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Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations Journal article
Computers and Mathematics with Applications, 2021,Volume: 89,Page: 116-126
Authors:  Chou, Lot Kei;  Lei, Siu Long
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/07
Alternating direction implicit scheme  Distributed-order  Finite volume approximation  High dimensional  Tensor-Train format  
Speeding up SimRank computations by polynomial preconditioners Journal article
Applied Numerical Mathematics, 2020,Volume: 153,Page: 147-163
Authors:  Sio Wan Ng;  Siu-Long Lei;  Juan Lu;  Zhiguo Gong
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
Time-space Fractional Differential Equations  Alternating Direction Implicit Scheme  Block Lower Triangular Toeplitz Matrix  Divide-and-conquer  Time-marching  
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]:2 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  
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]:1 TC[Scopus]:1 | Submit date:2021/03/11
Block-circulant-circulant-block matrix  Convex domain  Finite volume method  Preconditioner  Space-fractional diffusion equation  
Dedicated to Professor Xiaoqing Jin's 60th birthday Preface Journal article
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2018,Volume: 11,Issue: 4,Page: I-II
Authors:  Hu, Guang-Hui;  Lei, Siu-Long;  Vong, Seak-Weng
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/31
Dedicated to Professor Xiaoqing Jin's 60th birthday Preface Journal article
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2018,Volume: 11,Issue: 4,Page: I-II
Authors:  Hu, Guang-Hui;  Lei, Siu-Long;  Vong, Seak-Weng
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/31
Dedicated to Professor Xiaoqing Jin's 60th birthday Preface Journal article
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2018,Volume: 11,Issue: 4,Page: I-II
Authors:  Hu, Guang-Hui;  Lei, Siu-Long;  Vong, Seak-Weng
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30