68 Publications (Page 1 of 3)
2021
Data informed solution estimation for forward-backward stochastic differential equations
Bao, FengBao, FengCao, 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, FengCao, 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, LinjunWang, 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, LiGao, 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, GangBao, GangCao, YanzhaoCao, YanzhaoLin, JunshanLin, JunshanVan 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, LijinCao, 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, YanzhaoChen, 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, FengCao, 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, GangCao, YanzhaoHao, 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, ShiminCao, YanzhaoZou, 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, YanzhaoHong, 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, YanzhaoJiang, 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, YanzhaoHong, 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, LijinWang, LijinHan, XiaoyingHan, XiaoyingCao, YanzhaoCao, YanzhaoNajm, 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, FengBao, FengBao, FengBao, FengCao, YanzhaoCao, YanzhaoCao, YanzhaoCao, YanzhaoHan, XiaoyingHan, XiaoyingHan, XiaoyingHan, XiaoyingLi, JinglaiLi, JinglaiLi, 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, FengCao, YanzhaoMeir, 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, FengBao, FengCao, YanzhaoCao, YanzhaoWebster, Clayton GWebster, 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, BillCao, YanzhaoZhao, 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, GaneshaChi, 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, YanzhaoChen, 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, FengCao, 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, FengCao, YanzhaoWebster, 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, YangShen, YangMeir, A.JMeir, A.JCao, YanzhaoCao, YanzhaoAdanur, Sabit and Adanur, Sabit
The Journal of The Textile Institute, vol. 106, (no. 1), pp. 100, 1/2/2015. | Journal Article