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Siu-Long Lei
Siu-Long Lei
Doctor of Mathematics, University of Macau
Verified email at umac.mo
Title
Cited by
Cited by
Year
A circulant preconditioner for fractional diffusion equations
SL Lei, HW Sun
Journal of Computational Physics 242, 715-725, 2013
2452013
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
S Vong, P Lyu, X Chen, SL Lei
Numerical Algorithms 72, 195-210, 2016
812016
Fast algorithms for high-order numerical methods for space-fractional diffusion equations
SL Lei, YC Huang
International Journal of Computer Mathematics 94 (5), 1062-1078, 2017
392017
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations
SL Lei, X Chen, X Zhang
East Asian Journal on Applied Mathematics 6 (2), 109-130, 2016
362016
Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations
W Qu, SL Lei, SW Vong
International Journal of Computer Mathematics 91 (10), 2232-2242, 2014
362014
Circulant preconditioning technique for barrier options pricing under fractional diffusion models
W Wang, X Chen, D Ding, SL Lei
International Journal of Computer Mathematics 92 (12), 2596-2614, 2015
322015
A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations
YC Huang, SL Lei
Numerical Algorithms 76, 605-616, 2017
272017
Finite difference schemes for two-dimensional time-space fractional differential equations
Z Wang, S Vong, SL Lei
International Journal of Computer Mathematics 93 (3), 578-595, 2016
252016
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
LK Chou, SL Lei
Computers & Mathematics with Applications 73 (3), 385-403, 2017
202017
Strang-type preconditioners for solving linear systems from delay differential equations
FR Lin, XQ Jin, SL Lei
BIT Numerical Mathematics 43, 139-152, 2003
202003
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models
SL Lei, W Wang, X Chen, D Ding
Journal of Scientific Computing 75, 1633-1655, 2018
172018
Modeling and simulations for molecular scale hydrodynamics of the moving contact line in immiscible two-phase flows
T Qian, C Wu, SL Lei, XP Wang, P Sheng
Journal of Physics: Condensed Matter 21 (46), 464119, 2009
172009
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
X Chen, W Wang, D Ding, SL Lei
Computers & Mathematics with Applications 73 (9), 1932-1944, 2017
142017
Circulant preconditioners for solving differential equations with multidelays
XQ Jin, SL Lei, YM Wei
Computers & Mathematics with Applications 47 (8-9), 1429-1436, 2004
142004
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
YC Huang, SL Lei
Numerical Algorithms 84 (1), 37-62, 2020
122020
Stick-slip motion of moving contact line on chemically patterned surfaces
C Wu, S Lei, T Qian, X Wang
Communications in Computational Physics 7 (3), 403, 2010
122010
Circulant preconditioners for solving singular perturbation delay differential equations
XQ Jin, SL Lei, YM Wei
Numerical linear algebra with applications 12 (2‐3), 327-336, 2005
122005
A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations
LY Sun, ZW Fang, SL Lei, HW Sun, JL Zhang
Applied Mathematics and Computation 425, 127095, 2022
102022
A Hessenberg-type algorithm for computing PageRank Problems
XM Gu, SL Lei, K Zhang, ZL Shen, C Wen, B Carpentieri
Numerical Algorithms 89 (4), 1845-1863, 2022
102022
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
X Chen, D Ding, SL Lei, W Wang
Numerical Algorithms 87, 939-965, 2021
102021
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