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A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing Journal article
Chen,Xu, Gong,Xinxin, Lei,Siu Long, Sun,Youfa. A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing[J]. Fractal and Fractional, 2023, 7(4), 334.
Authors:  Chen,Xu;  Gong,Xinxin;  Lei,Siu Long;  Sun,Youfa
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:3.6/3.5 | Submit date：2023/08/03
Linear Complementary Problem  Nonlinear Finite Difference Scheme  Policy Iteration Method  Preconditioner  Time-fractional Derivative  
Sine transform based preconditioning techniques for space fractional diffusion equations Journal article
Qin, Hai Hua, Pang, Hong Kui, Sun, Hai Wei. Sine transform based preconditioning techniques for space fractional diffusion equations[J]. Numerical Linear Algebra with Applications, 2022, 30(4), e2474.
Authors:  Qin, Hai Hua;  Pang, Hong Kui;  Sun, Hai Wei
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:1.8/1.8 | Submit date：2023/01/30
Finite Difference Method  Gmres Method  Numerical Range  Space Fractional Derivative  Toeplitz Matrix  τ Preconditioner  
Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations Journal article
Pang,Hong Kui, Qin,Hai Hua, Sun,Hai Wei, Ma,Ting Ting. Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2021, 85, 18-29.
Authors:  Pang,Hong Kui;  Qin,Hai Hua;  Sun,Hai Wei;  Ma,Ting Ting
Favorite | TC[WOS]:7 TC[Scopus]:7  IF:2.9/2.6 | Submit date：2021/03/09
Circulant-based Preconditioner  Decay Property  Finite Difference Method  Fractional Diffusion Equation  Toeplitz-like  
An Efficient Second‑Order Convergent Scheme for One‑Side Space Fractional Diffusion Equations with Variable Coefficients Journal article
Lin Xuelei, Lyu Pin, Michael K. Ng, Sun HW(孫海衛), Seak Weng Vong. An Efficient Second‑Order Convergent Scheme for One‑Side Space Fractional Diffusion Equations with Variable Coefficients[J]. Communications on Applied Mathematics and Computation, 2020, 2(2), 215--239.
Authors:  Lin Xuelei;  Lyu Pin;  Michael K. Ng;  Sun HW(孫海衛);  Seak Weng Vong
Adobe PDF | Favorite | TC[WOS]:5 TC[Scopus]:5  IF:1.4/0 | Submit date：2022/07/28
One-side Space Fractional Diffusion Equation  Variable Diffusion Coefficients  Stability And Convergence  High-order Finite-difference Scheme  Preconditioner  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Chen,Xu, Ding,Deng, Lei,Siu Long, Wang,Wenfei. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models[J]. Computers and Mathematics with Applications, 2020, 79(2), 440-456.
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.9/2.6 | Submit date：2021/03/09
Finite Difference Method  Finite Moment Log Stable Model  Preconditioner  Rainbow Options Pricing  Two-dimensional Fractional Partial Differential Equation  
A preconditioned fast finite difference scheme for space-fractional diffusion equations in convex domains Journal article
Du,Ning, Sun,Hai Wei, Wang,Hong. A preconditioned fast finite difference scheme for space-fractional diffusion equations in convex domains[J]. Computational and Applied Mathematics, 2019, 38(1), UNSP 14.
Authors:  Du,Ning;  Sun,Hai Wei;  Wang,Hong
Favorite | TC[WOS]:9 TC[Scopus]:9  IF:2.5/2.2 | Submit date：2019/05/27
Anomalous Diffusion  Circulant Preconditioner  Finite Difference Method  Penalization  Space-fractional Diffusion Equation  
PRECONDITIONING TECHNIQUES IN CHEBYSHEV COLLOCATION METHOD FOR ELLIPTIC EQUATIONS Journal article
Fang, Z.W., Shen, J., Sun, H. W.. PRECONDITIONING TECHNIQUES IN CHEBYSHEV COLLOCATION METHOD FOR ELLIPTIC EQUATIONS[J]. International Journal of Numerical Analysis & Modeling, 2018, 277-287.
Authors:  Fang, Z.W.;  Shen, J.;  Sun, H. W.
Favorite |   IF:1.3/1.2 | Submit date：2022/07/25
Chebyshev collocation method  elliptic equation  finite-difference preconditioner  approximate inverse  
Preconditioning techniques in chebyshev collocation method for elliptic equations Journal article
Fang Z.-W., Shen J., Sun H.-W.. Preconditioning techniques in chebyshev collocation method for elliptic equations[J]. International Journal of Numerical Analysis and Modeling, 2018, 15(1), 277-287.
Authors:  Fang Z.-W.;  Shen J.;  Sun H.-W.
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.3/1.2 | Submit date：2019/02/13
Approximate Inverse  Chebyshev Collocation Method  Elliptic Equation  Finite-difference Preconditioner  
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations Journal article
Lei S.-L., Chen X., Zhang X.. Multilevel circulant preconditioner for high-dimensional fractional diffusion equations[J]. East Asian Journal on Applied Mathematics, 2016, 6(2), 109-130.
Authors:  Lei S.-L.;  Chen X.;  Zhang X.
Favorite | TC[WOS]:29 TC[Scopus]:29 | Submit date：2019/02/14
Gmres Method  High-dimensional Two-sided Fractional Diffusion Equation  Implicit Finite Difference Method  Multilevel Circulant Preconditioner  Unconditionally Stable