Publications
- A front-fixing finite element method for the valuation of American
options (with Anthony D. Holmes), SIAM J. Scientific Computing
30 (2008), pp. 21582180.
- Finite element methods for semilinear elliptic stochastic partial
differential equations (with Y. Cao and L. Yin), Numerische
Mathematik 106 (2007), pp. 181198.
- Numerical optimization of radiated engine noise with uncertain
wavenumbers (with Y. Cao and M. Y. Hussaini), International Journal of
Numerical Analysis Modeling 4 (2007), pp. 392401.
- A new finite element method for pricing of bond options under time
inhomogeneous affine term structure models of interest rates,
International Journal of Theoretical and Applied Finance 10
(2007), pp. 3149.
- Estimation of optimal acoustic liner impedance factor for reduction of
radiated engine noise (with Y. Cao and M. Y. Hussaini), International
Journal of Numerical Analysis Modeling 4 (2007),
pp. 116126.
- Calibration of the extended CIR model,
SIAM J. Appl. Math. 66 (2006), pp. 721735.
- A finite volume method for valuation of American options on stocks
(with Walter Allegretto and Yanping Lin), Industrial Mathematics (ed. by
M.C. Joshi, A.K. Pani, and S.V. Sabins), Narosa Publishing House, 2006,
pp. 2742.
- American put options on zero-coupon bonds and a parabolic free boundary
value problem, International Journal of Numerical Analysis &
Modeling 1 (2004), pp. 203215.
- An exact absorbing boundary condition for exterior Helmholtz equation in
layered media (with Wei Cai), Advances in Scientific Computing and
Applications, Science Press, Beijing/New York, 2004, pp. 97103.
- Numerical pricing of American put options on zero-coupon bonds (with
Walter Allegretto and Yanping Lin), Applied Numerical Mathematics
46 (2003), pp. 113246.
- A novel approach to the evaluation of American options (with Walter
Allegretto and Yanping Lin), Global Finance Journal 13 (2002),
pp. 1728.
- Finite element error estimates for a nonlocal problem in American option
valuation (with Walter Allegretto and Y. Lin), SIAM J. Numer. Anal.
39 (2001), pp. 834857.
- A fast and highly accurate numerical method for the evaluation of
American options (with Walter Allegretto and Yanping Lin), Dynamics of
Continuous, Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algo.
8 (2001), pp. 127138.
- Finite element methods for pricing American options on stocks (with
Walter Allegretto and Yanping Lin), Scientific Computing and Application
(Eds: P. Minev, Y. Lin and Y.S. Wong) Advance in Computation: Theory and
Practice, Vol. 7, Hungtington, New York, 2001, pp. 287294.
- Numerical solution of diffraction problems by a least-squares finite
element method (with Yanzhao Cao and Gang Bao), Math. Methods. in the
Appl. Sci., 23 (2000), pp. 10731092.
- A least-squares finite element analysis for diffraction problems (with
Gang Bao), SIAM J. Numer. Anal. 37 (2000), pp. 665682.
- On the convergence of boundary element methods for initial-Neumann
boundary value problems of the heat equation, Math. Comp. 68
(1999), pp. 547557.
- A new analysis of Fredholm-Volterra boundary integral equation of the
second kind, Northwest Math. J. 13 (1997), pp. 325334.
- Boundary element methods for Steklov eigenvalue problems, Acta
Sci. Natur. Univ. Jilin, No. 2, 1995, pp. 2730.
- Convergence of boundary element methods for some initial-Neumann
problems, Boundary Element Methods current research in Japan and
China, Elsevier, 1993, pp. 345349.
- Boundary element methods for elliptic singular perturbation problems in
R3 and uniform optimum error estimates (with Ronghua Li),
Numer. Math. J. Chinese. Univ. 15 (1993), pp. 260267.
- Boundary element methods for parabolic singular perturbation problems
and uniform optimum error estimates, Proceeding of the Symposium of
Mathematics Science in Changchun, 1992, pp. 324326.
- BEM for singular perturbation problems and their uniform estimates of
convergence rates (with Ronghua Li), Integral equations and boundary value
problems (Beijing, 1990), World Sci. Publishing, Teaneck, NJ, 1991,
pp. 272280.
- On the abstract estimates of errors for boundary element methods and
their applications, Chinese J. Numer. Math. Appl. 12 (1990),
No.4, pp. 2330.
- Some convergence conditions of the Galerkin method (with Ronghua Li),
Acta Sci. Natur. Univ. Jilin., No. 1, 1990, pp. 2327.
Research Grants
- NSF DMS0749676, 9/1/20078/31/2010.
- Louisiana Board of Regents Support Fund, LEQSF
(200306)RDA38, 06/200306/2006.
- Summer Research Awards, University of Louisiana at Lafayette, 2003
(withdrawn due to receiving LEQSF), 2006 and 2007 (withdrawn due to
resignation).