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Speeding up SimRank computations by polynomial preconditioners Journal article
Applied Numerical Mathematics, 2020,Volume: 153,Page: 147-163
Authors:  Ng,Sio Wan;  Lei,Siu Long;  Lu,Juan;  Gong,Zhiguo
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/09
Graph  Linear system  Matrix  Polynomial preconditioner  SimRank  
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  
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  
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  
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 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]:0 TC[Scopus]:0 | Submit date:2021/03/11
Block-circulant-circulant-block matrix  Convex domain  Finite volume method  Preconditioner  Space-fractional diffusion equation  
Fast solution algorithms for exponentially tempered fractional diffusion equations Journal article
Numerical Methods for Partial Differential Equations, 2018,Volume: 34,Issue: 4,Page: 1301-1323
Authors:  Lei,Siu Long;  Fan,Daoying;  Chen,Xu
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
circulant and skew-circulant representation of Toeplitz inversion  circulant preconditioner  fast Fourier transform  tempered fractional diffusion equations  Toeplitz matrix  
On CSCS-based iteration method for tempered fractional diffusion equations Journal article
Japan Journal of Industrial and Applied Mathematics, 2016,Volume: 33,Issue: 3,Page: 583-597
Authors:  Qu,Wei;  Lei,Siu Long
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
Circulant and skew-circulant splitting iteration  Fast Fourier transform  Preconditioner  Tempered fractional diffusion equation  Toeplitz matrix  
A note on the stability of a second order finite difference scheme for space fractional diffusion equations Journal article
Numerical Algebra, Control and Optimization, 2014,Volume: 4,Issue: 4,Page: 317-325
Authors:  Qu,Wei;  Lei,Siu Long;  Vong,Seak Weng
Favorite |  | TC[WOS]:0 TC[Scopus]:3 | Submit date:2021/03/09
Riemann-Liouville derivative  Second order finite difference scheme  Space fractional diffusion equation  Unconditionally stable  
A circulant preconditioner for fractional diffusion equations Journal article
Journal of Computational Physics, 2013,Volume: 242,Page: 715-725
Authors:  Lei,Siu Long;  Sun,Hai Wei
Favorite |  | TC[WOS]:153 TC[Scopus]:154 | Submit date:2019/05/27
Cgnr Method  Circulant Preconditioner  Fast Fourier Transform  Fractional Diffusion Equations  Shifted Grünwald Discretization  Toeplitz