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A preconditioned iterative method for coupled fractional partial differential equation in European option pricing Journal article
Shuang Wu, Lot-Kei Chou, Xu Chen, LEI SIU LONG. A preconditioned iterative method for coupled fractional partial differential equation in European option pricing[J]. Open Mathematics, 2023, 21(1), 20230169.
Authors:  Shuang Wu;  Lot-Kei Chou;  Xu Chen;  LEI SIU LONG
Favorite |   IF:1.0/0.9 | Submit date：2024/08/27
Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations Journal article
Huang,Yun Chi, Chou,Lot Kei, Lei,Siu Long. Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations[J]. Journal of Scientific Computing, 2023, 96(1), 29.
Authors:  Huang,Yun Chi;  Chou,Lot Kei;  Lei,Siu Long
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.8/2.7 | Submit date：2023/08/03
Alternating Direction Implicit Scheme  Divide-and-conquer  High Dimension  Tensor-train Format  Time-space Fractional Diffusion Equations  
Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations Journal article
Chou, Lot Kei, Lei, Siu Long. Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations[J]. Computers and Mathematics with Applications, 2021, 89, 116-126.
Authors:  Chou, Lot Kei;  Lei, Siu Long
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.9/2.6 | Submit date：2021/12/07
Alternating Direction Implicit Scheme  Distributed-order  Finite Volume Approximation  High Dimensional  Tensor-train Format  
Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis Journal article
Chou,Lot Kei, Lei,Siu Long. Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis[J]. Journal of Scientific Computing, 2019, 80(3), 1731-1763.
Authors:  Chou,Lot Kei;  Lei,Siu Long
Favorite | TC[WOS]:4 TC[Scopus]:5  IF:2.8/2.7 | Submit date：2021/03/11
High Dimensional Fractional Diffusion Equation  Krylov Subspace Method  Preconditioner  Tensor-train Decomposition  
Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis Journal article
Chou, Lot Kei, Lei, Siu Long. Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis[J]. Journal of Scientific Computing, 2019, 80, 1731-1763.
Authors:  Chou, Lot Kei;  Lei, Siu Long
Favorite | TC[WOS]:4 TC[Scopus]:5  IF:2.8/2.7 | Submit date：2022/08/23
High Dimensional Fractional Diffusion Equation  Tensor-train Decomposition  Krylov Subspace Method  Preconditioner  
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy Journal article
Chou, Lot-Kei, Lei, Siu-Long. Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017, 73(3), 385-403.
Authors:  Chou, Lot-Kei;  Lei, Siu-Long
Favorite | TC[WOS]:18 TC[Scopus]:18  IF:2.9/2.6 | Submit date：2018/10/30
High Dimensional Two-sided Fractional Diffusion Equation  Alternating Direction Implicit Method  Approximate Inverse Preconditioner  Krylov Subspace Method  Superlinear Convergence  Fast Fourier Transform