Wan-Rong Cao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise	2024-01-09	Paper
A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation	2023-12-12	Paper
Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation	2023-10-17	Paper
Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation	2023-07-03	Paper
On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise	2023-06-20	Paper
Strong 1.5 order scheme for second-order stochastic differential equations without Levy area	2022-12-09	Paper
On numerical methods to second-order singular initial value problems with additive white noise	2022-08-04	Paper
A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation	2022-04-08	Paper
An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution	2022-03-21	Paper
Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise	2022-03-14	Paper
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation	2022-02-04	Paper
Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients	2021-11-16	Paper
On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space	2021-09-04	Paper
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation	2021-06-19	Paper
Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity	2021-02-08	Paper
On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions	2020-08-28	Paper
A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation	2019-12-13	Paper
A finite difference scheme for semilinear space-fractional diffusion equations with time delay	2019-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q3176027	2018-07-18	Paper
On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations	2018-06-19	Paper
An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution	2017-12-14	Paper
A fourth-order approximation of fractional derivatives with its applications	2016-12-20	Paper
A second-order difference scheme for the time fractional substantial diffusion equation	2016-11-22	Paper
Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions	2016-10-12	Paper
Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation	2015-11-27	Paper
Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions	2015-07-30	Paper
A three‐level linearized compact difference scheme for the Ginzburg–Landau equation	2015-05-29	Paper
Spectral and Discontinuous Spectral Element Methods for Fractional Delay Equations	2015-03-02	Paper
Split-step \({\theta}\)-method for stochastic delay differential equations	2014-05-05	Paper
https://portal.mardi4nfdi.de/entity/Q5398718	2014-02-28	Paper
Simulations of Two-Step Maruyama Methods for Nonlinear Stochastic Delay Differential Equations	2013-05-08	Paper
On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations	2013-04-22	Paper
Maximum norm error estimates of the Crank-Nicolson scheme for solving a linear moving boundary problem	2010-06-22	Paper
T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise	2010-05-11	Paper
https://portal.mardi4nfdi.de/entity/Q3500824	2008-06-03	Paper
Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations	2006-12-07	Paper
MS-stability of the Euler--Maruyama method for stochastic differential delay equations	2005-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q3155235	2005-01-14	Paper
Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation	2004-08-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wan-Rong Cao