Siu Long Lei
University of Macau
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.
Numerical Linear Algebra, Numerical Methods for Differential Equations
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.