Monotone Mixed Finite Difference Scheme for Monge-Ampère Equation. - Yangang Chen; Justin W. L. Wan; Jessey Lin (J. Sci. Comput., 2018)

Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation. - Yangang Chen; Justin W. L. Wan (Comput. Vis. Sci., 2019)

Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions. - Yangang Chen; Justin W. L. Wan (CoRR, 2019)

Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions. - Junyu Lai; Yangang Chen; Yu Gu 027; Christopher Batty; Justin W. L. Wan (Comput. Graph. Forum, 2020)

Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean Field Games. - Yangang Chen; Justin W. L. Wan (J. Sci. Comput., 2021)