MS-stability of the Euler-Maruyama method for stochastic differential delay equations. - Wanrong Cao; MingZhu Liu; Zhencheng Fan (Appl. Math. Comput., 2004)

T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise. - Wanrong Cao (Appl. Math. Comput., 2010)

Maximum norm error estimates of the Crank-Nicolson scheme for solving a linear moving boundary problem. - Wan-Rong Cao; Zhi-Zhong Sun (J. Comput. Appl. Math., 2010)

On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations. - Wanrong Cao; Zhongqiang Zhang (J. Comput. Appl. Math., 2013)

Spectral and Discontinuous Spectral Element Methods for Fractional Delay Equations. - Mohsen Zayernouri; Wanrong Cao; Zhongqiang Zhang; George E. Karniadakis (SIAM J. Sci. Comput., 2014)

On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations. - Xiuping Li; Wanrong Cao (Appl. Math. Comput., 2015)

A fourth-order approximation of fractional derivatives with its applications. - Zhao-peng Hao; Zhi-Zhong Sun; Wan-Rong Cao (J. Comput. Phys., 2015)

Numerical Methods for Stochastic Delay Differential Equations Via the Wong-Zakai Approximation. - Wanrong Cao; Zhongqiang Zhang; George E. Karniadakis (SIAM J. Sci. Comput., 2015)

Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions. - Wanrong Cao; Zhongqiang Zhang; George E. Karniadakis (SIAM J. Sci. Comput., 2015)

A finite difference scheme for semilinear space-fractional diffusion equations with time delay. - Zhaopeng Hao; Kai Fan; Wanrong Cao; Zhi-Zhong Sun (Appl. Math. Comput., 2016)

Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions. - Wanrong Cao; Fanhai Zeng; Zhongqiang Zhang; George E. Karniadakis (SIAM J. Sci. Comput., 2016)

A second-order difference scheme for the time fractional substantial diffusion equation. - Zhaopeng Hao; Wanrong Cao; Guang Lin 001 (J. Comput. Appl. Math., 2017)

An Improved Algorithm Based on Finite Difference Schemes for Fractional Boundary Value Problems with Nonsmooth Solution. - Zhaopeng Hao; Wanrong Cao (J. Sci. Comput., 2017)

A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation. - Jinye Shen; Zhi-Zhong Sun; Wanrong Cao (Appl. Math. Comput., 2019)

On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space. - Shengyue Li; Wanrong Cao; Zhaopeng Hao (CoRR, 2021)

On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions. - Wanrong Cao; Jia Liang; Yufen Liu (J. Comput. Appl. Math., 2021)

Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity. - Zhaopeng Hao; Wanrong Cao; Shengyue Li (Numer. Algorithms, 2021)

Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients. - Yufen Liu; Wanrong Cao; Yuelin Li (Appl. Math. Comput., 2022)

On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation. - Shengyue Li; Wanrong Cao; Yibo Wang 010 (Comput. Math. Appl., 2022)

An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution. - Shengyue Li; Wanrong Cao; Zhaopeng Hao (Int. J. Comput. Math., 2022)

On numerical methods to second-order singular initial value problems with additive white noise. - Nan Deng; Wanrong Cao; Guofei Pang (J. Comput. Appl. Math., 2022)

Optimal Strong Convergence of Finite Element Methods for One-Dimensional Stochastic Elliptic Equations with Fractional Noise. - Wanrong Cao; Zhaopeng Hao; Zhongqiang Zhang (J. Sci. Comput., 2022)

On Spectral Petrov-Galerkin Method for Solving Optimal Control Problem Governed by Fractional Diffusion Equations with Fractional Noise. - Shengyue Li; Wanrong Cao (J. Sci. Comput., 2023)

Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction-diffusion equation. - Hong Sun; Wanrong Cao; Ming Zhang (Int. J. Comput. Math., 2023)

A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model. - Yan Li; Wanrong Cao (Commun. Nonlinear Sci. Numer. Simul., 2023)

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation. - Yibo Wang 010; Wanrong Cao; Yanzhao Cao (CoRR, 2024)

Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme. - Yibo Wang 010; Wanrong Cao (CoRR, 2024)

On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise. - Nan Deng; Wanrong Cao (J. Comput. Appl. Math., 2024)

Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise. - Yibo Wang 010; Wanrong Cao (Numer. Algorithms, 2024)

Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation. - Yibo Wang 010; Wanrong Cao (J. Comput. Appl. Math., 2024)

Weak convergence of the split-step backward Euler method for stochastic delay integro-differential equations. - Yan Li; Qiuhong Xu; Wanrong Cao (Math. Comput. Simul., 2025)

Spectral Galerkin Method for Optimal Control of Stochastic Fractional Laplacian Equations with White Noise on a Disk. - Shengyue Li; Wanrong Cao (SIAM J. Control. Optim., 2025)

Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise. - Yibo Wang 010; Wanrong Cao (Adv. Comput. Math., 2025)