1. 主持国家自然科学基金面上项目，求解分数布朗运动驱动的随机微分方程的数值方法、2021/01-2024/12; 在研

2. 主持国家自然科学基金面上项目，求解刚性及非线性随机延迟微分方程的数值方法、2017/01-2020/12; 已结题

3. 参与国家自然科学基金面上项目，空间分数阶偏微分方程高精度快速算法的研究、2013/01-2016/12 (排名第二)

4. 主持国家自然科学基金青年基金项目，求解随机延迟微分方程的多步方法、2010/01-2012/12; 已结题

5. 参与国家自然科学基金面上项目，椭圆型方程反问题及数值解、2008/01-2010/12 (排名第四)

1.   Wanrong Cao*, Jia Liang, YufenLiu, On strong convergence of explicit numerical methods for stochastic delaydifferential equations under non-global Lipschitz conditions，Journalof Computational and Applied Mathematics，382 （2021），113079.

2.   Zhaopeng Hao, Wanrong Cao* and Shengyue Li,Numerical correction of finite difference solution for two-dimensionalspace-fractional diffusion equations with boundary singularity, NumericalAlgorithms, 2020, DOI: 10.1007/s11075-020-00923-8.

3.   Jinye Shen, Zhizhong Sun,Wanrong Cao*, A finite difference scheme on graded meshes fortime-fractional nonlinear Korteweg-de Vries equation, Applied Matehmatics andComputation, 361 (2019), 752-765.

4.     李学艳，曹婉容*, 分数阶布朗运动驱动的随机延迟微分方程数值解，高等学校计算数学学报，39 (4) (2017), 289-315.  

5.     Zhaopeng Hao, Wanrong Cao*,An improved algorithm based on finitedifference schemes for fractional boundary value problems with nonsmoothsolution, Journal of ScientificComputing, 73 (1) 2017,395-415. 

6.   Zhaopeng Hao, Wanrong Cao*,Guang Lin, A second-order difference scheme for the  time fractionalsubstantial diffusion equation, Journalof Computational and Applied Mathematics, 313 (2017), 54-69. 

7.   Wanrong Cao*, Fanhai Zeng,Zhongqiang zhang, George Em Karniadakis,  Implicit-Explicit differenceschemes for nonlinear fractional differential equations with nonsmoothsolutions, SIAM J.Sci. Comput., 38 (5) (2016),A3070-A3093. 

8.   Zhaopeng Hao, Kai Fan, WanrongCao*, Zhizhong Sun, A finite difference scheme for semilinear space-fractionaldiffusion equations with time delay, Applied Mathematics and Computation，275 (2016), 238-254. 

9.     Xiuping Li, Wanrong Cao*, Onmean-square stability of two-step Maruyama methods for nonlinear neutralstochastic delay differential equations, Applied Mathematics and Computation, 261(2015), 373-381. 

10. Wanrong Cao*, Zhongqiang zhang, George Em Karniadakis,Time-splitting schemes for fractional differential equations I: Smooth solutions, SIAM J. Sci. Comput.,37 (2015), pp. A1752–A1776, doi: 10.1137/140996495.

11. Wanrong Cao, Zhongqiang zhang, George Em Karniadakis*, Numericalmethods for stochastic delay differential equations via the Wong-Zakaiapproximation, SIAMJ. Sci. Comput., 37 (2015), A295-A318.

12.  Zhaopeng Hao, Zhizhong Sun*, Wanrong Cao, A fourth-orderapproximation of fractional derivatives with its applications, J. Comput. Phys., 281(2015), 787–805.

13. Zhaopeng Hao, Zhizhong Sun, Wanrong Cao, A three-levellinearized compact difference scheme for the Ginzburg-Landau equation, Numerical Methods for PartialDifferential Equations, 31(3) (2015), 876-899. 

14.  Wanrong Cao*, Peng Hao, Zhongqiang Zhang, Split-step theta-method forstochastic delay differential equations, Appl. Num. Math., 76 (2014),19-33. 

15.  Mohsen Zayernouri,WanrongCao, Zhongqiang zhang, George Em Karniadakis*, Spectral and discontinuousspectral element methods for fractional delay equations, SIAM J. Sci. Comput.,36 (2014), B904-B929.

16.  Wanrong Cao*, Zhongqiang Zhang, On exponential mean-squarestability of two-step Maruyama methods for stochastic delay differentialequations, J.Comput. Appl. Math., 245 (2013), 182-193. 

17. Wanrong Cao*, Zhongqiang Zhang, Simulations of two-step Maruyamamethods for nonlinear stochastic delay differential equations, Adv. Appl. Math. Mech.,4 (2012), 821-832. 

18. Wanrong Cao*, Zhizhong Sun.Maximum norm error estimates ofCrank- Nicolson scheme for solving a linear moving boundary problem, J. Comput. Appl. Math.,234 (2010), 2578-2586.

19.  Wanrong Cao*, T-stability of the semi-implicit Euler method fordelay differential equations with multiplicative noise， AppliedMathematics and Computation, 216 (2010), 999-1006. 

20. Ri Du*, Wanrong Cao, Zhizhong Sun, A compact differencescheme for  the fractional diffusion- wave equation, Applied Mathematical Modelling,34 (2010), 2998-3007.