Dr. Yunzhang LI

Postdoctoral Fellow
BSc (Renmin University of China);
PhD (Fudan University)


Fields of Interest:
Numerical Methods for Stochastic Optimal Control


Selected Publications:
  1. Yunzhang Li, Chi-Wang Shu, Shanjian Tang; A discontinuous Galerkin method for stochastic conservation laws, SIAM Journal on Scientific Computing, vol. 42, no. 1, pp. A54-A86, 2020.

  2. Yunzhang Li; A high-order numerical method for BSPDEs with applications to mathematical finance, SIAM Journal on Financial Mathematics, vol. 13, no. 1, pp. 147-178, 2022.

  3. Yunzhang Li, Chi-Wang Shu, Shanjian Tang; A local discontinuous Galerkin method for nonlinear parabolic SPDEs, ESAIM:
    Mathematical Modelling and Numerical Analysis, vol. 55, S187-S223, 2021.

  4. Yunzhang Li, Chi-Wang Shu, Shanjian Tang; An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations, Journal of Scientific Computing, vol. 82, no. 3: 61, 2020.

  5. Yunzhang Li, Shanjian Tang; Approximation of BSDEs with Super-linearly Growing Generators by Euler's Polygonal Line Method:
    a simple proof of the existence, Systems & Control Letters, vol. 153: 104952, 2021