68 Publications (Page 1 of 3)
2021
Data informed solution estimation for forward-backward stochastic differential equations
Bao, Feng⋅Bao, Feng⋅Cao, Yanzhao and Cao, Yanzhao
Analysis and Applications, vol. 19, (no. 3), May 2021. | Journal Article
2019
ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS
Bao, Feng⋅Cao, Yanzhao and Chi, Hongmei
International Journal for Uncertainty Quantification, vol. 9, (no. 2), pp. 159, 2019-00-00. | Journal Article
 
A hybrid collocation method for fractional initial value problems
Wang, Linjun⋅Wang, Fang and Cao, Yanzhao
Journal of Integral Equations and Applications, vol. 31, (no. 1), pp. 129, 2019-02-00. | Journal Article
 
An explicit a posteriori error estimations for the cell functional minimization scheme of elliptic problems
Yin, Li⋅Gao, Zhiming and Cao, Yanzhao
Journal of Computational and Applied Mathematics, vol. 362, pp. 323, 2019-12-15. | Journal Article
 
Computational Optimal Design of Random Rough Surfaces in Thin-Film Solar Cells
Bao, Gang⋅Bao, Gang⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Lin, Junshan⋅Lin, Junshan⋅Van Wyk, Hans Werner and Van Wyk, Hans Werner
Communications in Computational Physics, vol. 25, (no. 5), 2019-00-00. | Journal Article
 
Explicit Integration of Stiff Stochastic Differential Equations via an Efficient Implementation of Stochastic Computational Singular Perturbation
Wang, Lijin⋅Cao, Yanzhao and Lam, Sau-Hai
Communications in Computational Physics, vol. 25, (no. 5), 2019-00-00. | Journal Article
 
Well‐posedness and finite element approximation of time dependent generalized bioconvective flow
Cao, Yanzhao⋅Chen, Song and Wyk, Hans‐Werner
Numerical Methods for Partial Differential Equations, 2019-11-18. | Journal Article
2018
A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems
Bao, Feng⋅Cao, Yanzhao and Zhao, Weidong
Communications in Computational Physics, vol. 23, (no. 5), 2018-00-00. | Journal Article
 
A Robust Numerical Method for the Random Interface Grating Problem via Shape Calculus, Weak Galerkin Method, and Low-Rank Approximation
Bao, Gang⋅Cao, Yanzhao⋅Hao, Yongle and Zhang, Kai
Journal of Scientific Computing, vol. 77, (no. 1), pp. 442, 20181000. | Journal Article
 
Conforming finite element methods for the stochastic Cahn–Hilliard–Cook equation
Chai, Shimin⋅Cao, Yanzhao⋅Zou, Yongkui and Zhao, Wenju
Applied Numerical Mathematics, vol. 124, pp. 56, February 2018. | Journal Article
 
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
Cao, Yanzhao⋅Hong, Jialin and Liu, Zhihui
IMA Journal of Numerical Analysis, vol. 38, (no. 1), pp. 197, 20180125. | Journal Article
2017
A fast discrete spectral method for stochastic partial differential equations
Cao, Yanzhao⋅Jiang, Ying and Xu, Yuesheng
Advances in Computational Mathematics, vol. 43, (no. 5), pp. 998, 20171000. | Journal Article
 
Approximating Stochastic Evolution Equations with Additive White and Rough Noises
Cao, Yanzhao⋅Hong, Jialin and Liu, Zhihui
SIAM Journal on Numerical Analysis, vol. 55, (no. 4), pp. 1981, 2017-01-00. | Journal Article
 
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Wang, Lijin⋅Wang, Lijin⋅Han, Xiaoying⋅Han, Xiaoying⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Najm, Habib N and Najm, Habib N
Journal of Computational Physics, vol. 335, Apr 15, 2017. | Journal Article
 
Efficient particle filtering for stochastic Korteweg–de Vries equations
Bao, Feng⋅Bao, Feng⋅Bao, Feng⋅Bao, Feng⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Han, Xiaoying⋅Han, Xiaoying⋅Han, Xiaoying⋅Han, Xiaoying⋅Li, Jinglai⋅Li, Jinglai⋅Li, Jinglai and Li, Jinglai
Stochastics and Dynamics, vol. 17, (no. 2), Apr 2017. | Journal Article
2016
A First Order Scheme for Backward Doubly Stochastic Differential Equations
Bao, Feng⋅Cao, Yanzhao⋅Meir, Amnon and Zhao, Weidong
SIAM/ASA Journal on Uncertainty Quantification, vol. 4, (no. 1), pp. 445, 2016-01-00. | Journal Article
 
Analysis of stochastic vector-host epidemic model with direct transmission
Cao, Yanzhao and Denu, Dawit
Discrete and Continuous Dynamical Systems - Series B, vol. 21, (no. 7), pp. 2127, 2016-08-00. | Journal Article
 
AN EFFICIENT MESH-FREE IMPLICIT FILTER FOR NONLINEAR FILTERING PROBLEMS
Bao, Feng⋅Bao, Feng⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Webster, Clayton G⋅Webster, Clayton G.⋅Zhang, Guannan and Zhang, Guannan
International Journal for Uncertainty Quantification, vol. 6, (no. 1), pp. 33, 2016-00-00. | Journal Article
 
Identification of hydraulic conductivity distributions in density dependent flow fields of submarine groundwater discharge modeling using adjoint-state sensitivities
Hu, Bill⋅Cao, Yanzhao⋅Zhao, Weidong and Bao, Feng
Science China. Earth Sciences, vol. 59, (no. 4), pp. 770-779, Apr 2016. | Journal Article
 
Particle Swarm Optimization Simulation via Optimal Halton Sequences
Weerasinghe, Ganesha⋅Chi, Hongmei and Cao, Yanzhao
Procedia Computer Science, vol. 80, pp. 781, 2016. | Journal Article
 
Well-posedness and a numerical study of a regularization model with adaptive nonlinear filtering for incompressible fluid flow
Cao, Yanzhao⋅Chen, Song and Rebholz, Leo G
Computers and Mathematics with Applications, vol. 71, (no. 11), pp. 2205, June 2016. | Journal Article
2015
A first order semi-discrete algorithm for backward doubly stochastic differential equations
Bao, Feng⋅Cao, Yanzhao and Zhao, Weidong
Discrete and Continuous Dynamical Systems - Series B, vol. 20, (no. 5), pp. 1313, 2015-05-00. | Journal Article
 
An Efficient Meshfreee Implicit Filter for Nonlinear Filtering Problems
Bao, Feng⋅Cao, Yanzhao⋅Webster, Clayton and Zhang, Guannan
2015-08-04. | Journal Article
 
A stochastic collocation method for stochastic Volterra equations of the second kind
Cao, Yanzhao and Zhang, Ran
Journal of Integral Equations and Applications, vol. 27, (no. 1), pp. 25, 2015-03-00. | Journal Article
 
Finite element analysis of monofilament woven fabrics under uniaxial tension
Shen, Yang⋅Shen, Yang⋅Meir, A.J⋅Meir, A.J⋅Cao, Yanzhao⋅Cao, Yanzhao⋅Adanur, Sabit and Adanur, Sabit
The Journal of The Textile Institute, vol. 106, (no. 1), pp. 100, 1/2/2015. | Journal Article