Yangang Chen

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 5

Top Topics

Hamilton Jacobi

Numerical Solution

Finite Difference

High Dimensions

Top Venues

J. Sci. Comput.

Comput. Vis. Sci.

Comput. Graph. Forum

Publications

Yangang Chen, Justin W. L. Wan
Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean Field Games. J. Sci. Comput. 88 (1) (2021)
Junyu Lai, Yangang Chen, Yu Gu, Christopher Batty, Justin W. L. Wan
Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions. Comput. Graph. Forum 39 (2) (2020)
Yangang Chen, Justin W. L. Wan
Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation. Comput. Vis. Sci. 22 (1-4) (2019)
Yangang Chen, Justin W. L. Wan
Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions. CoRR (2019)
Yangang Chen, Justin W. L. Wan, Jessey Lin
Monotone Mixed Finite Difference Scheme for Monge-Ampère Equation. J. Sci. Comput. 76 (3) (2018)