Siu-Long Lei

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 26

Top Topics

Diffusion Models

High Dimensional

Finite Difference

Semantic Association

Top Venues

Comput. Math. Appl.

Numer. Algorithms

Int. J. Comput. Math.

J. Sci. Comput.

Publications

Yuan Xu, Siu-Long Lei, Hai-Wei Sun
An efficient red-black skewed extrapolation cascadic multigrid method for two-dimensional Poisson equation. Comput. Appl. Math. 43 (1) (2024)
Xiao Ge, Zixuan Wang, Siu-Long Lei, Seakweng Vong
Exponential stability of system with time delay based on matrix-refined weighted functions. Eur. J. Control 79 (2024)
Xin Huang, Siu-Long Lei, Dongfang Li, Hai-Wei Sun
A stabilized SAV difference scheme and its accelerated solver for spatial fractional Cahn-Hilliard equations. Math. Comput. Simul. 225 (2024)
Wei Qu, Yuan-Yuan Huang, Sean Hon, Siu-Long Lei
A novel fourth-order scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations and its optimal preconditioned solver. CoRR (2024)
Lu-Yao Sun, Siu-Long Lei, Hai-Wei Sun
Efficient finite difference scheme for a hidden-memory variable-order time-fractional diffusion equation. Comput. Appl. Math. 42 (8) (2023)
Yuan-Yuan Huang, Wei Qu, Siu-Long Lei
-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations. Comput. Math. Appl. 145 (2023)
Yun-Chi Huang, Lot-Kei Chou, Siu-Long Lei
Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations. J. Sci. Comput. 96 (1) (2023)
Lu-Yao Sun, Siu-Long Lei, Hai-Wei Sun, Jia-Li Zhang
An α-robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution. Math. Comput. Simul. 207 (2023)
Yuan Xu, Siu-Long Lei, Hai-Wei Sun
An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations. Comput. Math. Appl. 124 (2022)
Xian-Ming Gu, Siu-Long Lei, Ke Zhang, Zhao-Li Shen, Chun Wen, Bruno Carpentieri
A Hessenberg-type algorithm for computing PageRank Problems. Numer. Algorithms 89 (4) (2022)
Lu-Yao Sun, Zhi-Wei Fang, Siu-Long Lei, Hai-Wei Sun, Jia-Li Zhang
A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations. Appl. Math. Comput. 425 (2022)
Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. Numer. Algorithms 87 (3) (2021)
Lot-Kei Chou, Siu-Long Lei
Finite volume approximation with ADI scheme and low-rank solver for high dimensional spatial distributed-order fractional diffusion equations. Comput. Math. Appl. 89 (2021)
Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. Comput. Math. Appl. 79 (2) (2020)
Yun-Chi Huang, Siu-Long Lei
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations. Numer. Algorithms 84 (1) (2020)
Lot-Kei Chou, Siu-Long Lei
Tensor-Train Format Solution with Preconditioned Iterative Method for High Dimensional Time-Dependent Space-Fractional Diffusion Equations with Error Analysis. J. Sci. Comput. 80 (3) (2019)
Xu Chen, Si-Wen Deng, Siu-Long Lei
A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains. J. Sci. Comput. 80 (2) (2019)
Xian-Ming Gu, Siu-Long Lei, Ke Zhang, Zhao-Li Shen, Chun Wen, Bruno Carpentieri
A Hessenberg-type Algorithm for Computing PageRank Problems. CoRR (2019)
Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. J. Sci. Comput. 75 (3) (2018)
Lot-Kei Chou, Siu-Long Lei
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy. Comput. Math. Appl. 73 (3) (2017)
Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. Comput. Math. Appl. 73 (9) (2017)
Siu-Long Lei, Yun-Chi Huang
Fast algorithms for high-order numerical methods for space-fractional diffusion equations. Int. J. Comput. Math. 94 (5) (2017)
Yun-Chi Huang, Siu-Long Lei
A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations. Numer. Algorithms 76 (3) (2017)
Seakweng Vong, Pin Lyu, Xu Chen, Siu-Long Lei
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives. Numer. Algorithms 72 (1) (2016)
Zhibo Wang, Seakweng Vong, Siu-Long Lei
Finite difference schemes for two-dimensional time-space fractional differential equations. Int. J. Comput. Math. 93 (3) (2016)
Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. Int. J. Comput. Math. 92 (12) (2015)
Wei Qu, Siu-Long Lei, Seak-Weng Vong
Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations. Int. J. Comput. Math. 91 (10) (2014)
Siu-Long Lei, Hai-Wei Sun
A circulant preconditioner for fractional diffusion equations. J. Comput. Phys. 242 (2013)
Siu-Long Lei, Xiaoping Wang
Dripping and Jetting in Coflowing liquid Streams. Adv. Data Sci. Adapt. Anal. 3 (1-2) (2011)
Xiao-Qing Jin, Siu-Long Lei, Yimin Wei
Circulant preconditioners for solving singular perturbation delay differential equations. Numer. Linear Algebra Appl. 12 (2-3) (2005)
Siu-Long Lei, Xiao-Qing Jin
BCCB preconditioners for systems of BVM-based numerical integrators. Numer. Linear Algebra Appl. 11 (1) (2004)
Siu-Long Lei, Xiao-Qing Jin
Strang-Type Preconditioners for Differential-Algebraic Equations. NAA (2000)