Current Research Interests

level set methods, numerical methods for partial differential equations, modelling in financial markets, derivative pricing.

 

 

Selected Publications

• K. Chu, S. Leung, A Level Set Method for Dirichlet k-Partition Problem, Journal of Scientific Computing, 2021
• N. Ying, K. Chu, S. Leung, A Local Regularized Least-Squares Radial Basis Function (RLS-RBF) Method for Differential Operators, working paper