Lot-Kei Chou

MaRDI QIDQ2019581zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A \(\tau\) preconditioner for options pricing problem under jump-diffusion models. Numerical Linear Algebra with Applications	2026-02-20	Paper
Upwind-and-shifted numerical scheme for fractional convection equation Numerical Methods for Partial Differential Equations	2025-12-18	Paper
A sine transform-based preconditioner for the fourth-order scheme arising from multi-dimensional nonlocal Poisson equations Applied Mathematics Letters	2025-11-18	Paper
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing Open Mathematics	2024-09-26	Paper
Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations Journal of Scientific Computing	2023-07-06	Paper
High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format Electronic Research Archive	2022-04-20	Paper
Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations Computers & Mathematics with Applications	2021-04-21	Paper
Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis Journal of Scientific Computing	2019-10-22	Paper
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy Computers & Mathematics with Applications	2017-08-16	Paper

Research outcomes over time

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