Chris Chen
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Research Articles
- Efficient operator splitting and spectral methods for the time-space fractional Black–Scholes equation,
M Almushaira, F Chen, F Liu,
Results in Applied Mathematics (10), 100149 2021.
- Stability and Error Analysis of Operator Splitting Methods for American Options Under the Black–Scholes Model,
F Chen, J Shen,
Journal of Scientific Computing 82 (2), 1-17 2020.
- Stability and convergence analysis of rotational velocity correction methods for the Navier–Stokes equations,
F Chen, J Shen,
Advances in Computational Mathematics 45 (5), 3123-3136 2019.
- A new operator splitting method for American options under fractional Black–Scholes models,
C Chen, Z Wang, Y Yang,
Computers & Mathematics with Applications 77 (8), 2130-2144 2019.
- An efficient and energy stable scheme for a phase‐field model for the moving contact line problem,
S Aland, F Chen,
International Journal for Numerical Methods in Fluids 81 (11), 657-671 2016.
- A multi-domain spectral method for time-fractional differential equations,
F Chen, Q Xu, JS Hesthaven,
Journal of Computational Physics 293, 157-172 2015.
- A parareal method for time-fractional differential equations,
Q Xu, JS Hesthaven, F Chen,
Journal of Computational Physics 293, 173-183 2015.
- A new framework of GPU-accelerated spectral solvers: collocation and Glerkin methods for systems of coupled elliptic equations,
F Chen,
Journal of Scientific Computing 62 (2), 575-600 2015.
- On the use of reduced basis methods to accelerate and stabilize the parareal method,
F Chen, JS Hesthaven, X Zhu,
Reduced Order Methods for modeling and computational reduction, 187-214 2014.
- Efficient energy stable schemes with spectral discretization in space for anisotropic Cahn-Hilliard systems,
F Chen, J Shen,
Communications in Computational Physics 13 (5), 1189-1208 2013.
- Efficient spectral-Galerkin methods for systems of coupled second-order equations and their applications,
F Chen, J Shen,
Journal of Computational Physics 231 (15), 5016-5028 2012.
- A new spectral element method for pricing European options under the Black–Scholes and Merton jump diffusion models,
F Chen, J Shen, H Yu,
Journal of Scientific Computing 52 (3), 499-518 2012.
- A GPU parallelized spectral method for elliptic equations in rectangular domains,
F Chen, J Shen,
Journal of Computational Physics 250, 555-564 2013.
- Modeling and simulation of switchings in ferroelectric liquid crystals,
J Park, F Chen, J Shen,
Discrete and Cont. Dyn. Syst 26, 1419-1440 2010.
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