Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations. - Jingjun Zhao; Yulian Yi; Yang Xu 014 (Appl. Math. Comput., 2019)

Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching. - Jingjun Zhao; Yulian Yi; Yang Xu 014 (Appl. Math. Comput., 2021)

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. - Yulian Yi; Yaozhong Hu; Jingjun Zhao (Commun. Nonlinear Sci. Numer. Simul., 2021)

High-order energy-preserving methods for the coupled Klein-Gordon-Schrödinger equations with fractional Laplacian. - Yulian Yi; Mingfa Fei; Hong Zhang; Songhe Song (Comput. Appl. Math., 2025)