Tian, Yu; Liu, Yanchu; Peng, Zihan; Xu, Chenghao; Ye, Dong; Guan, Yin; Zhou, Xinping; Deng, Weiwei; Huang, YongAn Air entrapment of a neutral drop impacting onto a flat solid surface in electric fields. (English) Zbl 1500.76110 J. Fluid Mech. 946, Paper No. A21, 21 p. (2022). MSC: 76W05 76T10 76M12 76-05 PDFBibTeX XMLCite \textit{Y. Tian} et al., J. Fluid Mech. 946, Paper No. A21, 21 p. (2022; Zbl 1500.76110) Full Text: DOI
Liu, Y. C.; Xia, F. Q. Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems. (English) Zbl 1489.90138 Appl. Anal. 101, No. 9, 3445-3464 (2022). MSC: 90C26 65K05 90C06 90C15 90C30 PDFBibTeX XMLCite \textit{Y. C. Liu} and \textit{F. Q. Xia}, Appl. Anal. 101, No. 9, 3445--3464 (2022; Zbl 1489.90138) Full Text: DOI
Chen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu Media-expressed tone, option characteristics, and stock return predictability. (English) Zbl 1517.91237 J. Econ. Dyn. Control 134, Article ID 104290, 22 p. (2022). MSC: 91G20 68T50 91B44 62H15 PDFBibTeX XMLCite \textit{C. Y. H. Chen} et al., J. Econ. Dyn. Control 134, Article ID 104290, 22 p. (2022; Zbl 1517.91237) Full Text: DOI Link
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. (English) Zbl 1525.62048 Oper. Res. Lett. 50, No. 2, 199-204 (2022). MSC: 62P05 60E15 62P20 91G70 PDFBibTeX XMLCite \textit{Z. Cui} et al., Oper. Res. Lett. 50, No. 2, 199--204 (2022; Zbl 1525.62048) Full Text: DOI
Bo, Lijun; Liu, Yanchu; Zhang, Tingting Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing. (English) Zbl 1479.91371 Quant. Finance 21, No. 7, 1187-1206 (2021). MSC: 91G15 91G45 PDFBibTeX XMLCite \textit{L. Bo} et al., Quant. Finance 21, No. 7, 1187--1206 (2021; Zbl 1479.91371) Full Text: DOI
Cui, Zhenyu; Fu, Michael C.; Hu, Jian-Qiang; Liu, Yanchu; Peng, Yijie; Zhu, Lingjiong On the variance of single-run unbiased stochastic derivative estimators. (English) Zbl 07290853 INFORMS J. Comput. 32, No. 2, 390-407 (2020). MSC: 60-XX PDFBibTeX XMLCite \textit{Z. Cui} et al., INFORMS J. Comput. 32, No. 2, 390--407 (2020; Zbl 07290853)
Yang, Yi; Wang, Jianan; Chen, Youhua; Chen, Zhiyuan; Liu, Yanchu Optimal procurement strategies for contractual assembly systems with fluctuating procurement price. (English) Zbl 1447.90007 Ann. Oper. Res. 291, No. 1-2, 1027-1059 (2020). MSC: 90B05 91G20 60G40 90B30 91G60 93E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Ann. Oper. Res. 291, No. 1--2, 1027--1059 (2020; Zbl 1447.90007) Full Text: DOI
Chen, Nan; Ma, Xiang; Liu, Yanchu; Yu, Wei Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs. arXiv:2007.14295 Preprint, arXiv:2007.14295 [math.OC] (2020). BibTeX Cite \textit{N. Chen} et al., ``Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs'', Preprint, arXiv:2007.14295 [math.OC] (2020) Full Text: arXiv OA License
Chen, Shumin; Liu, Yanchu; Weng, Chengguo Dynamic risk-sharing game and reinsurance contract design. (English) Zbl 1411.91270 Insur. Math. Econ. 86, 216-231 (2019). MSC: 91B30 91A15 93E20 PDFBibTeX XMLCite \textit{S. Chen} et al., Insur. Math. Econ. 86, 216--231 (2019; Zbl 1411.91270) Full Text: DOI
Cui, Zhenyu; Lee, Chihoon; Liu, Yanchu Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. (English) Zbl 1403.91336 Eur. J. Oper. Res. 266, No. 3, 1134-1139 (2018). MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{Z. Cui} et al., Eur. J. Oper. Res. 266, No. 3, 1134--1139 (2018; Zbl 1403.91336) Full Text: DOI
Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei Approximate arbitrage-free option pricing under the SABR model. (English) Zbl 1401.91538 J. Econ. Dyn. Control 83, 198-214 (2017). MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{N. Yang} et al., J. Econ. Dyn. Control 83, 198--214 (2017; Zbl 1401.91538) Full Text: DOI
Liu, Gang; Cui, Zhenyu; Liu, Yanchu; Xie, Jingui A simulation approach to financial options Greeks estimation under Lévy processes. (Chinese. English summary) Zbl 1389.91130 J. Univ. Sci. Technol. China 47, No. 3, 262-266 (2017). MSC: 91G60 65C05 91G20 60G51 PDFBibTeX XMLCite \textit{G. Liu} et al., J. Univ. Sci. Technol. China 47, No. 3, 262--266 (2017; Zbl 1389.91130) Full Text: DOI
Chen, Zhiyuan; Liu, Yanchu; Yang, Yi; Zhou, Yun A variant of \(L^{\natural}\)-convexity and its application to inventory models with batch ordering. (English) Zbl 1308.90005 Asia-Pac. J. Oper. Res. 31, No. 6, Article ID 1450042, 16 p. (2014). MSC: 90B05 91B25 52A40 52C07 PDFBibTeX XMLCite \textit{Z. Chen} et al., Asia-Pac. J. Oper. Res. 31, No. 6, Article ID 1450042, 16 p. (2014; Zbl 1308.90005) Full Text: DOI
Fan, C. M.; Liu, Y. C.; Chan, H. F.; Hsiao, S. S. Solutions of boundary detection problem for modified Helmholtz equation by Trefftz method. (English) Zbl 1304.65241 Inverse Probl. Sci. Eng. 22, No. 2, 267-281 (2014). MSC: 65N21 35J05 PDFBibTeX XMLCite \textit{C. M. Fan} et al., Inverse Probl. Sci. Eng. 22, No. 2, 267--281 (2014; Zbl 1304.65241) Full Text: DOI
Chen, Nan; Liu, Yanchu American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. (English) Zbl 1307.91172 Oper. Res. 62, No. 3, 616-632 (2014). MSC: 91G20 91G60 91G70 PDFBibTeX XMLCite \textit{N. Chen} and \textit{Y. Liu}, Oper. Res. 62, No. 3, 616--632 (2014; Zbl 1307.91172) Full Text: DOI
Guo, Zhongjin; Leung, A. Y. T.; Liu, Y. C.; Yang, H. X. Bifurcating periodic solution for a class of first-order nonlinear delay differential equation after Hopf bifurcation. (English) Zbl 1252.34083 Appl. Math. Modelling 36, No. 10, 4837-4846 (2012). MSC: 34K18 PDFBibTeX XMLCite \textit{Z. Guo} et al., Appl. Math. Modelling 36, No. 10, 4837--4846 (2012; Zbl 1252.34083) Full Text: DOI
Liu, Yanchu; Zhang, Shuguang Maximizing the probability of a perfect hedge in the case of stochastic interest rate. (English) Zbl 1229.91292 Am. J. Math. Manage. Sci. 30, No. 1-2, Spec. Issue, 179-196 (2010). MSC: 91G10 91G20 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{S. Zhang}, Am. J. Math. Manage. Sci. 30, No. 1--2, 179--196 (2010; Zbl 1229.91292) Full Text: DOI
Liu, Y. C.; Roux, B.; Lan, C. W. Effects of cycle patterns of accelerated crucible rotation technique (ACRT) on the flows, interface, and segregation in vertical Bridgman crystal growth. (English) Zbl 1140.80387 Int. J. Heat Mass Transfer 50, No. 25-26, 5031-5040 (2007). MSC: 80A22 80A20 76R05 PDFBibTeX XMLCite \textit{Y. C. Liu} et al., Int. J. Heat Mass Transfer 50, No. 25--26, 5031--5040 (2007; Zbl 1140.80387) Full Text: DOI Link
Zhang, Y. M.; Liu, Y. C. Control of dynamic keyhole welding process. (English) Zbl 1117.93318 Automatica 43, No. 5, 876-884 (2007). MSC: 93B35 93C95 PDFBibTeX XMLCite \textit{Y. M. Zhang} and \textit{Y. C. Liu}, Automatica 43, No. 5, 876--884 (2007; Zbl 1117.93318) Full Text: DOI
Li, Z.-P.; Liu, Y.-C. Analysis of stability and density waves of traffic flow model in an ITS environment. (English) Zbl 1189.35284 Eur. Phys. J. B, Condens. Matter Complex Syst. 53, No. 3, 367-374 (2006). MSC: 35Q53 68T10 90B20 PDFBibTeX XMLCite \textit{Z. P. Li} and \textit{Y. C. Liu}, Eur. Phys. J. B, Condens. Matter Complex Syst. 53, No. 3, 367--374 (2006; Zbl 1189.35284) Full Text: DOI
Hwang, F. K.; Liu, Y. C. A general approach to compute the probabilities of unresolved clones in random pooling designs. (English) Zbl 1056.60013 Probab. Eng. Inf. Sci. 18, No. 2, 161-183 (2004). Reviewer: Lars Holst (Stockholm) MSC: 60C05 92D20 PDFBibTeX XMLCite \textit{F. K. Hwang} and \textit{Y. C. Liu}, Probab. Eng. Inf. Sci. 18, No. 2, 161--183 (2004; Zbl 1056.60013) Full Text: DOI
Hwang, F. K.; Liu, Y. C. Random pooling designs under various structures. (English) Zbl 1056.05030 J. Comb. Optim. 7, No. 4, 339-352 (2003). MSC: 05B30 94C30 PDFBibTeX XMLCite \textit{F. K. Hwang} and \textit{Y. C. Liu}, J. Comb. Optim. 7, No. 4, 339--352 (2003; Zbl 1056.05030) Full Text: DOI
Hwang, F. K.; Lee, J. S.; Liu, Y. C.; Rothblum, U. G. Sortability of vector partitions. (English) Zbl 1028.90040 Discrete Math. 263, No. 1-3, 129-142 (2003). MSC: 90C27 PDFBibTeX XMLCite \textit{F. K. Hwang} et al., Discrete Math. 263, No. 1--3, 129--142 (2003; Zbl 1028.90040) Full Text: DOI
Hwang, F. K.; Liu, Y. C. The expected numbers of unresolved positive clones for various random pool designs. (English) Zbl 1024.62047 Probab. Eng. Inf. Sci. 15, No. 1, 57-68 (2001). MSC: 62P10 60C05 62K99 05B05 PDFBibTeX XMLCite \textit{F. K. Hwang} and \textit{Y. C. Liu}, Probab. Eng. Inf. Sci. 15, No. 1, 57--68 (2001; Zbl 1024.62047) Full Text: DOI
Chen, C. L.; Liu, Y. C. Solution of two-point boundary-value problems using the differential transformation method. (English) Zbl 0935.65079 J. Optimization Theory Appl. 99, No. 1, 23-35 (1998). MSC: 65L10 34B05 34B15 PDFBibTeX XMLCite \textit{C. L. Chen} and \textit{Y. C. Liu}, J. Optim. Theory Appl. 99, No. 1, 23--35 (1998; Zbl 0935.65079) Full Text: DOI
Yang, S. M.; Jeng, J. A.; Liu, Y. C. Controller design of a distributed slewing flexible structure – a frequency domain approach. (English) Zbl 1071.93508 J. Dyn. Syst. Meas. Control 119, No. 4, 809-814 (1997). MSC: 93C95 93C80 74H45 PDFBibTeX XMLCite \textit{S. M. Yang} et al., J. Dyn. Syst. Meas. Control 119, No. 4, 809--814 (1997; Zbl 1071.93508) Full Text: DOI
Yang, S. M.; Liu, Y. C. Frequency domain control of single input/single output distributed parameter systems. (English) Zbl 0923.73042 J. Guid. Control Dyn. 19, No. 3, 736-738 (1996). MSC: 74M05 74H45 PDFBibTeX XMLCite \textit{S. M. Yang} and \textit{Y. C. Liu}, J. Guid. Control Dyn. 19, No. 3, 736--738 (1996; Zbl 0923.73042) Full Text: DOI
Liu, Y. C.; Elmaraghy, H. A. Assessment of discretized errors and adaptive refinement with quadrilateral finite elements. (English) Zbl 0825.73827 Int. J. Numer. Methods Eng. 33, No. 4, 781-798 (1992). MSC: 74S05 74K20 65N50 65N15 PDFBibTeX XMLCite \textit{Y. C. Liu} and \textit{H. A. Elmaraghy}, Int. J. Numer. Methods Eng. 33, No. 4, 781--798 (1992; Zbl 0825.73827) Full Text: DOI
Liu, Y. C.; Perros, H. G. Approximate analysis of a closed fork/join model. (English) Zbl 0729.60098 Eur. J. Oper. Res. 53, No. 3, 382-392 (1991). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{Y. C. Liu} and \textit{H. G. Perros}, Eur. J. Oper. Res. 53, No. 3, 382--392 (1991; Zbl 0729.60098) Full Text: DOI Link
Zienkiewicz, O. C.; Huang, G. C.; Liu, Y. C. Adaptive FEM computation of forming processes - application to porous and non-porous materials. (English) Zbl 0716.73084 Int. J. Numer. Methods Eng. 30, No. 8, 1527-1553 (1990). MSC: 74S05 74E30 74C99 PDFBibTeX XMLCite \textit{O. C. Zienkiewicz} et al., Int. J. Numer. Methods Eng. 30, No. 8, 1527--1553 (1990; Zbl 0716.73084) Full Text: DOI
Zienkiewicz, O. C.; Liu, Y. C.; Huang, G. C. Error estimates and convergence rates for various incompressible elements. (English) Zbl 0717.73074 Int. J. Numer. Methods Eng. 28, No. 9, 2191-2202 (1989). MSC: 74S05 PDFBibTeX XMLCite \textit{O. C. Zienkiewicz} et al., Int. J. Numer. Methods Eng. 28, No. 9, 2191--2202 (1989; Zbl 0717.73074) Full Text: DOI
Zienkiewicz, O. C.; Zhu, J. Z.; Liu, Y. C.; Morgan, K.; Peraire, J. Error estimates and adaptivity from elasticity to high speed compressible flow. (English) Zbl 0688.73059 The mathematics of finite elements and applications VI, MAFELAP 1987, Proc. 6th Conf., Uxbridge/UK 1987, 483-512 (1988). MSC: 74S30 76M99 65N30 65N50 65N15 PDFBibTeX XML
Zienkiewicz, O. C.; Liu, Y. C.; Huang, G. C. Error estimation and adaptivity in flow formulation for forming problems. (English) Zbl 0628.73049 Int. J. Numer. Methods Eng. 25, No. 1, 23-42 (1988). MSC: 74C15 74C20 74C10 PDFBibTeX XMLCite \textit{O. C. Zienkiewicz} et al., Int. J. Numer. Methods Eng. 25, No. 1, 23--42 (1988; Zbl 0628.73049) Full Text: DOI