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Fast compact finite difference schemes on graded meshes for fourth-order multi-term fractional sub-diffusion equations with the first Dirichlet boundary conditions Journal article
Wang, Zhibo, Ou, Caixia, Cen, Dakang. Fast compact finite difference schemes on graded meshes for fourth-order multi-term fractional sub-diffusion equations with the first Dirichlet boundary conditions[J]. International Journal of Computer Mathematics, 2023, 100(2), 361-382.
Authors:  Wang, Zhibo;  Ou, Caixia;  Cen, Dakang
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:1.7/1.5 | Submit date：2023/01/30
Fast Compact Difference Scheme  First Dirichlet Boundary Conditions  Fourth-order Multi-term Fractional Sub-diffusion Equation  Non-smooth Solution  Stability And Convergence  
Compact finite difference scheme for the fourth-order fractional subdiffusion system Journal article
Vong S., Wang Z.. Compact finite difference scheme for the fourth-order fractional subdiffusion system[J]. Advances in Applied Mathematics and Mechanics, 2014, 6(4), 419-435.
Authors:  Vong S.;  Wang Z.
Favorite | TC[WOS]:37 TC[Scopus]:37 | Submit date：2018/12/24
Compact Difference Scheme  Convergence  Energy Method  Fourth-order Fractional Subdiffusion Equation  Stability  
Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model Journal article
Lee S.T., Sun H.-W.. Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model[J]. Numerical Methods for Partial Differential Equations, 2012, 28(3), 1079-1098.
Authors:  Lee S.T.;  Sun H.-W.
Favorite | TC[WOS]:20 TC[Scopus]:25 | Submit date：2019/02/13
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differential Equation  Toeplitz Matrix  
Fourth-Order Compact Scheme with Local Mesh Refinement for Option Pricing in Jump-Diffusion Model Journal article
Spike T. Lee, Hai‐Wei Sun. Fourth-Order Compact Scheme with Local Mesh Refinement for Option Pricing in Jump-Diffusion Model[J]. Numerical Methods for Partial Differential Equations, 2012, 28(3), 1079-1098.
Authors:  Spike T. Lee;  Hai‐Wei Sun
Favorite | TC[WOS]:20 TC[Scopus]:25  IF:2.1/2.8 | Submit date：2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix  
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model Journal article
Shu-Ling Yang, Spike T. Lee, Hai-Wei Sun. Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model[J]. International Journal of Computer Mathematics, 2011, 88(8), 1730-1748.
Authors:  Shu-Ling Yang;  Spike T. Lee;  Hai-Wei Sun
Favorite | TC[WOS]:4 TC[Scopus]:4 | Submit date：2019/02/13
Boundary Value Method  Crank-nicolson Time-marching Scheme  Fourth-order Compact Scheme  Jump-diffusion  Preconditioner  Toeplitz Matrix  
Fourth order compact boundary value method for option pricing with jumps Journal article
Lee,Spike T., Sun,Hai Wei. Fourth order compact boundary value method for option pricing with jumps[J]. Advances in Applied Mathematics and Mechanics, 2009, 1(6), 845-861.
Authors:  Lee,Spike T.;  Sun,Hai Wei
Favorite | TC[WOS]:9 TC[Scopus]:11 | Submit date：2019/05/27
Boundary Value Method  Fourth Order Compact Scheme  Partial Integro-differential Equation  Preconditioning  Toeplitz Matrix