Mengli Mao

MaRDI QIDQ2026108zbMATH 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
Residual-based a posteriori error analysis and adaptive computation for implicit Euler method for nonlinear neutral delay differential equations Journal of Scientific Computing	2026-03-31	Paper
Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods Journal of Computational and Applied Mathematics	2025-01-16	Paper
A posteriori error estimates for fully discrete finite difference method for linear parabolic equations Applied Numerical Mathematics	2024-11-14	Paper
A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump Mathematical Methods in the Applied Sciences	2024-03-25	Paper
An efficient IMEX method for nonlinear functional differential equations with state-dependent delay Applied Numerical Mathematics	2023-06-20	Paper
Linearly implicit variable step-size BDF schemes with Fourier pseudospectral approximation for incompressible Navier-Stokes equations Applied Numerical Mathematics	2021-12-09	Paper
An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function ESAIM: Mathematical Modelling and Numerical Analysis	2021-10-01	Paper
Stability and error estimates for the variable step-size BDF2 method for linear and semilinear parabolic equations Advances in Computational Mathematics	2021-05-18	Paper

Research outcomes over time

This page was built for person: Mengli Mao