Siu-Long Lei
According to our database1,
Siu-Long Lei
authored at least 28 papers
between 2000 and 2024.
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Bibliography
2024
An efficient red-black skewed extrapolation cascadic multigrid method for two-dimensional Poisson equation.
Comput. Appl. Math., February, 2024
2023
Efficient finite difference scheme for a hidden-memory variable-order time-fractional diffusion equation.
Comput. Appl. Math., December, 2023
On <i>τ</i>-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations.
Comput. Math. Appl., September, 2023
Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations.
J. Sci. Comput., July, 2023
An α-robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution.
Math. Comput. Simul., May, 2023
2022
An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations.
Comput. Math. Appl., 2022
A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations.
Appl. Math. Comput., 2022
2021
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models.
Numer. Algorithms, 2021
Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations.
Comput. Math. Appl., 2021
2020
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations.
Numer. Algorithms, 2020
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models.
Comput. Math. Appl., 2020
2019
Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis.
J. Sci. Comput., 2019
A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains.
J. Sci. Comput., 2019
2018
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models.
J. Sci. Comput., 2018
2017
A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations.
Numer. Algorithms, 2017
Fast algorithms for high-order numerical methods for space-fractional diffusion equations.
Int. J. Comput. Math., 2017
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy.
Comput. Math. Appl., 2017
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation.
Comput. Math. Appl., 2017
2016
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives.
Numer. Algorithms, 2016
Finite difference schemes for two-dimensional time-space fractional differential equations.
Int. J. Comput. Math., 2016
2015
Circulant preconditioning technique for barrier options pricing under fractional diffusion models.
Int. J. Comput. Math., 2015
2014
Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations.
Int. J. Comput. Math., 2014
2013
J. Comput. Phys., 2013
2011
2005
Circulant preconditioners for solving singular perturbation delay differential equations.
Numer. Linear Algebra Appl., 2005
2004
Numer. Linear Algebra Appl., 2004
2000
Proceedings of the Numerical Analysis and Its Applications, 2000