论文
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[1] 王晚生,Rao Ting. A posteriori error analysis for the Crank-Nicolson-Galerkin type methods for the reaction-diffusion equations with delay. SIAM JOURNAL ON SCIENTIFIC COMPUTING,2018,40(2):A1095-A1120.
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[2] 王晚生,YINGZI CHEN,HUA FANG. On the variable two-step IMEX BDF method for parabolic integro-differential equations with nonsmooth initial data arising in finance. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(3):1289-1317.
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[3] 王晚生. Optimal convergence orders of fully geometric mesh one-leg methods for neutral differential equations with vanishing variable delay. ADVANCES IN COMPUTATIONAL MATHEMATICS,2019,45(3):1631-1655.
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[4] 陈迎姿,王晚生. An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids. Computational Economics,2019,53(4):1565-1591.
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[5] 王晚生,陈迎姿. An IMEX-BDF2 compact scheme for pricing options under regime-switching jump-diffusion models. MATHEMATICAL METHODS IN THE APPLIED SCIENCES,2019,42(8):2646-2663.
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[6] 王晚生,QingguoHong. Two-grid economical algorithms for parabolic integro-differential equations with nonlinear memory. APPLIED NUMERICAL MATHEMATICS,2019,142(1):28-46.
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[7] 陈迎姿,王晚生. Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019,360(1):41-54.
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[8] 王晚生,黄艺. Hale中立型延迟微分方程的耗散性:新的准则及其应用. 应用数学学报,2019,42(4):564-576.
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[9] 王晚生,易利军,肖爱国. A posteriori error estimates for fully discrete finite element method for generalized diffusion equation with delay. JOURNAL OF SCIENTIFIC COMPUTING,2020,84(13):1-27.
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[10] 王晚生,唐娇. Efficient exponential splitting spectral methods for linear Schrödinger equation in the semiclassical regime. APPLIED NUMERICAL MATHEMATICS,2020,153(3):132-146.
科研项目
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[1] 王晚生.国家自然科学基金(面上项目):非线性复合刚性发展方程高阶隐显方法的理论及其应用,结题.
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[2] 王晚生.上海市基础研究领域项目:大数据金融衍生品定价模型的建构、计算和实证研究,在研.
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[3] 王晚生.上海市自然科学基金:多因素金融期权定价可计算建模及高效自适应计算,在研.
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