1 citations · 1 across the 9 of their papers we have counts for
10 papers
A randomized global GMRES method for matrix equations
Achraf Badahmane, Issa Ezzagouri, Xian-Ming GU
In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple…
Error Analysis of Krylov Subspace approximation Based on IDR() Method for Matrix Function Bilinear Forms
Qianqian Xue, Xiaoqiang Yue, Xian-Ming Gu
The matrix function bilinear form, namely , appears in many scientific computing problems, where , $A \in \…
A preconditioned boundary value method for advection-diffusion equations with half Laplacian via spectrum doubling
Pu Yuan, Paul Zegeling, Xian-Ming Gu
In this paper, we study an evolution equation that involves a half-Laplacian operator derived from the Riesz fractional Laplacian, combined with a differential operator \(\mathcal{…
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…
Parallel-in-Time Iterative Methods for Pricing American Options
Xian-Ming Gu, Jun Liu, Cornelis W. Oosterlee
For pricing American options, %after suitable discretization in space and time, a sequence of discrete linear complementarity problems (LCPs) or equivalently Hamilton-Jacobi-Bellma…
On -preconditioners for a quasi-compact difference scheme to Riesz fractional diffusion equations with variable coefficients
Zi-Hang She, Xue Zhang, Xian-Ming Gu +1
In the present study, we consider the preconditioned generalized minimal residual (GMRES) method for the asymmetric linear systems arising from the -dimensional Riesz space frac…
A Bernoulli-barycentric rational matrix collocation method with preconditioning for a class of evolutionary PDEs
Wei-Hua Luo, Xian-Ming Gu, Bruno Carpentieri +1
We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combine…
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…
An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes
Yong Chen, Xiangmeng Gu
The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space associated wi…
A note on the growth factor in Gaussian elimination for Higham matrices
Qian-Ping Guo, Xian-Ming Gu, Hou-biao Li
The Higham matrix is a complex symmetric matrix A=B+iC, where both B and C are real, symmetric and positive definite and is the imaginary unit. For any Higha…