| 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 |
Fitted L1-ADI scheme for improving convergence of two-dimensional delay fractional equations
Communications on Applied Mathematics and Computation | 2026-01-28 | Paper |
Fast solution strategies for time-space fractional linear complementarity problems governing American options pricing
Demonstratio Mathematica | 2026-01-20 | Paper |
Upwind-and-shifted numerical scheme for fractional convection equation
Numerical Methods for Partial Differential Equations | 2025-12-18 | Paper |
A fast preconditioning strategy for QSC-CN scheme of space fractional diffusion equations and its spectral analysis
Advances in Applied Mathematics and Mechanics | 2024-11-28 | Paper |
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing
Open Mathematics | 2024-09-26 | Paper |
Exponential stability of system with time delay based on matrix-refined weighted functions
European Journal of Control | 2024-09-18 | Paper |
Efficient finite difference scheme for a hidden-memory variable-order time-fractional diffusion equation
Computational and Applied Mathematics | 2024-01-05 | Paper |
An efficient red-black skewed extrapolation cascadic multigrid method for two-dimensional Poisson equation
Computational and Applied Mathematics | 2024-01-05 | Paper |
A Mixed-Type Circulant Preconditioner for a Nonlocal Elastic Model
East Asian Journal on Applied Mathematics | 2023-12-18 | Paper |
On \(\tau\)-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations
Computers & Mathematics with Applications | 2023-08-23 | 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 |
An \(\alpha\)-robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution
Mathematics and Computers in Simulation | 2023-06-26 | Paper |
A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations
Applied Mathematics and Computation | 2022-05-19 | Paper |
High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format
Electronic Research Archive | 2022-04-20 | Paper |
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
Numerical Algorithms | 2021-06-24 | 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 |
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
Numerical Algorithms | 2020-05-19 | Paper |
Speeding up SimRank computations by polynomial preconditioners
Applied Numerical Mathematics | 2020-04-07 | 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 |
A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains
Journal of Scientific Computing | 2019-07-26 | Paper |
Fast solution algorithms for exponentially tempered fractional diffusion equations
Numerical Methods for Partial Differential Equations | 2019-02-15 | Paper |
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models
Journal of Scientific Computing | 2018-07-12 | Paper |
A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations
Numerical Algorithms | 2017-11-24 | Paper |
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations
East Asian Journal on Applied Mathematics | 2017-10-23 | Paper |
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
Computers & Mathematics with Applications | 2017-09-12 | Paper |
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
Computers & Mathematics with Applications | 2017-08-16 | Paper |
Fast algorithms for high-order numerical methods for space-fractional diffusion equations
International Journal of Computer Mathematics | 2017-07-28 | Paper |
Stick-slip Motion of Moving Contact Line on Chemically Patterned Surfaces
Communications in Computational Physics | 2017-06-20 | Paper |
On CSCS-based iteration method for tempered fractional diffusion equations
Japan Journal of Industrial and Applied Mathematics | 2017-05-29 | Paper |
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
Numerical Algorithms | 2016-05-18 | Paper |
Finite difference schemes for two-dimensional time-space fractional differential equations
International Journal of Computer Mathematics | 2016-05-06 | Paper |
Circulant preconditioning technique for barrier options pricing under fractional diffusion models
International Journal of Computer Mathematics | 2016-04-29 | Paper |
A note on the stability of a second order finite difference scheme for space fractional diffusion equations
Numerical Algebra, Control and Optimization | 2015-03-10 | Paper |
Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations
International Journal of Computer Mathematics | 2014-11-28 | Paper |
A circulant preconditioner for fractional diffusion equations
Journal of Computational Physics | 2014-08-27 | Paper |
On a discrete-time collocation method for the nonlinear Schrödinger equation with wave operator
Numerical Methods for Partial Differential Equations | 2013-03-12 | Paper |
Adaptive method for spike solutions of Gierer-Meinhardt system on irregular domain
Discrete and Continuous Dynamical Systems. Series B | 2011-06-07 | Paper |
Circulant preconditioners for solving singular perturbation delay differential equations
Numerical Linear Algebra with Applications | 2009-02-09 | Paper |
BCCB preconditioners for systems of BVM‐based numerical integrators
Numerical Linear Algebra with Applications | 2008-11-24 | Paper |
Circulant preconditioners for solving differential equations with multidelays
Computers & Mathematics with Applications | 2005-03-08 | Paper |
Sine transform based preconditioners for solving constant-coefficient first-order PDEs
Linear Algebra and its Applications | 2003-05-25 | Paper |
| scientific article; zbMATH DE number 1618002 (Why is no real title available?) | 2002-02-07 | Paper |
A novel fourth-order scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations and its optimal preconditioned solver
(available as arXiv preprint) | N/A | Paper |
