5 citations · 5 across the 6 of their papers we have counts for
19 papers
Splitting-based randomized dynamical low-rank approximations for stiff matrix differential equations
Zi Wu, Yong-Liang Zhao, Xian-Ming Gu
In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semili…
A Generalized Block Circulant Preconditioner for Crank-Nicolson All-at-Once Systems with Applications to Option Pricing PDEs
Yong-Liang Zhao, Yao Li, Xian-Ming Gu +1
The Crank--Nicolson (CN) method is a widely used time integration scheme for evolutionary partial differential equations (PDEs) arising in various scientific and engineering discip…
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…
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.…
An adaptive low-rank splitting approach for the extended Fisher--Kolmogorov equation
Yong-Liang Zhao, Xian-Ming Gu
The extended Fisher--Kolmogorov (EFK) equation has been used to describe some phenomena in physical, material and biology systems. In this paper, we propose a full-rank splitting s…
On the bilateral preconditioning for an L2-type all-at-once system arising from time-space fractional Bloch-Torrey equations
Yong-Liang Zhao, Xian-Ming Gu, Hu Li
Time-space fractional Bloch-Torrey equations (TSFBTEs) are developed by some researchers to investigate the relationship between diffusion and fractional-order dynamics. In this pa…