Senior Professor Zhu has published over 100 papers in international journal and conference proceedings (His work has been cited by many other researchers with an H-Index of 18 and over 990 citations listed on the Web of Science up to Oct. 2017). He has attracted funding for several research projects from ARC and private industries. Professor Zhu's research interests are primarily in the following three dynamically inter-related areas:
1) Mathematical and Computational Finance:
Developing suitable analytical and numerical techniques for pricing exotic options. Particularly interested in the pricing of various financial derivatives such as American options, Parisian/Parasian options, variance swaps and convertible bonds.
2) Nonlinear Waves and Renewable Energy:
Studying nonlinear waves generated behind floating and submerged objects and their interactions and using finite element and boundary element methods to model ocean and coastal water waves (reflection, diffraction and refraction). Modelling wave field around an OWC device, which is an interesting new area in renewable energy (using ocean waves to generate electricity and/or desalinizing sea water).
3) Computational Mathematics:
Further developing numerical techniques such as boundary element techniques and dual reciprocity boundary element method to solve partial differential equations and singular integral equations.