A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation. - Jinye Shen; Zhi-Zhong Sun; Wanrong Cao (Appl. Math. Comput., 2019)

An H2N2 Interpolation for Caputo Derivative with Order in (1, 2) and Its Application to Time-Fractional Wave Equations in More Than One Space Dimension. - Jinye Shen; Changpin Li; Zhi-Zhong Sun (J. Sci. Comput., 2020)

Two Finite Difference Schemes for Multi-Dimensional Fractional Wave Equations with Weakly Singular Solutions. - Jinye Shen; Martin Stynes; Zhi-Zhong Sun (Comput. Methods Appl. Math., 2021)

A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model. - Jinfeng Zhou; Xian-Ming Gu; Jinye Shen; Yong-Liang Zhao; Hu Li (CoRR, 2023)

An Implicit Scheme for American Put Options. - Xinfu Chen; Zhengyang Lu 004; Jingtang Ma; Jinye Shen (J. Sci. Comput., 2023)

Space-Time Methods Based on Isogeometric Analysis for Time-fractional Schrödinger Equation. - Ang Ge; Jinye Shen; Seakweng Vong (J. Sci. Comput., 2023)

Meshfree finite difference solution of homogeneous Dirichlet problems of the fractional Laplacian. - Jinye Shen; Bowen Shi; Weizhang Huang (CoRR, 2024)

A moving mesh finite element method for Bernoulli free boundary problems. - Jinye Shen; Heng Dai; Weizhang Huang (CoRR, 2024)

Approximating and preconditioning the stiffness matrix in the GoFD approximation of the fractional Laplacian. - Weizhang Huang; Jinye Shen (CoRR, 2024)

An efficient and provable sequential quadratic programming method for American and swing option pricing. - Jinye Shen; Weizhang Huang; Jingtang Ma (Eur. J. Oper. Res., 2024)

A Grid-Overlay Finite Difference Method for the Fractional Laplacian on Arbitrary Bounded Domains. - Weizhang Huang; Jinye Shen (SIAM J. Sci. Comput., 2024)

A moving mesh method for quenching problem. - Jinye Shen; Bowen Shi (Int. J. Comput. Math., 2025)

A Grid-Overlay Finite Difference Method for Inhomogeneous Dirichlet Problems of the Fractional Laplacian on Arbitrary Bounded Domains. - Weizhang Huang; Jinye Shen (J. Sci. Comput., 2025)