Jinye Shen

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 12

Top Topics

Numerical Solution

Hamilton Jacobi

Top Venues

J. Sci. Comput.

Appl. Math. Comput.

Comput. Methods Appl. Math.

Publications

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)