Pin Lyu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation	2023-12-21	Paper
A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients	2023-12-12	Paper
A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony‐type equation with nonsmooth solutions	2023-11-28	Paper
A weighted ADI scheme with variable time steps for diffusion-wave equations	2023-10-31	Paper
Discrete Gradient Structure of a Second-Order Variable-Step Method for Nonlinear Integro-Differential Models	2023-10-25	Paper
High-order methods for the option pricing under multivariate rough volatility models	2023-06-05	Paper
Second-order nonuniform time-stepping schemes for time-fractional evolution equations with general elliptic operator	2023-01-23	Paper
A symmetric fractional-order reduction method for direct nonuniform approximations of semilinear diffusion-wave equations	2022-09-28	Paper
Second-order and nonuniform time-stepping schemes for time fractional evolution equations with time-space dependent coefficients	2021-11-22	Paper
A fast linearized numerical method for nonlinear time-fractional diffusion equations	2021-04-27	Paper
An efficient numerical method for \(q\)-fractional differential equations	2020-06-04	Paper
An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients	2020-02-24	Paper
A fast linearized finite difference method for the nonlinear multi-term time-fractional wave equation	2020-02-24	Paper
A high-order method with a temporal nonuniform mesh for a time-fractional Benjamin-Bona-Mahony equation	2019-10-22	Paper
A study on a second order finite difference scheme for fractional advection–diffusion equations	2019-07-25	Paper
A graded scheme with bounded grading for a time-fractional Boussinesq type equation	2019-04-26	Paper
On a second order scheme for space fractional diffusion equations with variable coefficients	2019-02-22	Paper
A linearized and second‐order unconditionally convergent scheme for coupled time fractional Klein‐Gordon‐Schrödinger equation	2019-02-15	Paper
Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation	2018-09-04	Paper
A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations	2018-06-25	Paper
Second-order BDF time approximation for Riesz space-fractional diffusion equations	2018-05-17	Paper
A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation	2018-02-20	Paper
High‐order compact schemes for fractional differential equations with mixed derivatives	2018-02-19	Paper
A linearized second-order finite difference scheme for time fractional generalized BBM equation	2018-01-31	Paper
Stability of fully discrete schemes with interpolation-type fractional formulas for distributed-order subdiffusion equations	2017-10-06	Paper
On numerical contour integral method for fractional diffusion equations with variable coefficients	2016-11-07	Paper
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives	2016-05-18	Paper
A compact difference scheme for fractional sub-diffusion equations with the spatially variable coefficient under Neumann boundary conditions	2016-03-15	Paper

Research outcomes over time

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