Concepedia

Siu‐Long Lei

SL

18

Publications

639

Citations

14

H-Index

2003

Active since

Affiliations

University of Macau(Current)

Shanghai Jiao Tong University

Shaoguan University

Siu‐Long Lei is an author at University of Macau specializing in numerical analysis, engineering, and multiscale modeling.

Top concepts

Numerical AnalysisEngineeringOption PricingMultiscale ModelingApproximation TheoryNumerical SimulationBusinessAsset PricingFinanceNumerical Methods

Publications per year

2003–2025

18

Publications

18

A circulant preconditioner for fractional diffusion equations

Siu‐Long Lei, Hai‐Wei Sun · Journal of Computational Physics · 2013 · 228 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Engineering +4

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives

Seakweng Vong, Pin Lyu, Xu Chen et al. · Numerical Algorithms · 2015 · 77 citations

Numerical Analysis, Fractional-order System, Fractional Dynamic +4

Fast algorithms for high-order numerical methods for space-fractional diffusion equations

Siu‐Long Lei, Yun-Chi Huang · International Journal of Computer Mathematics · 2016 · 37 citations

Numerical Analysis, Numerical Computation, Engineering +12

Circulant preconditioning technique for barrier options pricing under fractional diffusion models

Wenfei Wang, Xu Chen, Deng Ding et al. · International Journal of Computer Mathematics · 2015 · 31 citations

Numerical Analysis, Engineering, Financial Mathematics +17

Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations

Siu‐Long Lei, Xu Chen, Xinhe Zhang · East Asian Journal on Applied Mathematics · 2016 · 31 citations

Numerical Analysis, Numerical Computation, Engineering +11

Rows per page

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