Numerical approximation of a nonlinear fourth-order integro-differential equation by spectral method. - Qingqu Zhuang; Quanwei Ren (Appl. Math. Comput., 2014)

Legendre-Galerkin spectral approximation for a nonlocal elliptic Kirchhof-type problem. - Quanwei Ren; Hongjiong Tian (Int. J. Comput. Math., 2017)

Generalized two-step Maruyama methods for stochastic differential equations. - Quanwei Ren; Hongjiong Tian (Appl. Math. Comput., 2018)

Generalized two-step Milstein methods for stochastic differential equations. - Quanwei Ren; Hongjiong Tian (Int. J. Comput. Math., 2020)

Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps. - Quanwei Ren (Int. J. Comput. Math., 2022)

Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps. - Quanwei Ren; Hongjiong Tian (Comput. Appl. Math., 2022)

Balanced implicit methods with strong order 1.5 for solving stochastic differential equations. - Quanwei Ren; Huiqun Bai (J. Comput. Appl. Math., 2023)

Balanced Euler methods for the strong approximation of stochastic Volterra integral equations. - Quanwei Ren; Yanyan He; Jiayi Liu (Appl. Math. Lett., 2025)

Balanced implicit two-step Maruyama methods for stochastic differential equations. - Quanwei Ren; Jiayi Liu; Yanyan He (Commun. Nonlinear Sci. Numer. Simul., 2025)