Siu-Long Lei: search on Z-Library

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1

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives

Vong, Seakweng, Lyu, Pin, Chen, Xu, Lei, Siu-Long

Journal:

Numerical Algorithms

Year:

2016

Language:

english

File:

PDF, 323 KB

english, 2016

2

Finite difference schemes for two-dimensional time-space fractional differential equations

Wang, Zhibo, Vong, Seakweng, Lei, Siu-Long

Journal:

International Journal of Computer Mathematics

Year:

2015

Language:

english

File:

PDF, 200 KB

english, 2015

3

Fast solution algorithms for exponentially tempered fractional diffusion equations

Lei, Siu-Long, Fan, Daoying, Chen, Xu

Journal:

Numerical Methods for Partial Differential Equations

Year:

2018

Language:

english

File:

PDF, 698 KB

english, 2018

4

Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis

Chou, Lot-Kei, Lei, Siu-Long

Journal:

Journal of Scientific Computing

Year:

2019

Language:

english

File:

PDF, 1.34 MB

english, 2019

5

On CSCS-based iteration method for tempered fractional diffusion equations

Qu, Wei, Lei, Siu-Long

Journal:

Japan Journal of Industrial and Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 447 KB

english, 2016

6

Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy

Chou, Lot-Kei, Lei, Siu-Long

Journal:

Computers & Mathematics with Applications

Year:

2017

Language:

english

File:

PDF, 511 KB

english, 2017

7

Circulant preconditioners for solving singular perturbation delay differential equations

Xiao-Qing Jin, Siu-Long Lei, Yi-Min Wei

Journal:

Numerical Linear Algebra with Applications

Year:

2005

Language:

english

File:

PDF, 92 KB

english, 2005

8

Speeding up SimRank computations by polynomial preconditioners

Ng, Sio Wan, Lei, Siu-Long, Lu, Juan, Gong, Zhiguo

Journal:

Applied Numerical Mathematics

Year:

2020

File:

PDF, 1.03 MB

2020

9

On a discrete-time collocation method for the nonlinear Schrödinger equation with wave operator

Seak-Weng Vong, Qing-Jiang Meng, Siu-Long Lei

Journal:

Numerical Methods for Partial Differential Equations

Year:

2012

Language:

english

File:

PDF, 192 KB

english, 2012

10

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation

Chen, Xu, Wang, Wenfei, Ding, Deng, Lei, Siu-Long

Journal:

Computers & Mathematics with Applications

Year:

2017

Language:

english

File:

PDF, 799 KB

english, 2017

11

A circulant preconditioner for fractional diffusion equations

Lei, Siu-Long, Sun, Hai-Wei

Journal:

Journal of Computational Physics

Year:

2013

Language:

english

File:

PDF, 340 KB

english, 2013

12

Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations

Lei, Siu-Long, Chen, Xu, Zhang, Xinhe

Journal:

East Asian Journal on Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 330 KB

english, 2016

13

A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains

Chen, Xu, Deng, Si-Wen, Lei, Siu-Long

Journal:

Journal of Scientific Computing

Year:

2019

Language:

english

File:

PDF, 2.34 MB

english, 2019

14

Circulant preconditioners for solving differential equations with multidelays

Xiao-Qing Jin, Siu-Long Lei, Yi-Min Wei

Journal:

Computers & Mathematics with Applications

Year:

2004

Language:

english

File:

PDF, 403 KB

english, 2004

15

Circulant Preconditioning Technique for Barrier Options Pricing under Fractional Diffusion Models

Wang, Wenfei, Chen, Xu, Ding, Deng, Lei, Siu-Long

Journal:

International Journal of Computer Mathematics

Year:

2015

Language:

english

File:

PDF, 3.67 MB

english, 2015

16

Preface

Hu, Guanghui, Lei, Siu-Long, Vong, Seak-Weng

Journal:

East Asian Journal on Applied Mathematics

Year:

2018

Language:

english

File:

PDF, 50 KB

english, 2018

17

Sine transform based preconditioners for solving constant-coefficient first-order PDEs

Xiao-Qing Jin, Siu-Long Lei

Journal:

Linear Algebra and its Applications

Year:

2003

Language:

english

File:

PDF, 189 KB

english, 2003

18

A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models

Lei, Siu-Long, Wang, Wenfei, Chen, Xu, Ding, Deng

Journal:

Journal of Scientific Computing

Year:

2017

Language:

english

File:

PDF, 721 KB

english, 2017

19

A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations

Huang, Yun-Chi, Lei, Siu-Long

Journal:

Numerical Algorithms

Year:

2017

Language:

english

File:

PDF, 248 KB

english, 2017

20

A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models

Chen, Xu, Ding, Deng, Lei, Siu-Long, Wang, Wenfei

Journal:

Computers & Mathematics with Applications

Year:

2019

Language:

english

File:

PDF, 1.08 MB

english, 2019

21

DRIPPING AND JETTING IN COFLOWING LIQUID STREAMS

LEI, SIU-LONG, WANG, XIAOPING

Journal:

Advances in Adaptive Data Analysis

Year:

2011

Language:

english

File:

PDF, 534 KB

english, 2011

22

Fast algorithms for high-order numerical methods for space fractional diffusion equations

Lei, Siu-Long, Huang, Yun-Chi

Journal:

International Journal of Computer Mathematics

Year:

2016

Language:

english

File:

PDF, 797 KB

english, 2016

23

BCCB preconditioners for systems of BVM-based numerical integrators

Siu-Long Lei, Xiao-Qing Jin

Journal:

Numerical Linear Algebra with Applications

Year:

2004

Language:

english

File:

PDF, 311 KB

english, 2004

24

An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models

Chen, Xu, Ding, Deng, Lei, Siu-Long, Wang, Wenfei

Journal:

Numerical Algorithms

Year:

2020

File:

PDF, 1.02 MB

2020

25

A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains

Chen, Xu, Deng, Si-Wen, Lei, Siu-Long

Journal:

Journal of Scientific Computing

Year:

2019

File:

PDF, 2.34 MB

2019

26

Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations

Qu, Wei, Lei, Siu-Long, Vong, Seak-Weng

Journal:

International Journal of Computer Mathematics

Year:

2014

Language:

english

File:

PDF, 144 KB

english, 2014

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