Wanrong Cao

About Wanrong Cao

Wanrong Cao, With an exceptional h-index of 17 and a recent h-index of 15 (since 2020), a distinguished researcher at Southeast University, specializes in the field of Numerical methods for stochastic differential equations, delay differential equations and fractional differential equations.

His recent articles reflect a diverse array of research interests and contributions to the field:

On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise

Exponential integrator for stochastic strongly damped wave equation based on the Wong–Zakai approximation

Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise

Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation

On spectral Petrov–Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise

Strong 1.5 order scheme for second-order stochastic differential equations without Levy area

A positivity preserving Lamperti transformed Euler–Maruyama method for solving the stochastic Lotka–Volterra competition model

Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise

Wanrong Cao Information

University

Position

___

Citations(all)

1373

Citations(since 2020)

723

Cited By

1009

hIndex(all)

17

hIndex(since 2020)

15

i10Index(all)

20

i10Index(since 2020)

17

Email

University Profile Page

Google Scholar

Wanrong Cao Skills & Research Interests

Numerical methods for stochastic differential equations

delay differential equations and fractional differential equations

Top articles of Wanrong Cao

Title

Journal

Author(s)

Publication Date

On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise

Journal of Computational and Applied Mathematics

Nan Deng

Wanrong Cao

2024/2/3

Exponential integrator for stochastic strongly damped wave equation based on the Wong–Zakai approximation

Journal of Computational and Applied Mathematics

Yibo Wang

Wanrong Cao

2024/2/1

Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise

Numerical Algorithms

Yibo Wang

Wanrong Cao

2024/1

Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation

International Journal of Computer Mathematics

Hong Sun

Wanrong Cao

Ming Zhang

2023/5/4

On spectral Petrov–Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise

Journal of Scientific Computing

Shengyue Li

Wanrong Cao

2023/3

Strong 1.5 order scheme for second-order stochastic differential equations without Levy area

Applied Numerical Mathematics

Yufen Liu

Wanrong Cao

Zhongqiang Zhang

2023/2/1

A positivity preserving Lamperti transformed Euler–Maruyama method for solving the stochastic Lotka–Volterra competition model

Communications in Nonlinear Science and Numerical Simulation

Yan Li

Wanrong Cao

2023/7/1

Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise

Journal of Scientific Computing

Wanrong Cao

Zhaopeng Hao

Zhongqiang Zhang

2022/4

On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation

Computers & Mathematics with Applications

Shengyue Li

Wanrong Cao

Yibo Wang

2022/2/1

An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution

International Journal of Computer Mathematics

Shengyue Li

Wanrong Cao

Zhaopeng Hao

2022/2/1

Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients

Applied Mathematics and Computation

Yufen Liu

Wanrong Cao

Yuelin Li

2022/1/15

On numerical methods to second-order singular initial value problems with additive white noise

Journal of Computational and Applied Mathematics

Nan Deng

Wanrong Cao

Guofei Pang

2022/12/15

A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation

Applied Numerical Mathematics

Yibo Wang

Wanrong Cao

Shengyue Li

2022/7/1

On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space

arXiv preprint arXiv:2109.01859

Shengyue Li

Wanrong Cao

Zhaopeng Hao

2021/9/4

A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation

Numerical Methods for Partial Differential Equations

Hong Sun

Wanrong Cao

2021/5

Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity

Numerical Algorithms

Zhaopeng Hao

Wanrong Cao

Shengyue Li

2021/3

On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions

Journal of Computational and Applied Mathematics

Wanrong Cao

Jia Liang

Yufen Liu

2021/1/15

Pseudo-Likelihood Estimation for Parameters of Stochastic Time-Fractional Diffusion Equations

Fractal and Fractional

Guofei Pang

Wanrong Cao

2021/9/18

See List of Professors in Wanrong Cao University(Southeast University)

Co-Authors

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