2020
Authors:  Lin,Fu Rong;  Wang,Qiu Ya;  Jin,Xiao Qing
Favorite |  | TC[WOS]:2 TC[Scopus]:1 | Submit date:2021/03/09
Accuracy  CN-WSGD scheme  Stability  Variable-order fractional derivative  
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]:5 TC[Scopus]:7 | Submit date:2019/08/09
Fractional Diffusion Equation  Fast Fourier Transform  Krylov Subspace Methods  Toeplitz Matrix  Circulant Preconditioner