15 results on '"Lei, Siu-Long"'
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2. A preconditioned iterative method for coupled fractional partial differential equation in European option pricing
3. On τ-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations
4. A Hessenberg-type Algorithm for Computing PageRank Problems
5. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance
6. A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing
7. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
8. Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
9. An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations
10. High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format
11. Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations
12. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
13. DRIPPING AND JETTING IN COFLOWING LIQUID STREAMS
14. Circulant preconditioners for solving differential equations with multidelays
15. Sine transform based preconditioners for solving constant-coefficient first-order PDEs
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