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A fast Strang splitting method with mass conservation for the space-fractional Gross-Pitaevskii equation Journal article
Cai, Yao Yuan, Sun, Hai Wei. A fast Strang splitting method with mass conservation for the space-fractional Gross-Pitaevskii equation[J]. Applied Mathematics and Computation, 2024, 470, 128575.
Authors:  Cai, Yao Yuan;  Sun, Hai Wei
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.5/3.1 | Submit date:2024/05/16
Circulant And skew-Circulant Matrix Exponential  Fast Fourier Transform  Fractional Gross–pitaevskii Equation  Mass Conservation  Two-level Strang Splitting Method  
Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations Journal article
Chen, H., Sun, H. W.. Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations[J]. Numerical Algorithms, 2022.
Authors:  Chen, H.;  Sun, H. W.
Favorite | TC[WOS]:10 TC[Scopus]:7 | Submit date:2022/07/25
Fractional Allen-cahn Equation  Discrete Maximum Principle  Operator Splitting Method  Matrix Exponential  Toeplitz Matrix  
Second-order maximum principle preserving Strang’s splitting schemes for anisotropic fractional Allen-Cahn equations Journal article
Chen, Hao, Sun, Hai Wei. Second-order maximum principle preserving Strang’s splitting schemes for anisotropic fractional Allen-Cahn equations[J]. Numerical Algorithms, 2021, 90(2), 749-771.
Authors:  Chen, Hao;  Sun, Hai Wei
Favorite | TC[WOS]:10 TC[Scopus]:7  IF:1.7/1.9 | Submit date:2022/05/13
Discrete Maximum Principle  Fractional Allen-cahn Equation  Matrix Exponential  Operator Splitting Method  Toeplitz Matrix  
A Dimensional Splitting Exponential Time Differencing Scheme for Multidimensional Fractional Allen-Cahn Equations Journal article
Chen, Hao, Sun, Hai Wei. A Dimensional Splitting Exponential Time Differencing Scheme for Multidimensional Fractional Allen-Cahn Equations[J]. Journal of Scientific Computing, 2021, 87(1), 30.
Authors:  Chen, Hao;  Sun, Hai Wei
Favorite | TC[WOS]:14 TC[Scopus]:13  IF:2.8/2.7 | Submit date:2021/12/07
Dimensional Splitting  Discrete Maximum Principle  Exponential Time Differencing  Fractional Allen-cahn Equation  Matrix Exponential  Toeplitz Matrix  65f10  65l05  65n22  65f15  
Exponential splitting for n-dimensional paraxial Helmholtz equation with high wavenumbers Journal article
Sheng,Qin, Sun,Hai Wei. Exponential splitting for n-dimensional paraxial Helmholtz equation with high wavenumbers[J]. Computers and Mathematics with Applications, 2014, 68(10), 1341-1354.
Authors:  Sheng,Qin;  Sun,Hai Wei
Favorite | TC[WOS]:4 TC[Scopus]:5 | Submit date:2019/05/27
Asymptotic Stability  Eikonal Transformation  Exponential Splitting  High Oscillations  High Wavenumber  Paraxial Helmholtz Equation  
Fast exponential time integration for pricing options in stochastic volatility jump diffusion models Journal article
Pang,Hong Kui, Sun,Hai Wei. Fast exponential time integration for pricing options in stochastic volatility jump diffusion models[J]. East Asian Journal on Applied Mathematics, 2014, 4(1), 52-68.
Authors:  Pang,Hong Kui;  Sun,Hai Wei
Favorite | TC[WOS]:13 TC[Scopus]:13 | Submit date:2019/05/27
Barrier Option  European Option  Matrix Exponential  Matrix Splitting  Multigrid Method  Partial Integrodifferential Equation  Shift-invert Arnoldi  Stochastic Volatility Jump Diffusion