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Jinye Shen
ORCID
Publication Activity (10 Years)
Years Active: 2019-2024
Publications (10 Years): 12
Top Topics
Numerical Solution
Hamilton Jacobi
Wave Equation
Semi Implicit
Top Venues
CoRR
J. Sci. Comput.
Appl. Math. Comput.
Comput. Methods Appl. Math.
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Publications
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Weizhang Huang
,
Jinye Shen
A Grid-Overlay Finite Difference Method for the Fractional Laplacian on Arbitrary Bounded Domains.
SIAM J. Sci. Comput.
46 (2) (2024)
Weizhang Huang
,
Jinye Shen
Approximating and preconditioning the stiffness matrix in the GoFD approximation of the fractional Laplacian.
CoRR
(2024)
Jinye Shen
,
Heng Dai
,
Weizhang Huang
A moving mesh finite element method for Bernoulli free boundary problems.
CoRR
(2024)
Jinye Shen
,
Bowen Shi
,
Weizhang Huang
Meshfree finite difference solution of homogeneous Dirichlet problems of the fractional Laplacian.
CoRR
(2024)
Jinye Shen
,
Weizhang Huang
,
Jingtang Ma
An efficient and provable sequential quadratic programming method for American and swing option pricing.
Eur. J. Oper. Res.
316 (1) (2024)
Weizhang Huang
,
Jinye Shen
A grid-overlay finite difference method for the fractional Laplacian on arbitrary bounded domains.
CoRR
(2023)
Ang Ge
,
Jinye Shen
,
Seakweng Vong
Space-Time Methods Based on Isogeometric Analysis for Time-fractional Schrödinger Equation.
J. Sci. Comput.
97 (3) (2023)
Xinfu Chen
,
Zhengyang Lu
,
Jingtang Ma
,
Jinye Shen
An Implicit Scheme for American Put Options.
J. Sci. Comput.
97 (2) (2023)
Jinfeng Zhou
,
Xian-Ming Gu
,
Jinye Shen
,
Yong-Liang Zhao
,
Hu Li
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model.
CoRR
(2023)
Jinye Shen
,
Martin Stynes
,
Zhi-Zhong Sun
Two Finite Difference Schemes for Multi-Dimensional Fractional Wave Equations with Weakly Singular Solutions.
Comput. Methods Appl. Math.
21 (4) (2021)
Jinye Shen
,
Changpin Li
,
Zhi-Zhong Sun
An H2N2 Interpolation for Caputo Derivative with Order in (1, 2) and Its Application to Time-Fractional Wave Equations in More Than One Space Dimension.
J. Sci. Comput.
83 (2) (2020)
Jinye Shen
,
Zhi-Zhong Sun
,
Wanrong Cao
A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation.
Appl. Math. Comput.
361 (2019)