Yongle Hao

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
Primal-dual active set method for evaluating American put options on zero-coupon bonds Computational and Applied Mathematics	2024-06-10	Paper
A splitting algorithm for constrained optimization problems with parabolic equations Computational and Applied Mathematics	2023-06-22	Paper
Semi-implicit FEM for the valuation of American options under the Heston model Computational and Applied Mathematics	2022-03-15	Paper
Numerical solutions for Helmholtz equation with stochastic interface based on PML method Journal of Computational and Applied Mathematics	2021-12-14	Paper
An Alternating Direction Method of Multipliers for the Optimization Problem Constrained with a Stationary Maxwell System Communications in Computational Physics	2021-10-29	Paper
Finite difference method for pricing problem of American multi-asset option	2021-04-26	Paper
Population model with age structure solved by finite element method	2020-08-12	Paper
Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation Journal of Computational Physics	2019-06-26	Paper
A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation Journal of Scientific Computing	2018-12-13	Paper
Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem Journal of Computational and Applied Mathematics	2017-11-03	Paper

Research outcomes over time

This page was built for person: Yongle Hao