Jungong Xue

Publication Activity (10 Years)

Years Active: 1996-2021
Publications (10 Years): 5

Top Topics

Singular Values

Monte Carlo Method

Numerical Solution

Top Venues

SIAM J. Matrix Anal. Appl.

Numerische Mathematik

J. Comput. Appl. Math.

SIAM J. Financial Math.

Publications

Changli Liu, Wei-Guo Wang, Jungong Xue, Ren-Cang Li
Accurate numerical solution for structured M-matrix algebraic Riccati equations. J. Comput. Appl. Math. 396 (2021)
Rong Huang, Jungong Xue
Accurate singular values of a class of parameterized negative matrices. Adv. Comput. Math. 47 (5) (2021)
Changli Liu, Jungong Xue, Ren-Cang Li
Accurate Numerical Solution for Shifted M-Matrix Algebraic Riccati Equations. J. Sci. Comput. 84 (1) (2020)
Ailing Zeng, Jungong Xue
Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives. SIAM J. Financial Math. 10 (1) (2019)
Jungong Xue, Ren-Cang Li
-matrix algebraic Riccati equations. Numerische Mathematik 135 (3) (2017)
Lei-Hong Zhang, Jungong Xue, Ren-Cang Li
Rayleigh-Ritz Approximation For the Linear Response Eigenvalue Problem. SIAM J. Matrix Anal. Appl. 35 (2) (2014)
Meiyue Shao, Weiguo Gao, Jungong Xue
Aggressively Truncated Taylor Series Method for Accurate Computation of Exponentials of Essentially Nonnegative Matrices. SIAM J. Matrix Anal. Appl. 35 (2) (2014)
Jungong Xue, Qiang Ye
Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy. Math. Comput. 82 (283) (2013)
Changli Liu, Jungong Xue
Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows. SIAM J. Matrix Anal. Appl. 33 (2) (2012)
Jungong Xue, Shufang Xu, Ren-Cang Li
-matrix algebraic Riccati equations. Numerische Mathematik 120 (4) (2012)
Jungong Xue, Shufang Xu, Ren-Cang Li
-matrix Sylvester equations. Numerische Mathematik 120 (4) (2012)
Jungong Xue, Attahiru Sule Alfa
Geometric tail of queue length of low-priority customers in a nonpreemptive priority MAP/PH/1 queue. Queueing Syst. Theory Appl. 69 (1) (2011)
Qi-Ming He, Hanqin Zhang, Jungong Xue
Algorithms for Coxianization of Phase-Type Generators. INFORMS J. Comput. 23 (1) (2011)
Jungong Xue, Qiang Ye
Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices. Numerische Mathematik 110 (3) (2008)
Attahiru Sule Alfa, Jungong Xue
Efficient Computations for the Discrete GI/G/1 System. INFORMS J. Comput. 19 (3) (2007)
Attahiru Sule Alfa, Jungong Xue, Qiang Ye
Entrywise perturbation theory for diagonally dominant M-matrices with applications. Numerische Mathematik 90 (3) (2002)
Attahiru Sule Alfa, Jungong Xue, Qiang Ye
Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix. Math. Comput. 71 (237) (2002)
Attahiru Sule Alfa, Jungong Xue, Qiang Ye
Perturbation Theory for the Asymptotic Decay Rates in the Queues with Markovian Arrival Process and/or Markovian Service Process - Correction. Queueing Syst. Theory Appl. 39 (1) (2001)
Jungong Xue, Weiguo Gao
Blockwise perturbation theory for block p-cyclic stochastic matrices. Numerische Mathematik 84 (3) (2000)
Attahiru Sule Alfa, Jungong Xue, Qiang Ye
Perturbation Theory for the Asymptotic Decay Rates in the Queues with Markovian Arrival Process and/or Markovian Service Process. Queueing Syst. Theory Appl. 36 (4) (2000)
Weiguo Gao, Jungong Xue, Yanyun Qu
A new implementation of EN method. Appl. Math. Comput. 98 (2-3) (1999)
Jungong Xue, Weiguo Gao
Blockwise Perturbation Theory for Markov Chains. SIAM J. Matrix Anal. Appl. 20 (1) (1998)
Jungong Xue
Computing the Smallest Eigenvalue of an M-Matrix. SIAM J. Matrix Anal. Appl. 17 (4) (1996)