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Siu Long Lei

Associate Professor
Mathematics
University of Macau
Macao

Siu Long Lei

Biography

Siu Long LEI received his Masteré degree in Mathematics from University of Macau and Ph.D. in Mathematics from Hong Kong University of Science and Technology, Hong Kong.

Research Interest

Numerical Linear Algebra, Numerical Methods for Differential Equations

Publications

  • Chou LK, Lei SL. Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy. Computers & Mathematics with Applications. 2017 Feb 1;73(3):385-403.

  • Huang YC, Lei SL. A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations. Numerical Algorithms. 2017:1-2.

  • Chen X, Wang W, Ding D, Lei SL. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. Computers & Mathematics with Applications. 2017 May 1;73(9):1932-44.

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