All Stories

  1. Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options

    Article • Numerical Mathematics Theory Methods and Applications, September 2017, Global Science Press

    Dr Yutian Li

  2. Real Solutions of the First Painlevé Equation with Large Initial Data

    Article • Studies in Applied Mathematics, April 2017, Wiley

    Dr Yutian Li

  3. Heat Kernels, Old and New

    Article • Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES, March 2017, Institute of Mathematics, Academia Sinica

    Dr Yutian Li

  4. Singular periodic solutions for the $p$-Laplacian in a punctured domain

    Article • Communications on Pure & Applied Analysis, January 2017, American Institute of Mathematical Sciences (AIMS)

    Dr Yutian Li

  5. A fundamental solution for a nonelliptic partial differential operator, II

    Article • Analysis and Applications, October 2016, World Scientific Pub Co Pte Lt

    Dr Yutian Li

  6. A New Approach of Eigenmodes for Varying Refractive-Index Profile’s Waveguides

    Article • IEEE Transactions on Microwave Theory and Techniques, October 2016, Institute of Electrical & Electronics Engineers (IEEE)

    Dr Yutian Li

  7. Valuation of American options under the CGMY model

    Article • Quantitative Finance, April 2016, Taylor & Francis

    Dr Yutian Li

  8. Efficient approximations of dispersion relations in optical waveguides with varying refractive-index profiles

    Article • Optics Express, April 2015, Optical Society of America (OSA)

    Dr Yutian Li

  9. Heat Kernel Asymptotics

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, February 2015, Royal Society Publishing

    Dr Yutian Li

  10. Asymptotics of Landau Constants with Optimal Error Bounds

    Article • Constructive Approximation, August 2014, Springer Science + Business Media

    Dr Yutian Li

  11. Heat kernels for a family of Grushin operators

    Article • Methods and Applications of Analysis, January 2014, International Press of Boston

    Dr Yutian Li

  12. LINEAR DIFFERENCE EQUATIONS WITH A TRANSITION POINT AT THE ORIGIN

    Article • Analysis and Applications, January 2014, World Scientific Pub Co Pte Lt

    Dr Yutian Li

  13. GLOBAL ASYMPTOTICS OF STIELTJES–WIGERT POLYNOMIALS

    Article • Analysis and Applications, September 2013, World Scientific Pub Co Pte Lt

    Dr Yutian Li

  14. Option prices under stochastic volatility

    Article • Applied Mathematics Letters, January 2013, Elsevier

    Dr Yutian Li

  15. On the Heat Kernel of a Left Invariant Elliptic Operator

    Article • November 2012, Springer Science + Business Media

    Dr Yutian Li

  16. Full asymptotic expansions of the Landau constants via a difference equation approach

    Article • Applied Mathematics and Computation, October 2012, Elsevier

    Dr Yutian Li

  17. Heat kernels for a class of degenerate elliptic operators using stochastic method

    Article • Complex Variables and Elliptic Equations, February 2012, Taylor & Francis

    Dr Yutian Li

  18. SubRiemannian Geodesics in the Grushin Plane

    Article • Journal of Geometric Analysis, February 2011, Springer Science + Business Media

    Dr Yutian Li

  19. Integral and series representations of the dirac delta function

    Article • Communications on Pure & Applied Analysis, December 2007, American Institute of Mathematical Sciences (AIMS)

    Dr Yutian Li