Siu‐Long Lei - Concepedia

Author

Siu‐Long Lei

University of Macau ORCID

Also Known As

Lei, Siu-Long, S. L. Lei, Siu-Long Lei, Siu‐Long Lei

Publications

734

Citations

H-Index

Concepts

All Affiliations

University of Macau Shanghai Jiao Tong University Shaoguan University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	5	5	342
2	Approximation Theory	3	3	99
3	Business	2	2	52
4	Asset Pricing	2	2	52
5	Finance	1	1	31

Siu‐Long Lei

Publications

639

Citations

H-Index

Page 1

	Year	Citations
A circulant preconditioner for fractional diffusion equations Siu‐Long Lei, Hai‐Wei Sun Journal of Computational Physics Numerical AnalysisNumerical Method For Partial Differential EquationEngineeringFractional-order SystemNumerical Simulation	2013	228
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives Seakweng Vong, Pin Lyu, Xu Chen, Numerical Algorithms Numerical AnalysisFractional-order SystemFractional DynamicOscillation TheoryNumerical Treatment	2015	77
Fast algorithms for high-order numerical methods for space-fractional diffusion equations Siu‐Long Lei, Yun-Chi Huang International Journal of Computer Mathematics Numerical AnalysisNumerical ComputationEngineeringFractional-order SystemApproximation Theory	2016	37
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Wenfei Wang, Xu Chen, Deng Ding, International Journal of Computer Mathematics Numerical AnalysisEngineeringFinancial MathematicsResultant Linear SystemsAsset Pricing	2015	31
Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations Siu‐Long Lei, Xu Chen, Xinhe Zhang East Asian Journal on Applied Mathematics Numerical AnalysisNumerical ComputationEngineeringFractional-order SystemNumerical Simulation	2016	31
Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations Wei Qu, Siu‐Long Lei, Seakweng Vong International Journal of Computer Mathematics Numerical AnalysisFractional-order SystemSemi-implicit MethodToeplitz SystemConvergence Rate	2014	30
A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations Yun-Chi Huang, Siu‐Long Lei Numerical Algorithms Numerical AnalysisFractional-order SystemDense ToeplitzFast Numerical MethodFractional Dynamic	2017	30
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Siu‐Long Lei, Wenfei Wang, Xu Chen, Journal of Scientific Computing Numerical AnalysisOption PricingAsset PricingDerivative PricingBusiness	2017	21
Finite difference schemes for two-dimensional time-space fractional differential equations Zhibo Wang, Seakweng Vong, Siu‐Long Lei International Journal of Computer Mathematics Numerical AnalysisFractional-order SystemFractional DynamicSemi-implicit MethodNumerical Treatment	2015	20
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy Lot‐Kei Chou, Siu‐Long Lei Computers & Mathematics with Applications Numerical AnalysisFractional-order SystemSemi-implicit MethodFast Adi MethodNumerical Treatment	2016	19

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