已发表论文:
47. Yibo Wang, Wanrong Cao*, Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation, Journal of Computational and Applied Mathematics, 437 (2024), 115459.
46. Nan Deng, Wanrong Cao*, On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise, Journal of Computational and Applied Mathematics, 445 (2024), 115801.
45. Chengqiang Xu, Yibo Wang, Wanrong Cao*, On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations, Numerical Methods for Partial Differential Equations, DOI: 10.1002/num.23094, 2024.
44. Shengyue Li, Wanrong Cao*, On spectral Petrov–Galerkin method for solving optimal control problem governed by fracional diffusion equations with fractional noise, Journal of Scientific Computing, 94 (2023), 62.
43. Yibo Wang, Wanrong Cao*, Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise, Numerical Algorithm, DOI: 10.1007/s11075-023-01576-z, 2023.
42. Hong Sun, Wanrong Cao*, Ming Zhang, Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation, International Journal of Computer Mathematics, 100 (5) (2023), 991-1008.
41. Yan Li, Wanrong Cao*, A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model, Communications in Nonlinear Science and Numerical Simulation, 122 (2023), 107260.
40. Yufen Liu, Wanrong Cao*, Zhongqiang Zhang, Strong 1.5 order scheme for second-order stochastic differential equations without Levy area, Applied Numerical Mathematics, 184 (2023), 273-284.
39. Wanrong Cao, Zhaopeng Hao, Zhognqiang Zhang*, Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise, Journal of Scientific Computing, 91 (2022), 1.
38. Nan Deng, Wanrong Cao*, Guofei Pang, On numerical methods to second-order singular initial value problems with additive white noise, Journal of Computational and Applied Mathematics, 416 (2022), 114539.
37. Shengyue Li, Wanrong Cao*, Zhaopeng Hao, An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution, International Journal of Computer Mathematics, 99 (2) (2022), 274-291.
36. Yufen Liu, Wanrong Cao*, Yulin Li, Split-step balanced theta-method for SDEs with non-globally Lipschitz continuous coefficients, Applied Mathematics and Computation, 413 (2022), 126437.
35. Shengyue Li, Wanrong Cao*, Yibo Wang, On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation, Computers & Mathematics with Applications, 107 (2022), 104-116.
34. Yibo Wang, Wanrong Cao*, Shengyue Li, A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation, Applied Numerical Mathematics, 177 (2022), 18-33.
33. Wanrong Cao*, Jia Liang, Yufen Liu, On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions, Journal of Computational and Applied Mathematics, 382 (2021), 113079.
32. Zhaopeng Hao, Wanrong Cao*, Shengyue Li, Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity, Numerical Algorithm, 86 (3) (2021), 1071-1087.
31. Hong Sun, Wanrong Cao*, A fast temporal second-order difference scheme for the time-fractional subdiffusion equation, Numerical Methods for Partial Differential Equations, 37 (3) (2021), 1825-1846.
30. Jinye Shen, Zhizhong Sun, Wanrong Cao*, A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation, Applied Mathematics and Computation, 361 (2019), 752-765.
29. 李学艳,曹婉容*, 分数阶布朗运动驱动的随机延迟微分方程数值解,高等学校计算数学学报,39 (4) (2017), 289-315.
28. Zhaopeng Hao, Wanrong Cao*,An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution, Journal of Scientific Computing, 73 (1) (2017), 395-415.
27. Zhaopeng Hao, Wanrong Cao*, Guang Lin, A second-order difference scheme for the time fractional substantial diffusion equation, Journal of Computational and Applied Mathematics, 313 (2017), 54-69.
26. Wanrong Cao*, Fanhai Zeng, Zhongqiang zhang, George Em Karniadakis, Implicit-Explicit difference schemes for nonlinear fractional differential equations with nonsmooth solutions, SIAM J. Sci. Comput., 38 (5) (2016), A3070-A3093.
25. Zhaopeng Hao, Kai Fan, Wanrong Cao*, Zhizhong Sun, A finite difference scheme for semilinear space-fractional diffusion equations with time delay, Applied Mathematics and Computation, 275 (2016), 238-254.
24. Xiuping Li, Wanrong Cao*, On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations, Applied Mathematics and Computation, 261 (2015), 373-381.
23. Wanrong Cao*, Zhongqiang zhang, George Em Karniadakis, Time-splitting schemes for fractional differential equations I: Smooth solutions, SIAM J. Sci. Comput.,37 (2015), A1752–A1776.
22. Wanrong Cao, Zhongqiang zhang, George Em Karniadakis*, Numerical methods for stochastic delay differential equations via the Wong-Zakai approximation, SIAM J. Sci. Comput., 37 (2015), A295-A318.
21. Zhaopeng Hao, Zhizhong Sun*, Wanrong Cao, A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys., 281 (2015), 787–805.
20. Zhaopeng Hao, Zhizhong Sun*, Wanrong Cao, A three-level linearized compact difference scheme for the Ginzburg-Landau equation, Numerical Methods for Partial Differential Equations, 31(3) (2015), 876-899.
19. Wanrong Cao*, Peng Hao, Zhongqiang Zhang, Split-step theta-method for stochastic delay differential equations, Appl. Num. Math., 76 (2014), 19-33.
18. Mohsen Zayernouri,Wanrong Cao, Zhongqiang zhang, George Em Karniadakis*, Spectral and discontinuous spectral element methods for fractional delay equations, SIAM J. Sci. Comput., 36 (2014), B904-B929.
17. Wanrong Cao*, Zhongqiang Zhang, On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations, J. Comput. Appl. Math., 245 (2013), 182-193.
16. Wanrong Cao*, Zhongqiang Zhang, Simulations of two-step Maruyama methods for nonlinear stochastic delay differential equations, Adv. Appl. Math. Mech., 4 (2012), 821-832.
15. Wanrong Cao*, Zhizhong Sun.Maximum norm error estimates of Crank- Nicolson scheme for solving a linear moving boundary problem, J. Comput. Appl. Math., 234 (2010), 2578-2586.
14. Wanrong Cao*, T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise,Applied Mathematics and Computation, 216 (2010), 999-1006.
13. Ri Du*, Wanrong Cao, Zhizhong Sun, A compact difference scheme for the fractional diffusion- wave equation, Appl. Math. Model., 34 (2010), 2998-3007.
12. 郝朝鹏,曹婉容*,求解随机延迟微分方程的分步向前Euler方法,黑龙江大学自然科学学报,30 (2013), 1-7.
11. Wanrong Cao. T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise, Appl. Math. Comput., 216 (2010), 999-1006.
10. Wanrong Cao, Zhizhong Sun. Maximum norm error estimates of Crank-Nicolson scheme for solving a linear moving boundary problem, J. Comput. Appl. Math., 234 (2010), 2578-2586.
9. Zhencheng Fan, Mingzhu Liu*, Wanrong Cao. Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations, J. Math. Anal. Appl., 325 (2007), 1142-1159.
8. Wanrong Cao*. Local convergence of semi-implicit Euler method for a linear stochastic differential delay equation, Journal of natural science of Heilongjiang University, 24 (1) (2007), 97-99,104. (in Chinese)
7. Wanrong Cao*,Jingjun Zhao, Mingzhu Liu. NGPG-stability of implicit Runge-Kutta method for neutral differential equations with pantograph delay, Journal of system simulation, 19 (2007), 2698-2700, 2705. (in Chinese)
6. Wanrong Cao,Mingzhu Liu*. Stability of semi-implicit Milstein method for stochastic differential delay equations, Journal of Harbin Institute of Technology, 37 (4) (2005), 446-448. (in Chinese)
5. Wanrong Cao,Mingzhu Liu*. T-Stability of Euler-Maruyama method for stochastic differential delay equations, Journal of Harbin Institute of Technology, 37 (3) (2005), 303-305, 309. (in Chinese)
4. Wanrong Cao, Mingzhu Liu*, Zhencheng Fan. MS-stability of the Euler-Maruyama method for stochastic differential delay equations, Appl. Math. Comput., 159 (2004), 127-136.
3. Mingzhu Liu*, Wanrong Cao, Zhencheng Fan. Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation, J. Comput. Appl. Math., 170 (2004), 255-268.
2. Jingjiu Zhao*, Wanrong Cao, Mingzhu Liu. Asymptotic stability of Runge-Kutta methods for the pantograph equations, J. Comput. Math., 22 (2004), 523-534.
1. Wanrong Cao,Jingjun Zhao*, Mingzhu Liu. Stability of new block θ-method for neutral differential equation with pantograph delay, Journal of system simulation, 15 (6) (2003), 807-809, 822. (in Chinese)
出版的教材或教辅用书:
曹婉容,杜睿,吴宏伟,孙志忠,数值分析全真试题解析,东南大学出版社,2023