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A novel numerical approach to time-fractional parabolic equations with nonsmooth solutions 期刊论文
Numerical Mathematics,2021, 卷号: 14, 期号: 2, 页码: 355-376
作者:  Li, Dongfang;  Sun, Weiwei;  Wu, Chengda
收藏  |  浏览/下载：31/0  |  提交时间：2021/04/23
Adaptive order WENO Reconstructions for the semi-lagrangian finite difference scheme for advection problem 期刊论文
Communications in Computational Physics,2021, 卷号: 30, 期号: 1, 页码: 67-96
作者:  Chen, Jiajie
收藏  |  浏览/下载：14/0  |  提交时间：2022/05/10
Optimal error analysis of Euler and Crank–Nicolson projection finite difference schemes for Landau–Lifshitz equation 期刊论文
SIAM Journal on Numerical Analysis,2021, 卷号: 59, 期号: 3, 页码: 1639-1662
作者:  
收藏  |  浏览/下载：19/0  |  提交时间：2021/09/17
A 2nd-order ADI finite difference method for a 2D fractional Black–Scholes equation governing European two asset option pricing 期刊论文
Mathematics and Computers in Simulation,2020, 卷号: 171, 页码: 279-293
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：9/0  |  提交时间：2025/03/19
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing 期刊论文
Applied Mathematics and Computation,2017, 卷号: 305, 页码: 174-187
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/19
Numerical Analysis of Fully Discretized Crank-Nicolson Scheme for Fractional-in-Space Allen-Cahn Equations 期刊论文
Journal of Scientific Computing,2017, 卷号: 72, 期号: 3, 页码: 1214-1231
作者:  Hou, Tianliang;  Tang, Tao;  Yang, Jiang
收藏  |  浏览/下载：24/0  |  提交时间：2021/08/05
On the maximum principle preserving schemes for the generalized Allen-Cahn equation 期刊论文
Communications in Mathematical Sciences,2016, 卷号: 14, 期号: 6, 页码: 1517-1534
作者:  Shen, Jie;  Tang, Tao;  Yang, Jiang
收藏  |  浏览/下载：10/0  |  提交时间：2021/05/10
Fast and stable explicit operator splitting methods for phase-field models 期刊论文
Journal of Computational Physics,2015, 卷号: 303, 页码: 45-65
作者:  Cheng, Yuanzhen;  Kurganov, Alexander;  Qu, Zhuolin;  Tang, Tao
收藏  |  浏览/下载：14/0  |  提交时间：2021/05/10
A finite difference method for pricing European and American options under a geometric Lévy process 期刊论文
Journal of Industrial and Management Optimization,2015, 卷号: 11, 期号: 1, 页码: 241-264
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：6/0  |  提交时间：2025/03/19
A penalty method for a fractional order parabolic variational inequality governing American put option valuation 期刊论文
Computers and Mathematics with Applications,2014, 卷号: 67, 期号: 1, 页码: 77-90
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/19