| Publication | Date of Publication | Type |
|---|
Splitting schemes for second-order backward stochastic differential equations
Numerical Mathematics: Theory, Methods and Applications | 2026-09-09 | Paper |
A three-stage PINN for solving inverse problems of piecewise-continuous variable coefficients of PDEs
Numerical Methods for Partial Differential Equations | 2026-09-04 | Paper |
A first order positivity-preserving scheme for a class of nonlinear jump-diffusion problems
International Journal of Numerical Analysis and Modeling | 2026-07-28 | Paper |
A new first order numerical scheme for nonlinear jump-diffusion problems and its strong convergence analysis
Numerical Algorithms | 2026-05-29 | Paper |
An oscillation-free discontinuous Galerkin method for a nonlinear stochastic convection-dominated diffusion problem and its error analysis
Journal of Computational Mathematics | 2026-04-23 | Paper |
A new second order numerical scheme for solving decoupled mean-field FBSDES with jumps
Journal of Computational Mathematics | 2026-04-23 | Paper |
Stochastic Runge-Kutta methods for preserving maximum bound principle of semilinear parabolic equations. II: Sinc quadrature rule
CSIAM Transactions on Applied Mathematics | 2025-09-17 | Paper |
Error estimates of finite element methods for the nonlinear backward stochastic Stokes equations
CSIAM Transactions on Applied Mathematics | 2025-09-17 | Paper |
Stochastic Runge-Kutta methods for preserving maximum bound principle of semilinear parabolic equations. I: Gaussian quadrature rule
CSIAM Transactions on Applied Mathematics | 2025-09-17 | Paper |
A new second order numerical scheme for solving decoupled mean-field FBSDEs with jumps
Journal of Computational Mathematics | 2025-03-05 | Paper |
Mean-field reflected BSDEs with non-Lipschitz coefficients
Journal of Mathematical Analysis and Applications | 2025-02-07 | Paper |
An accurate numerical scheme for mean-field forward and backward SDEs with jumps
Numerical Mathematics: Theory, Methods and Applications | 2025-01-14 | Paper |
Richardson extrapolation of the Euler scheme for backward stochastic differential equations
Numerical Mathematics: Theory, Methods and Applications | 2025-01-14 | Paper |
Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
Communications in Computational Physics | 2024-09-19 | Paper |
Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations
International Journal of Numerical Analysis and Modeling | 2024-07-01 | Paper |
ODE-Based Multistep Schemes for Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications | 2024-03-11 | Paper |
Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems
Journal of Computational Mathematics | 2024-02-12 | Paper |
A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates
ESAIM: Mathematical Modelling and Numerical Analysis | 2024-02-02 | Paper |
Spatio‐temporal scalar auxiliary variable approach for the nonlinear convection–diffusion equation with discontinuous Galerkin method
Numerical Methods for Partial Differential Equations | 2024-02-01 | Paper |
Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
Numerical Methods for Partial Differential Equations | 2023-12-12 | Paper |
Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series S | 2023-07-03 | Paper |
Strong stability preserving multistep schemes for forward backward stochastic differential equations
Journal of Scientific Computing | 2023-06-20 | Paper |
Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations
Advances in Applied Mathematics and Mechanics | 2023-04-26 | Paper |
Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients
Statistics & Probability Letters | 2022-12-08 | Paper |
Nonlinear axisymmetric buckling analysis of the FGM sandwich shallow spherical shells under thermomechanical loads
European Journal of Mechanics. A. Solids | 2022-11-29 | Paper |
Lie symmetries of Benjamin-Ono equation
Mathematical Biosciences and Engineering | 2022-11-02 | Paper |
Optimal convergence of the scalar auxiliary variable finite element method for the natural convection equations
Journal of Scientific Computing | 2022-09-28 | Paper |
| An economical difference scheme for convection-diffusion equations | 2022-09-22 | Paper |
Sinc- schemes for backward stochastic differential equations
SIAM Journal on Numerical Analysis | 2022-07-29 | Paper |
Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
Numerical Mathematics: Theory, Methods and Applications | 2022-06-08 | Paper |
Schwarz method for financial engineering
Journal of Computational Mathematics | 2022-05-27 | Paper |
An explicit multistep scheme for mean-field forward-backward stochastic differential equations
Journal of Computational Mathematics | 2022-05-27 | Paper |
Computing SS index of certain dendrimers
Journal of Mathematics | 2021-11-25 | Paper |
Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives
Computational and Applied Mathematics | 2021-11-11 | Paper |
A backward doubly stochastic differential equation approach for nonlinear filtering problems
Communications in Computational Physics | 2021-10-28 | Paper |
High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control
Communications in Computational Physics | 2021-10-26 | Paper |
Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates
Advances in Applied Mathematics and Mechanics | 2021-10-12 | Paper |
Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps
Advances in Applied Mathematics and Mechanics | 2021-09-30 | Paper |
Numerical methods for mean-field stochastic differential equations with jumps
Numerical Algorithms | 2021-09-27 | Paper |
Padé-Sumudu-Adomian decomposition method for nonlinear Schrödinger equation
Journal of Applied Mathematics | 2021-06-22 | Paper |
High-order combined multi-step scheme for solving forward backward stochastic differential equations
Journal of Scientific Computing | 2021-06-01 | Paper |
A new second-order one-step scheme for solving decoupled FBSDES and optimal error estimates
East Asian Journal on Applied Mathematics | 2021-04-27 | Paper |
An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations
East Asian Journal on Applied Mathematics | 2021-04-27 | Paper |
New Second-Order Schemes for Forward Backward Stochastic Differential Equations
East Asian Journal on Applied Mathematics | 2021-04-22 | Paper |
Beyond Sumudu transform and natural transform: \(\mathbb{J}\)-transform properties and applications
Journal of Applied Analysis & Computation | 2021-02-25 | Paper |
Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Highly accurate numerical schemes for stochastic optimal control via FBSDEs
Numerical Mathematics: Theory, Methods and Applications | 2021-01-14 | Paper |
One-step multi-derivative methods for backward stochastic differential equations
Numerical Mathematics: Theory, Methods and Applications | 2020-10-27 | Paper |
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
Computers & Mathematics with Applications | 2020-10-12 | Paper |
High-order combined Multi-step Scheme for solving forward Backward Stochastic Differential Equations
(available as arXiv preprint) | 2020-10-02 | Paper |
A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis
SIAM Journal on Numerical Analysis | 2020-09-17 | Paper |
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations
Numerical Algorithms | 2020-05-19 | Paper |
Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
Applied Mathematics and Computation | 2019-11-12 | Paper |
| A multiscale image saliency detection method | 2019-09-20 | Paper |
Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets
Computational and Applied Mathematics | 2019-09-04 | Paper |
Explicit deferred correction methods for second-order forward backward stochastic differential equations
Journal of Scientific Computing | 2019-07-26 | Paper |
Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets
Advances in Difference Equations | 2019-04-29 | Paper |
New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations
(available as arXiv preprint) | 2019-03-05 | Paper |
| New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations | 2019-03-05 | Paper |
Incremental tensor principal component analysis for handwritten digit recognition
Mathematical Problems in Engineering | 2019-02-08 | Paper |
A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains
Journal of Computational Mathematics | 2018-10-22 | Paper |
Sparsity preserving discriminant projections with applications to face recognition
Mathematical Problems in Engineering | 2018-10-12 | Paper |
Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2018-09-18 | Paper |
Itô-Taylor schemes for solving mean-field stochastic differential equations
Numerical Mathematics: Theory, Methods and Applications | 2018-07-18 | Paper |
Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations
East Asian Journal on Applied Mathematics | 2018-02-27 | Paper |
Deferred Correction Methods for Forward Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications | 2018-01-29 | Paper |
An efficient gradient projection method for stochastic optimal control problems
SIAM Journal on Numerical Analysis | 2017-12-08 | Paper |
A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations
Communications in Computational Physics | 2017-10-27 | Paper |
Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs
Communications in Computational Physics | 2017-10-27 | Paper |
Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation
East Asian Journal on Applied Mathematics | 2017-10-23 | Paper |
Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps
East Asian Journal on Applied Mathematics | 2017-10-23 | Paper |
Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps
Journal of Computational Mathematics | 2017-10-20 | Paper |
Multistep schemes for forward backward stochastic differential equations with jumps
Journal of Scientific Computing | 2017-08-10 | Paper |
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes
Discrete and Continuous Dynamical Systems. Series B | 2017-07-25 | Paper |
A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications | 2017-07-14 | Paper |
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs
Science China. Mathematics | 2017-06-29 | Paper |
| Feature extraction with sparsity preserving Laplacian discriminant analysis | 2017-01-06 | Paper |
Numerical simulations for G-Brownian motion
Frontiers of Mathematics in China | 2016-11-02 | Paper |
| Numerical methods for forward backward stochastic differential equations | 2016-08-10 | Paper |
A first order scheme for backward doubly stochastic differential equations
SIAM/ASA Journal on Uncertainty Quantification | 2016-07-22 | Paper |
Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations
Journal of Scientific Computing | 2016-07-05 | Paper |
A first order semi-discrete algorithm for backward doubly stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2016-03-10 | Paper |
Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis
Frontiers of Mathematics in China | 2015-11-19 | Paper |
An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations
East Asian Journal on Applied Mathematics | 2015-02-23 | Paper |
Second-order schemes for solving decoupled forward backward stochastic differential equations
Science China. Mathematics | 2015-02-06 | Paper |
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations
SIAM Journal on Scientific Computing | 2014-11-17 | Paper |
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations
SIAM Journal on Scientific Computing | 2014-11-17 | Paper |
NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS
International Journal for Uncertainty Quantification | 2014-04-25 | Paper |
A sparse-grid method for multi-dimensional backward stochastic differential equations
Journal of Computational Mathematics | 2014-02-28 | Paper |
Covolume-upwind finite volume approximations for linear elliptic partial differential equations
Journal of Computational Physics | 2013-12-12 | Paper |
Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations
International Journal of Numerical Analysis and Modeling | 2013-12-02 | Paper |
| Numerical method for hyperbolic conservation laws via forward backward SDEs | 2013-11-02 | Paper |
A component-based Eulerian-Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media
SIAM Journal on Scientific Computing | 2013-06-26 | Paper |
Schwarz methods for quasi stationary distributions of Markov chains
Calcolo | 2012-10-11 | Paper |
A generalized \(\theta\)-scheme for solving backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2012-07-04 | Paper |
New extended Lie algebra and the generalized integrable Liouville hierarchy
Applied Mathematics and Computation | 2011-10-11 | Paper |
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2011-05-17 | Paper |
Finite Element Approximations for Stokes–Darcy Flow with Beavers–Joseph Interface Conditions
SIAM Journal on Numerical Analysis | 2011-01-24 | Paper |
\(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations
Statistics & Probability Letters | 2010-09-24 | Paper |
Error estimates of the \(\theta\)-scheme for backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2009-12-16 | Paper |
| Novel level set approach for medical image segmentation based on region competition model | 2009-11-10 | Paper |
