Search Results - "Chou, Lot-Kei" :: K.UTB vyhledávací portál

$A preconditioned iterative method for coupled fractional partial differential equation in European option pricing$

A preconditioned iterative method for coupled fractional partial differential equation in European option pricing

by Wu, Shuang, Chou, Lot-Kei, Chen, Xu, Lei, Siu-Long
Published in Open mathematics (Warsaw, Poland) (31.12.2023)

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$Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations$

Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations

by Chou, Lot-Kei, Lei, Siu-Long
Published in Computers & mathematics with applications (1987) (01.05.2021)

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Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations

by Huang, Yun-Chi, Chou, Lot-Kei, Lei, Siu-Long
Published in Journal of scientific computing (01.07.2023)

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$Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy$

Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy

by Chou, Lot-Kei, Lei, Siu-Long
Published in Computers & mathematics with applications (1987) (01.02.2017)

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Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis

by Chou, Lot-Kei, Lei, Siu-Long
Published in Journal of scientific computing (01.09.2019)

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High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format

by Chou, Lot-Kei, Lei, Siu-Long
Published in Electronic research archive (01.04.2022)

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Optimal preconditioners for nonsymmetric multilevel Toeplitz systems with application to solving non-local evolutionary partial differential equations

by Huang, Yuan-Yuan, Hon, Sean Y, Chou, Lot-Kei, Lei, Siu-Long
Year of Publication 24.09.2024

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Journal Article

A preconditioned iterative method for coupled fractional partial differential equation in European option pricing

Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations

Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations

Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy

Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis

High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format

Optimal preconditioners for nonsymmetric multilevel Toeplitz systems with application to solving non-local evolutionary partial differential equations

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