31 citations · 33 across the 4 of their papers we have counts for
4 papers
Discrete gradient structure of a second-order variable-step method for nonlinear integro-differential models
Hong-lin Liao, Nan Liu, Pin Lyu
The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of…
A high-order and fast scheme with variable time steps for the time-fractional Black-Scholes equation
Kerui Song, Pin Lyu
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities o…
A fast implicit difference scheme for solving the generalized time-space fractional diffusion equations with variable coefficients
Xian-Ming Gu, Ting-Zhu Huang, Yong-Liang Zhao +2
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coeff…
A fast linearized finite difference method for the nonlinear multi-term time-fractional wave equation
Pin Lyu, Yuxiang Liang, Zhibo Wang
In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discret…