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