Wanrong Cao

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 20

Top Topics

Coherence Enhancing Diffusion

Finite Element Methods

Numerical Methods

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

SIAM J. Sci. Comput.

J. Sci. Comput.

Publications

Nan Deng, Wanrong Cao
On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise. J. Comput. Appl. Math. 445 (2024)
Yibo Wang, Wanrong Cao
Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise. Numer. Algorithms 95 (1) (2024)
Yibo Wang, Wanrong Cao
Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation. J. Comput. Appl. Math. 437 (2024)
Hong Sun, Wanrong Cao, Ming Zhang
Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction-diffusion equation. Int. J. Comput. Math. 100 (5) (2023)
Yan Li, Wanrong Cao
A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model. Commun. Nonlinear Sci. Numer. Simul. 122 (2023)
Shengyue Li, Wanrong Cao
On Spectral Petrov-Galerkin Method for Solving Optimal Control Problem Governed by Fractional Diffusion Equations with Fractional Noise. J. Sci. Comput. 94 (3) (2023)
Yufen Liu, Wanrong Cao, Yuelin Li
Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients. Appl. Math. Comput. 413 (2022)
Nan Deng, Wanrong Cao, Guofei Pang
On numerical methods to second-order singular initial value problems with additive white noise. J. Comput. Appl. Math. 416 (2022)
Shengyue Li, Wanrong Cao, Yibo Wang
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation. Comput. Math. Appl. 107 (2022)
Shengyue Li, Wanrong Cao, Zhaopeng Hao
An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution. Int. J. Comput. Math. 99 (2) (2022)
Wanrong Cao, Zhaopeng Hao, Zhongqiang Zhang
Optimal Strong Convergence of Finite Element Methods for One-Dimensional Stochastic Elliptic Equations with Fractional Noise. J. Sci. Comput. 91 (1) (2022)
Shengyue Li, Wanrong Cao, Yibo Wang
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation. CoRR (2021)
Zhaopeng Hao, Wanrong Cao, Shengyue Li
Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity. Numer. Algorithms 86 (3) (2021)
Shengyue Li, Wanrong Cao, Zhaopeng Hao
On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space. CoRR (2021)
Wanrong Cao, Jia Liang, Yufen Liu
On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions. J. Comput. Appl. Math. 382 (2021)
Jinye Shen, Zhi-Zhong Sun, Wanrong Cao
A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation. Appl. Math. Comput. 361 (2019)
Zhaopeng Hao, Wanrong Cao, Guang Lin
A second-order difference scheme for the time fractional substantial diffusion equation. J. Comput. Appl. Math. 313 (2017)
Zhaopeng Hao, Wanrong Cao
An Improved Algorithm Based on Finite Difference Schemes for Fractional Boundary Value Problems with Nonsmooth Solution. J. Sci. Comput. 73 (1) (2017)
Zhaopeng Hao, Kai Fan, Wanrong Cao, Zhi-Zhong Sun
A finite difference scheme for semilinear space-fractional diffusion equations with time delay. Appl. Math. Comput. 275 (2016)
Wanrong Cao, Fanhai Zeng, Zhongqiang Zhang, George E. Karniadakis
Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions. SIAM J. Sci. Comput. 38 (5) (2016)
Wanrong Cao, Zhongqiang Zhang, George E. Karniadakis
Numerical Methods for Stochastic Delay Differential Equations Via the Wong-Zakai Approximation. SIAM J. Sci. Comput. 37 (1) (2015)
Wanrong Cao, Zhongqiang Zhang, George E. Karniadakis
Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions. SIAM J. Sci. Comput. 37 (4) (2015)
Xiuping Li, Wanrong Cao
On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations. Appl. Math. Comput. 261 (2015)
Mohsen Zayernouri, Wanrong Cao, Zhongqiang Zhang, George E. Karniadakis
Spectral and Discontinuous Spectral Element Methods for Fractional Delay Equations. SIAM J. Sci. Comput. 36 (6) (2014)
Wanrong Cao, Zhongqiang Zhang
On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations. J. Comput. Appl. Math. 245 (2013)
Wanrong Cao
T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise. Appl. Math. Comput. 216 (3) (2010)
Wanrong Cao, MingZhu Liu, Zhencheng Fan
MS-stability of the Euler-Maruyama method for stochastic differential delay equations. Appl. Math. Comput. 159 (1) (2004)