7 results on '"Lei, Siu-Long"'
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2. Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations
3. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
4. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
5. Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
6. On τ-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations.
7. Circulant preconditioners for solving differential equations with multidelays
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