English | 繁體

Search in the results

UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance Journal article
Chen, Xu, Gong, Xin Xin, Sun, Youfa, Lei, Siu Long. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance[J]. Fractal and Fractional, 2024, 8(6), 316.
Authors:  Chen, Xu;  Gong, Xin Xin;  Sun, Youfa;  Lei, Siu Long
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.6/3.5 | Submit date：2024/07/04
American Option Pricing  Banded Preconditioner  Fractional Partial Integro-differential Equation  Stability  Stock Loan  
A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes[Formula presented] Journal article
Fang, Zhi Wei, Zhang, Jia Li, Sun, Hai Wei. A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes[Formula presented][J]. Computers and Mathematics with Applications, 2022, 108, 175-184.
Authors:  Fang, Zhi Wei;  Zhang, Jia Li;  Sun, Hai Wei
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:2.9/2.6 | Submit date：2022/03/04
Banded Preconditioner  Fast Algorithm  Finite Volume Method  Spatial Fractional Diffusion Equations  Sum-of-exponentials Technique  
A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes Journal article
Fang, Z. W., Zhang, J.L., Sun, H. W.. A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes[J]. Computers and Mathematics with Applications, 2022, 175-184.
Authors:  Fang, Z. W.;  Zhang, J.L.;  Sun, H. W.
Favorite |   IF:2.9/2.6 | Submit date：2022/05/30
Spatial fractional diffusion equations  Finite volume method  Sum-of-exponentials technique  Fast algorithm Banded preconditioner