Bihao Su

MaRDI QIDQ2074880zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Numerical method for space-time fractional diffusion: a stochastic approach SIAM Journal on Scientific Computing	2026-09-02	Paper
A projected walk on spheres method for elliptic equations on high-dimensional embedded manifolds (available as arXiv preprint)	2026-06-20	Paper
Prediction-correction method for nonlinear partial differential equations based on sparse grid interpolation techniques Computers & Mathematics with Applications	2026-01-23	Paper
An implicit-explicit Monte Carlo method for semi-linear PDEs driven by -stable Lévy process and its error estimates Mathematics of Computation	2025-09-18	Paper
Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions SIAM Journal on Numerical Analysis	2023-09-29	Paper
A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas Applied Mathematics Letters	2023-06-26	Paper
A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model Methodology and Computing in Applied Probability	2022-07-28	Paper
A quick operator splitting method for option pricing Journal of Computational and Applied Mathematics	2022-02-11	Paper
scientific article; zbMATH DE number 7266452 (Why is no real title available?)	2020-10-27	Paper
The joint distribution of ruin related quantities in the classical risk model	2020-01-22	Paper

Research outcomes over time

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