Publications of Song-Ping Zhu

Refereed Journal Papers:

I. Journal papers in the area of financial mathematics:

1. Siu, C. Chung, I. Guo, S.-P. Zhu and R. Elliott, Optimal Execution with Regime-switching Market Resilience, J. of Economic Dynamics and Control, 2018 (Accepted with DOI: https://doi.org/10.1016/j.jedc.2019.01.006).

2. He, X.-J., and S.-P. Zhu, Analytically pricing variance and volatility swaps under a two-factor stochastic volatility model with regime switching, International Journal of Theoretical and Applied Finance, 2018 (Accepted).

3. Ma, G.-Y. and S.-P. Zhu, Optimal investment and consumption under a continuous-time co-integration model with exponential utility, Quantitative Finance, 2018 (Accepted with DOI: https://doi.org/10.1080/14697688.2019.1570317).

4. Liu, W. and S.-P. Zhu, Pricing Variance Swaps under Hawkes Jump Diﬀusion Process, J. of Futures Markets, 2019 (Online First, DOI: 10.1002/fut.21997).

5. He, X.-J., and S.-P. Zhu, A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate, Computers and Mathematics with Applications, 2018, Vol. 76, 2223–2234, (ERA Journal Ranking: A).

6. Zhu, S.-P. and X.-J. He, A hybrid computational approach for option pricing, Int. J. of Financial Engineering, 2018 Vol. 5(3), 1850021.

7. Zhu, S.-P. and G.-H. Lian, On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures, New Mathematics and Natural Computation, 2018, Vol. 14(3), 383-401.

8. Zhu, S.-P. and G.-Y. Ma, An exact and explicit solution for the HJB equation arising from the Merton problem, Int. J. of Financial Engineering, 2018 Vol. 5(1), 1850008.

9. Zhu, S.-P. and X.-J. He, A new closed-form formula for pricing European options under a skew Brownian motion, European Journal of Finance, 2018, Vol. 24(12), 1063-1074).

10. Ke, Z., J. Goard and S.-P. Zhu, An appropriate approach to price European options with the Adomian Decomposition Method, The ANZIAM Journal, 2018, Vol. 59(3), 349-369.

11. Ma, G.-Y., and S.-P. Zhu, Pricing American call options under a hard-to-borrow stock model, European J. of Applied Mathematics, 2018, Vol. 29(3), 494-514, (ERA Journal Ranking: A).

12. Zhu, S.-P. and X.-J. He, An accurate approximation formula for pricing European options with discrete dividend payments IMA Journal of Management Mathematics, 2018, Vol. 29(2), 175-188 (SSCI).

13. Zhu, S.-P., S. Lin and X.-P. Lu, Pricing puttable convertible bonds with integral equation approaches, Computers and Mathematics with Applications, 2018, Vol. 75(8), 2757-2781, (ERA Journal Ranking: A).

14. He, X.-J. and S.-P. Zhu, On the calibration of hybrid local regime-switching models through a Tikhonov approach, Journal of Futures Markets, 2018, Vol. 38(5), 586-606 (ERA Journal Ranking: A).

15. Zhu, S.-P. and X.-J. He, A modified Black-Scholes pricing formula for European options with bounded underlying prices, Computers and Mathematics with Applications, 2018, Vol. 75(5), 1635-1647 (ERA Journal Ranking: A).

16. He, X.-J. and S.-P. Zhu, A closed-form pricing formula for European options under the Heston model with stochastic interest rate, Journal of Computational and Applied Mathematics, 2018, Vol. 335, 323-333 (ERA Journal Ranking: A).

17. Lu, X. Nhat-Tan Le, S.-P. Zhu and W.-T. Chen, Pricing American-style Parisian options, European J. of Applied Mathematics, 2018, Vol. 29(1), 1-29 (ERA Journal Ranking: A).

18. Ma, J.-T., R. Yang and S.-P. Zhu, Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates, Int. J. of Computer Maths, 2018, Vol. 95(2), 341-360.

19. Le, N.-T., X.-P. Lu, S.-P. Zhu, D.-M. Dang, Pricing American-style Parisian down-and-out call options, Applied Mathematics and Computation, 2018, Vol. 321, 812. (ERA J. Ranking: A)

20. Zhu, S.-P., X.-J. He and X. Lu, A new integral equation formulation for American put options, Quantitative Finance, 2018, Vol. 18(3), 483–490.

21. Lian, G.-H., S.-P. Zhu, R. J. Elliott and Z. Cui, Semi-analytical Valuation for Discrete Barrier Options Under Time-Dependent Lévy Processes, Journal of Banking and Finance, (SSCI, ERA Journal Ranking: A*), 2017, Vol. 75, 167–183.

22. Guo, I. and S.-P. Zhu, Equal Risk Pricing Under Convex Trading Constraints, J. of Economic Dynamics and Control, 2017, Vol. 76, 136–151 (SSCI, ERA Journal Ranking: A*).

23. He, X.-J. and S.-P. Zhu, How should a local regime-switching model be calibrated? J. of Economic Dynamics and Control, 2017, Vol. 78, 149-163 (SSCI, ERA Journal Ranking: A*).

24. Zhu, S.-P. and X.-J. He, On the convergence of He and Zhu's new series solution for pricing options with the Heston model, Acta Mathematica Universitatis Comenianae, 2017, Vol. LXXXVI, 2, 321-327.

25. Zeng, X.-C., I. Guo and S.-P. Zhu, A comparative study of Monte Carlo simulation and finite difference method for option pricing under the regime-switching framework, The ANZIAM Journal, 2017, Vol. 59(2), 183–199.

26. He, X.-J. and S.-P. Zhu, An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching, Journal of Economic Dynamics and Control, 2016, Vol. 71, 77-85 (SSCI, ERA Journal Ranking: A*).

27. Le, N.-T., S.-P. Zhu and X.-P. Lu, An integral equation approach for the valuation of American-style down-and-out calls with rebate, Computers and Mathematics with Applications, 2016, Vol. 71(2), 544–564 (ERA Journal Ranking: A).

28. He, X.-J. and S.-P. Zhu, Pricing European options with stochastic volatility under the minimal entropy martingale measure, European J. of Applied Mathematics, 2016, Vol. 27(2), 233–247 (ERA Journal Ranking: A).

29. He, X.-J. and S.-P. Zhu, An alternative form used to calibrate the Heston model, Computers and Mathematics with Applications, 2016, Vol. 71(9), 1831-1842 (ERA Journal Ranking: A).

30. Le, N.-T., X. Lu, and S.-P. Zhu, An analytical solution for Parisian up-and-in calls, ANZIAM Journal, 2016, Vol. 57(3), 269–279.

31. Chen,W.-T., L.-B. Xu and S.-P. Zhu, Stock Loans with Stochastic Interest Rate, Computers and Mathematics with Applications, 2015, Vol. 70(8), 1757–1771 (ERA Journal Ranking: A).

32. Chan, L.-L. and S.-P. Zhu, An analytic formula for pricing convertible bonds with dividend yield in a regime switching model, IMA Journal of Management Mathematics, 2015, Vol. 26(4), 403–428 (SSCI).

33. Chen,W.-T., X. Xu and S.-P. Zhu, Analytically pricing double barrier options based on a time-fractional Black-Scholes equation, Computers and Mathematics with Applications, 2015, Vol. 69(12), 1407-1419. (ERA Journal Ranking: A).

34. Chen,W.-T., X. Xu and S.-P. Zhu, A predictor-corrector approach for pricing American options under the finite moment log-stable model, Applied Numerical Mathematics, 2015, Vol. 97(Nov), 15-29.

35. Chan, L.-L. and S.-P. Zhu, An Exact and Explicit Formula for Pricing Barrier Options with Regime Switching, Mathematics and Financial Economics, 2015, Vol. 9(1), 29-37.

36. Zhu, S.-P. and G.-H. Lian, Pricing Forward-Start Variance Swaps with Stochastic Volatility, Applied Mathematics and Computation, 2015, Vol. 250, 920-933. (ERA Journal Ranking: A).

37. Zhu, S.-P., Nhat-Tan Le, Wen-Ting Chen and Xiaoping Lu, Pricing Parisian down-and-in options, Applied Mathematics Letters, 2015, Vol. 43,19–24.

38. Zhu, S.-P. and G.-H. Lian, Analytically pricing volatility swaps under stochastic volatility, Journal of Computational and Applied Mathematics, 2015, Vol. 288, 332-340.

39. Rujivan, Sanae and S.-P. Zhu, A simple closed-form formula for pricing discretely-sampled variance swaps under a stochastic volatility model, ANZIAM Journal, 2014, Vol. 56(1), 1-27.

40. Kim, J.-H., J. Lee, S.-H. Yu and S.-P. Zhu, A Multi-Scale Correction to the Black-Scholes Formula, Applied Stochastic Models in Business and Industry, 2014, Vol. 30(6), 753-765.

41. Chen, W.-T., X. Xu and S.-P. Zhu, Analytically pricing European-style options under the modified Black-Scholes equation with spatial-fractional derivatives, Quarterly of Applied Mathematics, 2014, Vol. LXXII, Num. 3, 597-611 (ERA Journal Ranking: A).

42. Zhu, S.-P. and W.-T. Chen, Pricing Parisian and Parasian options analytically, Journal of Economic Dynamics and Control, 2013, Vol. 37, Num. 4, 875-896 (SSCI) (ERA Journal Ranking: A*).

43. Zhu, S.-P. and W.-T. Chen, An inverse finite element method for pricing American options, Journal of Economic Dynamics and Control, 2013, Vol. 37, Num. 2, 231-250 (SSCI) (ERA Journal Ranking: A*).

44. Lian, G.-H. and S.-P. Zhu, Pricing VIX options with stochastic volatility and random jumps, Decisions in Finance and Economics, 2013, Vol. 36, Issue 1, 71-88.

45. Zhu, S.-P., A. Badran and X. Lu, A new exact solution for pricing European options in a two-state regime-switching economy, Computers and Mathematics with Applications, 2012, 64, 2744–2755. (ERA Journal Ranking: A).

46. Zhu, S.-P. and G.-H. Lian, On the valuation of variance swaps with stochastic volatility, Applied Mathematics and Computation, 2012, Vol. 219, 1654–1669. (ERA Journal Ranking: A).

47. Rujivan, Sanae and S.-P. Zhu, A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility, Applied Mathematics Letters, 2012, Vol. 25, Num. 11, 1644-1650.

48. Zhu, S.-P. and G.-H. Lian, An analytical pricing formula for VIX futures and its applications, Journal of Futures Markets, 2012, Vol. 32, Issue 2, 166-190 (SSCI) (ERA Journal Ranking: A).

49. Zhu, S.-P. and Jin Zhang, Using Laplace Transform to Price American Puts, Dynamics of Continuous, Discrete and Impulsive Systems-B:Applications & Algorithms, 2012,19,447-469.

50. Zhu, S.-P. and Jing Zhang, How should a convertible bond be decomposed? Decisions in Finance and Economics, 2012, Vol. 35, Num. 2, 113-149.

51. Chen, W.-T. and S.-P. Zhu, Pricing perpetual American puts under multi-scale stochastic volatility, Asymptotic Analysis, 2012, Vol. 80, 133–148.

52. Zhu, S.-P. and G.-H. Lian, A Closed-form Exact Solution Approach for Pricing Variance Swaps with Stochastic Volatility, Mathematical Finance, 2011, Vol. 21, Issue 2, 233-256. (ERA Journal Ranking: A*).

53. Zhu, S.-P. and Jin Zhang, A New Predictor-Corrector Scheme for Valuing American Puts, Applied Mathematics and Computation, 2011, Vol. 217, Issue 9, 4439-4452. (ERA Journal Ranking: A).

54. Zhu, S.-P. and W.-T. Chen, A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility, Computers and Mathematics with Applications, 2011, Vol. 62, 1-26. (ERA Journal Ranking: A).

55. Zhu, S.-P. and W.-T. Chen, A spectral-collocation method for pricing perpetual American puts with stochastic volatility, Applied Mathematics and Computation, 2011, Vol. 217, Issue 22, 9033-9040. (ERA Journal Ranking: A)

56. Zhu, S.-P. and W.-T. Chen, Pricing perpetual American options under a stochastic volatility model with fast mean-reversion, Applied Math. Letters, 2011 Vol. 24, Num. 10, 1663-1669.

57. Zhu, S.-P. and W.-T. Chen, Should an American option be exercised earlier or later if volatility is not assumed to be a constant? Int. J. of Theor. & App. Fin., 2011, Vol. 14, Num. 8, 1279-1297.

58. Liu, Q., S.-P. Zhu, and W. Fan, The Puzzle of Warrants Trading below their Intrinsic Values in China’s A-Share Market, International Review of Applied Financial Issues and Economics, 2011, Vol. 3, Num. 3, 548-557.

59. Zhu, S.-P. A Simple Approximation Formula for Calculating the Optimal Exercise Boundary of American Puts, Journal of Applied Mathematics and Computing, 2011, Vol. 37, Issue 1-2, 611-623.

60. Zhu, S.-P., On Various Quantitative Approaches For Pricing American Options, New Mathematics and Natural Computation, 2011, Vol. 7, Num. 2, 313-332.

61. Zhu, S.-P. and W.-T. Chen, A new analytical approximation for European puts with stochastic volatility, Applied Mathematics Letters, 2010, Vol. 23, Issue 6, 687-692.

62. Cheng, Jun, S.-P. Zhu and Shi-Jun Liao, An explicit series approximation to the optimal exercise boundary of American put options, Communications in Nonlinear Science and Numerical Simulations, 2010, Vol. 15, Issue 2, 1148-1158.

63. Chen, W.-T. and S.-P. Zhu, Optimal exercise price of American options near expiry, The ANZAIM Journal 2009, Vol. 51, 145-161.

64. Zhu, S.-P. and Z.-W. He, Calculating the Early Exercise Boundary of American Put Options with an Approximation Formula, International Journal of Theoretical and Applied Finance, 2007, Vol. 10, No. 7, 1203-1227.

65. Zhu, S.-P., An Exact and Explicit Solution for the Valuation of American Put Options, Quantitative Finance, 2006, Vol. 6, No. 3, 229-242.

66. Zhu, S.-P., A New Analytical-Approximation Formula for the Optimal Exercise Boundary of American Put Options, International Journal of Theoretical and Applied Finance, 2006, Vol. 9, No. 7, 1141-1177.

67. Pu, G., Z.-W. He and S.-P. Zhu, Pricing Convertible Bonds Based On a Multi-stage Compound Option Model, Physica A, 2006, Vol. 366, 449-462. (ERA Journal Ranking: A)

68. Zhu, S.-P., A Closed-form Analytical Solution for the Valuation of Convertible Bonds With Constant Dividend Yield, ANZIAM Journal., 2006, Vol. 47, 477-494.

II Journal papers in the area of water wave theory and renewable energy:

69. Nader, J.-R, S.-P. Zhu and P. Cooper, Hydrodynamic and energetic properties of a finite array of fixed oscillating water column wave energy converters, Ocean Engineering, 2014, Vol. 88, 131–148. (ERA Journal Ranking: A).

70. Luo, Y.-Y., J.-R. Nader, P. Cooper and S.-P. Zhu, Nonlinear 2D Analysis of the Efficiency of Fixed Oscillating Water Column Wave Energy Converters, Renewable Energy, 2014, Vol. 64, 255-265 (ERA Journal Ranking: A).

71. Nader, J.-R, S.-P. Zhu, P. Cooper, and B. Stappenbelt, A Finite Element Study Of The Efficiency Of Arrays Of Oscillating Water Column Wave Energy Converters, Ocean Engineering, 2012, Vol. 43, 72–81. (ERA Journal Ranking: A).

72. Zhu, S.-P. and L. Mitchell, Combined diffraction and radiation of ocean waves around an OWC device, Journal of Applied Mathematics and Computing, 2011, Vol. 36, Issue 1-2, 401-416.

73. Zhu, S.-P. and Fatimah Noor bt Harun, Refraction of interfacial waves over a circular hump, Engineering and Computational Mechanics, 2009, Vol. 162, Issue EM4, 199-213.

74. Zhu, S.-P. and Fatimah Noor bt Harun, An Analytical Solution for Long Wave Refraction Over a Circular Hump, Journal of Applied Mathematics and Computing, 2009, Vol. 30, Issue 1, 315-333.

75. Zhu, S.-P. and L. Mitchell, Linear diffraction of ocean waves around a hollow cylindrical shell structure, Wave Motion, 2009, Vol. 46, Issue 1, 78-88.

76. Zhu, S.-P., H.-W. Liu and T. Marchant, A numerical model for the diffraction and refraction of weakly nonlinear waves, Engineering Analysis with Boundary Elements, 2009, Vol. 33, Num. 1, 63-76.

77. Bierbrauer, F. and S.-P. Zhu, A Numerical Model for Multiphase Flow Based on the GMPPS Formulation, Part II: Dynamics, Eng. Applications of Comp. Fluid Mechanics, 2008, Vol. 2, No. 3, 284-298.

78. Bierbrauer, F. and S.-P. Zhu, A Numerical Model for Multiphase Flow Based on the GMPPS Formulation, Part I: Kinematics, Computers and Fluids, 2007, Vol. 36, Issue 7, 1199-1212. (ERA Journal Ranking: A).

79. Bierbrauer, F. and S.-P. Zhu, A Solenoidal Initial Condition for the Numerical Solution of the Navier-Stokes Equations for Two-Phase Incompressible Flow, Computer Modeling in Engineering and Sciences, 2007 Vol. 19, Nom. 1, 1-21.

80. Zhu, S.-P. and Y. Zhang, A flat ship theory on bow and stern flows, Australian Mathematical Society, ANZIAM Journal, 2003, Vol. 45, Part 1, 1-15.

81. Zhu, S.-P. and D. Strunin, A numerical model for the confinement of oil spill with floating booms, Spill Science and Technology Bulletin, 2002,Vol. 7, 249-255.

82. Zhu, S.-P. and D. Strunin, Modeling the confinement of spilled oil with floating booms, Applied Math. Modeling, 2001, Vol. 25, Issue 9, 713-729.

83. Zhu, S.-P., An innovative open boundary treatment for nonlinear water waves in a numerical wave tank, Computer Modeling in Engineering and Sciences, 2001, Vol. 2, Num. 2, 227-236. (ERA Journal Ranking: A).

84. Zhu, S.-P., H.-W. Liu and K. Chen, A general DRBEM model for wave refraction and diffraction, Engineering Analysis with Boundary Elements, 2000, Vol. 24, Num. 5, 377-390.

85. Zhang, Y. and S.-P. Zhu, A Third-Order Boussinesq Model Applied To Nonlinear Evolution of Shallow-Water Waves, J. of Hydrodynamics, 2000, Vol. 12, Num. 2, 107-126.

86. Zhu, S.-P. and Y. Zhang, On nonlinear transient free-surface flows over a bottom obstruction, Physics of Fluids, 1997, Vol. 9, Num. 9, 2598-2604. (an A* Journal on ERA)

87. Zhang, Y. and S.-P. Zhu, Subcritical, Transcritical and Supercritical Flows Over A Step, J. of Fluid Mechanics, 1997, Vol. 333, 257-271. (an A* Journal on ERA)

88. Zhang, Y. and S.-P. Zhu, Resonant Transcritical Flow Over a Wavy Bed, Wave Motion, 1997, Vol. 25, Num. 3, 295-302.

89. Yih, C.-S. and S.-P. Zhu, Selective Withdrawal From Stratified Streams, Australian Mathematical Society, Series B, 1996 Vol. 38, Part 1, 26-40.

90. Zhu, S.-P. and J. Imberger, Computer-Simulated Current Responses to Cyclones on the North West Shelf of Australia, Mathematical and Computer Modeling, 1996 Vol. 24, Num. 3, 93-115.

91. Zhang, Y. and S.-P. Zhu, Open Channel Flow past a Bottom Obstruction, J. Engineering Mathematics, 1996 Vol. 30, Num. 4, 487-499. (ERA Journal Ranking: A).

92. Zhang, Y. and S.-P. Zhu, A Comparison Study of Nonlinear Waves Generated Behind a semi-Circular Trench, Proc. Roy. Soc. London, Ser. A, 1996 Vol. 452, Num. 1950, 1563-1584. (an A* Journal on ERA)

93. Zhu, S.-P. and Y. Zhang, Scattering of Long Waves Around a Circular Island Mounted on a Conical Shoal, Wave Motion, 1996, Vol. 23, Num. 4, 353-362.

94. Zhang, Y. and S.-P. Zhu, Resonant Interaction Between a Uniform Current and an Oscillating Object, Applied Ocean Research, 1995, Vol. 17, Num. 4, 259-264.

95. Zhu, S.-P. and P. Satravaha, Second-Order Diffraction Wave Forces on a Vertical Cylinder Due to Short-Crested Waves, Ocean Engineering, 1995, Vol. 22, Num. 2, 135-189 (ERA Journal Ranking: A).

96. Zhang, Y. and S.-P. Zhu, New Solutions for the Propagation of Long Water Waves Over Variable Depth, J. of Fluid Mechanics, 1994, Vol. 278, 391-406. (an A* Journal on ERA)

97. Zhu, S.-P. and G. Moule, Numerical Calculation of Forces Induced by Short-Crested Waves on a Vertical Cylinder of Arbitrary Cross-sections, Ocean Engineering, 1994, Vol. 21, Num. 7, 645-662 (ERA Journal Ranking: A).

98. Zhu, S.-P., Diffraction of Short-Crested Waves Around a Circular Cylinder, Ocean Engineering, 1993, Vol. 20, Num. 4, 389-408 (ERA Journal Ranking: A).

99. Zhu, S.-P., Stationary Binnie Waves Near Resonance, Quarterly of Applied Mathematics, 1992, Vol. L, 585-597 (ERA Journal Ranking: A).

100. Yih, C.-S. and S.-P. Zhu, Patterns of Ship Waves (II. Gravity-Capillary Waves), Quarterly of Applied Mathematics, 1989, Vol. XLVII, 35-44. (ERA Journal Ranking: A)

101. Yih, C.-S. and S.-P. Zhu, Patterns of Ship Waves, Quarterly of Applied Mathematics, 1989, Vol. XLVII, 17-33. (ERA Journal Ranking: A)

III Journal papers in the area of computational mathematics and numerical methods for PDEs:

102. Zhu, S.-P. and J. Lee, On the Adomian Decomposition Method for Solving PDEs, Comms. in Mathematical Research, 2016, Vol. 32(2), 151-166.

103. Zhu, S.-P. and C. G. Hammel, On the improvement of a numerical method for solving high-order non-linear ordinary differential equations, Comm. in Num. Methods in Eng., 2008, Vol. 24, Issue 2, 111-124. (ERA Journal Ranking: A).

104. Zhu, S.-P. and Y. Zhang, A Comparative Study Of BEM and DRBEM in Solving The Helmholtz Equation, ANZIAM Journal, 2007, Vol. 49, No. 1, 131-150.

105. Zhao, F., S.-P. Zhu and Z.-R. Zhang, Numerical Experiments of a Benchmark Hull Based on a Turbulent Free-surface Flow Model, Computer Modeling in Engineering and Sciences, 2005, Vol. 9, No. 3, 273-286. (ERA Journal Ranking: A).

106. Zhu, S.-P. and T.-P. Hung, A new numerical approach for solving high-order non-linear ordinary differential equations, Comm. in Num. Methods in Eng., 2003, Vol. 19, Issue 8, 601-614. (ERA Journal Ranking: A).

107. Liu, H.-W. and S.-P. Zhu, Dual reciprocity boundary element method for magnetohydrodynamic Channel flows, Australian Mathematical Society, Series B, 2002 ANZIAM J. Vol. 44, p305-322.

108. Zhu, S.-P. and H.-W. Liu, On the application of the generalized multiquadric bases in conjunction with the LTDRM to solve transient nonlinear diffusion equations, Applied Mathematics and Computation, 1998, Vol. 96, Issue 2-3, 161-175.

109. Zhu, S.-P. and H.-W. Liu, A combination of the LTDRM and the ATPS in solving diffusion problems, Engineering Analysis with Boundary Elements, 1998, Vol. 21, Num. 3, 285-289.

110. Zhu, S.-P., Solving Transient Diffusion Problems: Time-dependent fundamental solution approaches versus LTDRM approaches, Engineering Analysis with Boundary Elements, 1998, Vol. 21, Num. 1, 87-90.

111. Satravaha, P. and S.-P. Zhu, An Application of the LTDRM to Transient Diffusion Problems With Nonlinear Material Properties and Nonlinear Boundary Conditions, Applied Mathematics and Computation, 1997, Vol. 87, Issue 2, 127-160.

112. Zhu, S.-P. and P. Satravaha, Solving Nonlinear Time-Dependent Diffusion Equations with the Dual Reciprocity Method in Laplace Space, Engineering Analysis with Boundary Elements, 1996, Vol. 18, Num. 1, 19-27.

113. Zhu, S.-P. and P. Satravaha, An Efficient Computational Method for Modeling Transient Heat Conduction with Nonlinear Source Terms, Applied Math. Modeling, 1996 Vol. 20, Num. 7, 513-522.

114. Zhu, S.-P. and G. Moule, An Efficient Numerical Calculation of Wave Loads on an Array of Vertical Cylinders, Appl. Math. Modeling, 1996, Vol. 20, Num. 1, 26-33.

115. Zhu, S.-P. and Y. Zhang, Combined Refraction and Diffraction of Short Waves Using The Dual Reciprocity Boundary Element Method, Applied Ocean Research, 1995, Vol. 17, Num. 5, 315-322.

116. Zhu, S.-P., Y. Zhang and T. R. Marchant, A DRBEM model for Microwave Heating Problems, Applied Math. Modeling, 1995, Vol. 19, Num. 5, 287-297.

117. Zhu, S.-P. and Y. Zhang, Combined Refraction and Diffraction of Short Waves Using The Dual Reciprocity Boundary Element Method, International Journal of Boundary Elements Communication, 1995, Vol. 6, Num. 2, 64-67.

118. Zhu, S.-P., P. Satravaha, and X. Lu, Solving Linear Diffusion Equations with the Dual Reciprocity Method in Laplace Space, Engineering Analysis with Boundary Elements, 1994, Vol. 13, 1-10.

119. Zhang, Y. and S.-P. Zhu, On The Choice of Interpolation Functions Used in the Dual Reciprocity Boundary Element Method, Engineering Analysis with Boundary Elements, 1994, Vol. 13, 387-396.

120. Zhu, S.-P. and J. Imberger, A Three-Dimensional Numerical Model of the Response of the Australian North West Shelf to Tropical Cyclones, Australian Mathematical Society, Series B, 1994, Vol. 36, Part 1, 64-100.

121. Zhu, S.-P. and Y. Zhang, Improvement on Dual Reciprocity Boundary Element Method for Equations with Convective Terms, Comm. in Num. Methods in Eng., 1994, Vol. 10, 361-371 (ERA Journal Ranking: A).

122. Zhu, S.-P., A New DRBEM Model for Wave Refraction and Diffraction, Engineering Analysis with Boundary Elements, 1993, Vol. 12, 261-274.

123. Zhu, S.-P., Particular Solutions Associated with Helmholtz Operators Used in DRBEM, International Journal of Boundary Elements Communication, 1993, Vol. 4, Num. 6, 231-233.

124. Yu, L. and S.-P. Zhu, Numerical Simulation of Discharged Waste Heat and Contaminants into South Estuaries of the Yangtze River, Mathematical and Computer Modeling, 1993, Vol. 18, Issue. 12, 107-123.

125. Zhu, S.-P. and Y. Zhang, Solving General Field Equations in Infinite Domains with Dual Reciprocity Boundary Element Method, Engineering Analysis with Boundary Elements, 1993, Vol. 12, 241-250.

IV Journal papers in other areas:

126. Indraratna, B., S. Thirukumaran, E. T. Brown and S.-P. Zhu, Modeling the shear behavior of rock joints with asperity damage under constant normal stiffness, Rock Mechanics and Rock Engineering, 2015, Vol. 48(1), 179-195 (ERA Journal Ranking: A).

127. Indraratna B., B., C. Kumara, S.-P. Zhu and S. Sloan, Mathematical Modelling and Experimental Verification of Fluid Flow through Deformable Rough Rock Joints, ASCE International Journal of Geomechanics, 2015, Vol. 15(4), Page 04014065 (1-11) (ERA Journal Ranking: A).