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math.NA2023
A low-rank algorithm for strongly damped wave equations with visco-elastic damping and mass terms
Yong-Liang Zhao, Xian-Ming Gu
Damped wave equations have been used in many real-world fields. In this paper, we study a low-rank solution of the strongly damped wave equation with the damping term, visco-elasti…
math.NA2023
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao +1
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing.…