J. W. L. Wan

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
Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation Computing and Visualization in Science	2023-06-30	Paper
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks Quantitative Finance	2023-06-20	Paper
MM-ADMM: implicit integration of MMPDEs in parallel Computers & Mathematics with Applications	2023-06-05	Paper
Multigrid method for pricing European options under the CGMY process AIMS Mathematics	2022-04-19	Paper
Multigrid methods for image registration model based on optimal mass transport	2022-02-01	Paper
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions Quantitative Finance	2021-12-01	Paper
Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games Journal of Scientific Computing	2021-06-30	Paper
Numerical methods for two person games arising from transboundary pollution with emission permit trading Applied Mathematics and Computation	2019-11-27	Paper
Numerical methods for dynamic Bertrand oligopoly and American options under regime switching Quantitative Finance	2018-11-13	Paper
Monotone mixed finite difference scheme for Monge-Ampère equation Journal of Scientific Computing	2018-09-28	Paper
Numerical method for image registration model based on optimal mass transport Inverse Problems and Imaging	2018-09-14	Paper
A Continuous Method for Reducing Interpolation Artifacts in Mutual Information-Based Rigid Image Registration IEEE Transactions on Image Processing	2017-10-27	Paper
Multigrid methods with Newton-Gauss-Seidel smoothing and constraint preserving interpolation for obstacle problems Numerical Mathematics: Theory, Methods and Applications	2016-08-10	Paper
Differentially heated flow from a rotating sphere	2014-11-10	Paper
Multigrid Methods for Systems of Hyperbolic Conservation Laws Multiscale Modeling & Simulation	2014-05-21	Paper
Finding off-diagonal entries of the inverse of a large symmetric sparse matrix Numerical Linear Algebra with Applications	2014-02-19	Paper
Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations SIAM Journal on Scientific Computing	2014-01-21	Paper
An inviscid model for nonrigid image registration Inverse Problems and Imaging	2011-05-17	Paper
Kernel Preserving Multigrid Methods for Convection-Diffusion Equations SIAM Journal on Matrix Analysis and Applications	2006-05-31	Paper
A Boundary Condition--Capturing Multigrid Approach to Irregular Boundary Problems SIAM Journal on Scientific Computing	2005-02-25	Paper

Research outcomes over time

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