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