Cai, Yao-Yuan; Fang, Zhi-Wei; Chen, Hao; Sun, Hai-Wei A fast two-level Strang splitting method for multi-dimensional spatial fractional Allen-Cahn equations with discrete maximum principle. (English) Zbl 1514.65159 East Asian J. Appl. Math. 13, No. 2, 340-360 (2023). MSC: 65N22 35K57 35R11 65F10 PDFBibTeX XMLCite \textit{Y.-Y. Cai} et al., East Asian J. Appl. Math. 13, No. 2, 340--360 (2023; Zbl 1514.65159) Full Text: DOI arXiv
Cai, Yao-Yuan; Sun, Hai-Wei; Tam, Sik-Chung Numerical study of a fast two-level Strang splitting method for spatial fractional Allen-Cahn equations. (English) Zbl 07698931 J. Sci. Comput. 95, No. 3, Paper No. 71, 23 p. (2023). MSC: 65Mxx 35Rxx PDFBibTeX XMLCite \textit{Y.-Y. Cai} et al., J. Sci. Comput. 95, No. 3, Paper No. 71, 23 p. (2023; Zbl 07698931) Full Text: DOI
Bolourchian, Elahe; Kakavandi, Bijan Ahmadi The exponential of quasi block-Toeplitz matrices. (English) Zbl 1513.15012 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 3, 1018-1034 (2022). MSC: 15A16 15B05 PDFBibTeX XMLCite \textit{E. Bolourchian} and \textit{B. A. Kakavandi}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 3, 1018--1034 (2022; Zbl 1513.15012) Full Text: DOI
Chen, Hao; Sun, Hai-Wei Second-order maximum principle preserving Strang’s splitting schemes for anisotropic fractional Allen-Cahn equations. (English) Zbl 07525419 Numer. Algorithms 90, No. 2, 749-771 (2022). MSC: 65Mxx 65F10 65L05 65N22 65F15 PDFBibTeX XMLCite \textit{H. Chen} and \textit{H.-W. Sun}, Numer. Algorithms 90, No. 2, 749--771 (2022; Zbl 07525419) Full Text: DOI
Chen, Hao; Sun, Hai-Wei A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations. (English) Zbl 1466.65099 J. Sci. Comput. 87, No. 1, Paper No. 30, 25 p. (2021). Reviewer: Abdallah Bradji (Annaba) MSC: 65M22 65N06 65F10 65F15 65L05 65F60 65M15 15B05 35Q53 35R11 PDFBibTeX XMLCite \textit{H. Chen} and \textit{H.-W. Sun}, J. Sci. Comput. 87, No. 1, Paper No. 30, 25 p. (2021; Zbl 1466.65099) Full Text: DOI
Zhang, Lu; Sun, Hai-Wei Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method. (English) Zbl 1475.65054 J. Appl. Math. Comput. 62, No. 1-2, 449-472 (2020). MSC: 65L06 65N22 65F10 65F15 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{H.-W. Sun}, J. Appl. Math. Comput. 62, No. 1--2, 449--472 (2020; Zbl 1475.65054) Full Text: DOI
Zhang, Lu; Zhang, Qifeng; Sun, Hai-Wei Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations. (English) Zbl 1442.65340 J. Sci. Comput. 83, No. 3, Paper No. 59, 24 p. (2020). MSC: 65N22 65L06 65F15 65F08 26A33 35R11 35Q56 PDFBibTeX XMLCite \textit{L. Zhang} et al., J. Sci. Comput. 83, No. 3, Paper No. 59, 24 p. (2020; Zbl 1442.65340) Full Text: DOI
Zhang, Lu; Sun, Hai-Wei; Pang, Hong-Kui Fast numerical solution for fractional diffusion equations by exponential quadrature rule. (English) Zbl 1352.65304 J. Comput. Phys. 299, 130-143 (2015). MSC: 65M20 65L06 35R11 PDFBibTeX XMLCite \textit{L. Zhang} et al., J. Comput. Phys. 299, 130--143 (2015; Zbl 1352.65304) Full Text: DOI
Ragni, S. Rational Krylov methods in exponential integrators for European option pricing. (English) Zbl 1340.65207 Numer. Linear Algebra Appl. 21, No. 4, 494-512 (2014). Reviewer: Igor Moret (Trieste) MSC: 65M22 65M06 65F60 91G60 35K57 35Q91 91G20 PDFBibTeX XMLCite \textit{S. Ragni}, Numer. Linear Algebra Appl. 21, No. 4, 494--512 (2014; Zbl 1340.65207) Full Text: DOI
Jin, Xiao-Qing; Zhao, Zhi; Tam, Sik-Chung Optimal preconditioners for functions of matrices. (English) Zbl 1291.65101 Linear Algebra Appl. 457, 224-243 (2014). MSC: 65F10 65F15 65L05 65N22 PDFBibTeX XMLCite \textit{X.-Q. Jin} et al., Linear Algebra Appl. 457, 224--243 (2014; Zbl 1291.65101) Full Text: DOI
Pang, Hong-Kui; Sun, Hai-Wei Fast exponential time integration for pricing options in stochastic volatility jump diffusion models. (English) Zbl 1292.91186 East Asian J. Appl. Math. 4, No. 1, 52-68 (2014). MSC: 91G60 91G20 65M06 65F10 35K15 35R09 35Q91 PDFBibTeX XMLCite \textit{H.-K. Pang} and \textit{H.-W. Sun}, East Asian J. Appl. Math. 4, No. 1, 52--68 (2014; Zbl 1292.91186) Full Text: DOI Link