Strang-Type Preconditioners for Differential-Algebraic Equations. - Siu-Long Lei; Xiao-Qing Jin (NAA, 2000)

BCCB preconditioners for systems of BVM-based numerical integrators. - Siu-Long Lei; Xiao-Qing Jin (Numer. Linear Algebra Appl., 2004)

Circulant preconditioners for solving singular perturbation delay differential equations. - Xiao-Qing Jin; Siu-Long Lei; Yi-Min Wei 001 (Numer. Linear Algebra Appl., 2005)

Dripping and Jetting in Coflowing liquid Streams. - Siu-Long Lei; Xiaoping Wang 002 (Adv. Data Sci. Adapt. Anal., 2011)

A circulant preconditioner for fractional diffusion equations. - Siu-Long Lei; Hai-Wei Sun (J. Comput. Phys., 2013)

Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations. - Wei Qu; Siu-Long Lei; Seak-Weng Vong (Int. J. Comput. Math., 2014)

Circulant preconditioning technique for barrier options pricing under fractional diffusion models. - Wenfei Wang; Xu Chen 002; Deng Ding; Siu-Long Lei (Int. J. Comput. Math., 2015)

Finite difference schemes for two-dimensional time-space fractional differential equations. - Zhibo Wang 007; Seakweng Vong; Siu-Long Lei (Int. J. Comput. Math., 2016)

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives. - Seakweng Vong; Pin Lyu; Xu Chen 002; Siu-Long Lei (Numer. Algorithms, 2016)

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. - Xu Chen 002; Wenfei Wang; Deng Ding; Siu-Long Lei (Comput. Math. Appl., 2017)

Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy. - Lot-Kei Chou; Siu-Long Lei (Comput. Math. Appl., 2017)

Fast algorithms for high-order numerical methods for space-fractional diffusion equations. - Siu-Long Lei; Yun-Chi Huang (Int. J. Comput. Math., 2017)

A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations. - Yun-Chi Huang; Siu-Long Lei (Numer. Algorithms, 2017)

A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. - Siu-Long Lei; Wenfei Wang; Xu Chen 002; Deng Ding (J. Sci. Comput., 2018)

A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains. - Xu Chen 002; Si-Wen Deng; Siu-Long Lei (J. Sci. Comput., 2019)

Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis. - Lot-Kei Chou; Siu-Long Lei (J. Sci. Comput., 2019)

A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. - Xu Chen 002; Deng Ding; Siu-Long Lei; Wenfei Wang (Comput. Math. Appl., 2020)

Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations. - Yun-Chi Huang; Siu-Long Lei (Numer. Algorithms, 2020)

Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations. - Lot-Kei Chou; Siu-Long Lei (Comput. Math. Appl., 2021)

An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. - Xu Chen 002; Deng Ding; Siu-Long Lei; Wenfei Wang (Numer. Algorithms, 2021)

A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations. - Lu-Yao Sun; Zhi-Wei Fang; Siu-Long Lei; Hai-Wei Sun; Jia-Li Zhang (Appl. Math. Comput., 2022)

An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations. - Yuan Xu; Siu-Long Lei; Hai-Wei Sun (Comput. Math. Appl., 2022)

A Hessenberg-type algorithm for computing PageRank Problems. - Xian-Ming Gu; Siu-Long Lei; Ke Zhang 003; Zhao-Li Shen; Chun Wen; Bruno Carpentieri (Numer. Algorithms, 2022)

An α-robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution. - Lu-Yao Sun; Siu-Long Lei; Hai-Wei Sun; Jia-Li Zhang (Math. Comput. Simul., 2023)

Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations. - Yun-Chi Huang; Lot-Kei Chou; Siu-Long Lei (J. Sci. Comput., 2023)

On τ-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations. - Yuan-Yuan Huang; Wei Qu; Siu-Long Lei (Comput. Math. Appl., 2023)

Efficient finite difference scheme for a hidden-memory variable-order time-fractional diffusion equation. - Lu-Yao Sun; Siu-Long Lei; Hai-Wei Sun (Comput. Appl. Math., 2023)

Optimal preconditioners for nonsymmetric multilevel Toeplitz systems with application to solving non-local evolutionary partial differential equations. - Yuan-Yuan Huang; Sean Y. Hon; Lot-Kei Chou; Siu-Long Lei (CoRR, 2024)

Exponential stability of system with time delay based on matrix-refined weighted functions. - Xiao Ge; Zixuan Wang; Siu-Long Lei; Seakweng Vong (Eur. J. Control, 2024)

A stabilized SAV difference scheme and its accelerated solver for spatial fractional Cahn-Hilliard equations. - Xin Huang; Siu-Long Lei; Dongfang Li; Hai-Wei Sun (Math. Comput. Simul., 2024)

An efficient red-black skewed extrapolation cascadic multigrid method for two-dimensional Poisson equation. - Yuan Xu; Siu-Long Lei; Hai-Wei Sun (Comput. Appl. Math., 2024)

A preconditioned fast finite volume method for two-dimensional conservative space-fractional diffusion equations on non-uniform meshes. - Yuan Xu; Siu-Long Lei; Hai-Wei Sun; Zhi-Wei Fang (Comput. Math. Appl., 2025)

A study on fractional centered difference scheme for high-dimensional integral fractional Laplacian operator with {ω}-circulant preconditioner. - Lot-Kei Chou; Wei Qu; Yuan-Yuan Huang; Siu-Long Lei (Math. Comput. Simul., 2025)

Optimal Preconditioners for Nonsymmetric Multilevel Toeplitz Systems With Application to Solving Nonlocal Evolutionary Partial Differential Equations. - Yuan-Yuan Huang; Sean Y. Hon; Lot-Kei Chou; Siu-Long Lei (Numer. Linear Algebra Appl., 2025)

Upwind-and-shifted numerical scheme for fractional convection equation. - Lot-Kei Chou; Wan-Na Deng; Yuan-Yuan Huang; Siu-Long Lei (CoRR, 2025)

A Novel Fourth-Order Scheme for Two-Dimensional Riesz Space Fractional Nonlinear Reaction-Diffusion Equations and Its Optimal Preconditioned Solver. - Wei Qu; Yuan-Yuan Huang; Sean Y. Hon; Siu-Long Lei (Numer. Linear Algebra Appl., 2025)

An optimal preconditioner for high-order scheme arising from multi-dimensional Riesz space fractional diffusion equations with variable coefficients. - Yuan-Yuan Huang; Wei Qu; Sean Y. Hon; Siu-Long Lei (CoRR, 2025)

A sine transform-based preconditioner for the fourth-order scheme arising from multi-dimensional nonlocal Poisson equations. - Wei Qu; Yuan-Yuan Huang; Lot-Kei Chou; Siu-Long Lei (Appl. Math. Lett., 2026)