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Exponential Runge–Kutta Methodfor Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations Journal article
Zhang, L., Zhang, Q.F., Sun, H. W.. Exponential Runge–Kutta Methodfor Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations[J]. JournalofScientificComputing, 2020, UNSP59-UNSP59.
Authors:  Zhang, L.;  Zhang, Q.F.;  Sun, H. W.
Favorite |   IF:2.8/2.7 | Submit date:2022/07/25
Space fractional Ginzburg–Landau equation  Toeplitz structure  Exponential Runge–Kutta method  Matrix exponential  Shift-invert Lanczos method  
Exponential Runge–Kutta Method for Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations Journal article
Zhang,Lu, Zhang,Qifeng, Sun,Hai Wei. Exponential Runge–Kutta Method for Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations[J]. Journal of Scientific Computing, 2020, 83(3).
Authors:  Zhang,Lu;  Zhang,Qifeng;  Sun,Hai Wei
Favorite | TC[WOS]:27 TC[Scopus]:29  IF:2.8/2.7 | Submit date:2021/03/09
Exponential Runge–kutta Method  Matrix Exponential  Shift-invert Lanczos Method  Space Fractional Ginzburg–landau Equation  Toeplitz Structure  
Numerical solution for multi-dimensional Rieszfractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method Journal article
Zhang, L., Sun, H. W.. Numerical solution for multi-dimensional Rieszfractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method[J]. Journal of Applied Mathematics and Computing, 2020, 449-472.
Authors:  Zhang, L.;  Sun, H. W.
Favorite | TC[WOS]:9 TC[Scopus]:10  IF:2.4/2.3 | Submit date:2022/07/25
Riesz Fractional Reaction–diffusion Equation·toeplitz Structure  Exponential Runge–kutta Method  Matrix Exponential  Shift-invert Lanczos Method  
Numerical solution for multi-dimensional Riesz fractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method Journal article
Zhang,Lu, Sun,Hai Wei. Numerical solution for multi-dimensional Riesz fractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method[J]. Journal of Applied Mathematics and Computing, 2020, 62(1-2), 449-472.
Authors:  Zhang,Lu;  Sun,Hai Wei
Favorite | TC[WOS]:9 TC[Scopus]:10  IF:2.4/2.3 | Submit date:2021/03/09
Exponential Runge–kutta Method  Matrix Exponential  Riesz Fractional Reaction–diffusion Equation  Shift-invert Lanczos Method  Toeplitz Structure  
Fast numerical solution for fractional diffusion equations by exponential quadrature rule Journal article
Zhang,Lu, Sun,Hai Wei, Pang,Hong Kui. Fast numerical solution for fractional diffusion equations by exponential quadrature rule[J]. Journal of Computational Physics, 2015, 299, 130-143.
Authors:  Zhang,Lu;  Sun,Hai Wei;  Pang,Hong Kui
Favorite | TC[WOS]:25 TC[Scopus]:26 | Submit date:2019/05/27
Exponential Quadrature Rule  Fractional Diffusion Equation  Matrix Exponential  Preconditioned Gmres  Shift-invert Arnoldi  Toeplitz-like Structure  
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  
Fast exponential time integration scheme for option pricing with jumps Journal article
Lee,Spike T., Liu,Xin, Sun,Hai Wei. Fast exponential time integration scheme for option pricing with jumps[J]. Numerical Linear Algebra with Applications, 2012, 19(1), 87-101.
Authors:  Lee,Spike T.;  Liu,Xin;  Sun,Hai Wei
Favorite | TC[WOS]:17 TC[Scopus]:17 | Submit date:2019/05/27
Generating Function  Jump-diffusion  Option Pricing  Shift-and-invert Arnoldi Method  Toeplitz Matrix Exponential  
Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential Journal article
Pang,Hong Kui, Sun,Hai Wei. Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential[J]. Numerical Linear Algebra with Applications, 2011, 18(3), 603-614.
Authors:  Pang,Hong Kui;  Sun,Hai Wei
Favorite | TC[WOS]:23 TC[Scopus]:23 | Submit date:2019/05/27
Gohberg-semencul Formula  Krylov Subspace  Lanczos Method  Matrix Exponential  Shift-invert  Toeplitz  
Shift-invert arnoldi approximation to the toeplitz matrix exponential Journal article
Lee,Spike T., Pang,Hong Kui, Sun,Hai Wei. Shift-invert arnoldi approximation to the toeplitz matrix exponential[J]. SIAM Journal on Scientific Computing, 2010, 32(2), 774-792.
Authors:  Lee,Spike T.;  Pang,Hong Kui;  Sun,Hai Wei
Favorite | TC[WOS]:48 TC[Scopus]:49 | Submit date:2019/05/27
Krylov Subspace  Matrix Exponential  Numerical Range  Shift-invert Arnoldi Method  Toeplitz Matrix