38 results on '"Lei, Siu-Long"'
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2. An efficient red–black skewed extrapolation cascadic multigrid method for two-dimensional Poisson equation
3. Exponential stability of system with time delay based on matrix-refined weighted functions
4. A preconditioned iterative method for coupled fractional partial differential equation in European option pricing
5. A stabilized SAV difference scheme and its accelerated solver for spatial fractional Cahn–Hilliard equations
6. Efficient finite difference scheme for a hidden-memory variable-order time-fractional diffusion equation
7. Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations
8. On τ-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations
9. An [formula omitted]-robust fast algorithm for distributed-order time–space fractional diffusion equation with weakly singular solution
10. A Hessenberg-type algorithm for computing PageRank Problems
11. A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations
12. An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
13. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance.
14. Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
15. Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis
16. A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains
17. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
18. Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
19. A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models
20. A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations
21. On CSCS-based iteration method for tempered fractional diffusion equations
22. A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing.
23. High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
24. A circulant preconditioner for fractional diffusion equations
25. An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations.
26. High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format.
27. Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations.
28. Fast solution algorithms for exponentially tempered fractional diffusion equations.
29. Fast algorithms for high-order numerical methods for space-fractional diffusion equations.
30. Finite difference schemes for two-dimensional time-space fractional differential equations.
31. Circulant preconditioning technique for barrier options pricing under fractional diffusion models.
32. Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations.
33. On a discrete-time collocation method for the nonlinear Schrödinger equation with wave operator.
34. DRIPPING AND JETTING IN COFLOWING LIQUID STREAMS.
35. Modeling and simulations for molecular scale hydrodynamics of the moving contact line in immiscible two-phase flows.
36. Circulant preconditioners for solving differential equations with multidelays
37. Sine transform based preconditioners for solving constant-coefficient first-order PDEs
38. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models.
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