姓 名

岳兴业

职 称

教授

性 别

男

研究方向

多尺度建模, 计算金融学,

出生年月

1966.10

联系方式

苏州大学金融工程研究中心, xyyue@suda.edu.cn

最后学历

理学博士

毕业学校

苏州大学

职 务

中心副主任

介 绍:

学历：

学士 (1984-1988), 数学专业，苏州大学数学系

硕士 (1988-1991), 应用数学专业，苏州大学数学系

博士 (1995-1998), 应用数学专业，苏州大学数学系

博士后(2000.9 --2002.8)中科院计算数学所

工作经历：

助教 (1991. 9 --1993. 5)苏州大学数学系

讲师 (1993. 6 --1999. 5)苏州大学数学系

副教授(1999. 6 -- 2005. 3) 苏州大学数学系

教授 (2005. 4 -- 2006. 6 ) 苏州大学数学系

教授 (2006. 7 -- 2009.6)中国科学技术大学数学系

教授 (2009. 7 -- 至今 ) 苏州大学

学术访问：

助研 (1993. 5 --1994. 7)香港理工大学

助研 (1996.4 -- 1996. 8)香港理工大学

访问学者(2002. 9 -- 2003. 1) 美国普林斯顿大学数学系

访问学者(2003. 10 -- 2003. 12) 美国普林斯顿大学数学系

访问学者(2005. 2 -- 2005. 4)美国普林斯顿大学数学系

访问学者(2007.8 -- 2007.9)新加坡国立大学数学系

访问学者(2010.4.1 -- 2010.4.30)新加坡国立大学数学系

访问学者(2013.3.1 -- 2013.3.31)宾州州立大学数学系

访问学者(2013.4.1 -- 2013.4.30)美国普林斯顿大学数学系

访问学者(2014.7.1 -- 2014.7.31)宾州州立大学数学系

发表论文:

1.Xingye Yue, Numerical analysis on   nonstationary thermistor problem, J. Comput. Math., V.12(3): 213-2231994.

2. Lishang Jiang, Zuhan Liu, Fahuai Yi   and Xingye Yue, A PDE problem arising from calculation of the model for   continuous casting of steel, Appl. Math.-JCU, 10b, 1-10, 1995.

3. 岳兴业, 相场模型的非光滑初值有限元分析, 应用数学学报,V. 19, 15-24, 1996.

4. Yue, Xingye; Jiang, Lishang; Shih,   Tsi-min, Finite element analysis of a local exponentially fitted scheme for   time-dependent convection-diffusion problems. J.Comput. Math. Vol.17(3),   225-232, 1999.

5. Chen, Zhiming; Shih, Tsi-min; Yue,   Xingye, Numerical Methods for Stefan problems with prescribed convection and   nonlinear flux. IMA J. Numer. Math. Vol.20(1), 81-98, 2000.

6. Jiang, Lishang and Yue, Xingye, Local   exponentially fitted FE scheme for singularly convection-diffusion problems.   J.Comp. Appl. Math., Vol.132(2), 277-293, 2001.

7. 岳兴业，修正特征线有限元法的局部逐点误差估计, 数学年刊(A),   Vol. 22(4), 79-86, 2002.

8. Yue, Xingye, Local error estimates for   methods of characteristics incorporating with streamline diffusion. Acta   Mathematica Scientia， Vol.22(4), 564-576, 2002.

9. Yue, Xingye, A note on practical   bubbles for advection-diffusion problems. CALCOLO, Vol.39(4), 189-200, 2002.

10. Chen, Zhiming and Yue, Xingye,   Numerical homogenization of well singularities in the flow transport through   heterogeneous porous media.SIAM MMS,   Vol.1(2), 260-303,2003.

11. Chen, Zhiming and Yue, Xingye,   Upscaling of well singularities in the flow transport through heterogeneous   porous media. Proceedings of Free Boundary Problems: Theory and Applications,   Trento, June 2002, International Series of Numerical Mathematics 147,   Birkhauser Verlag, Basel,   87-101, 2003.

12. E, Weinan and Yue, Xingye,   Heterogeneous multiscale method for locally self-similar problems. Commun. Math. Sci., Vol. 2(1), 137-144, 2004.

13. Yue, Xingye andE, Weinan, Numerical methods for multiscale   transport equationsand application to   two phase porous media flow, J. Comput. Phys., V.210(2), 656-675, 2005.

14. Ming, Pingbing and Yue, Xingye,   Numerical methods for multiscale elliptic problems,J. Comput. Phys. V.214(1), 421-445, 2006.

15. Yue, Xingye andE, Weinan,The local microscale problem in the multiscale modelling of strongly   heterogeneous media: effect of boundary conditions and cell Size, J. Comput.   Phys., V.222(2), 556 - 572, 2007.

16. Jiang, Meiqun and Yue, Xingye   Numerical homogenization of well singularities in the flow transport through heterogenous porous media: fully   discrete scheme, ESAIM: M2AN, V.41,   945 - 957,2007.

17.Bai Yun, Yue Xingye and Zeng   QingfengMulti-scale modeling and   numerical simulation for CVI process, Commun. Comput. Phys., V.7(3), 597-612,   2010.

18. Yu, Tao and Yue, Xingye Residual-free   bubble methods for numerical homogenization of elliptic problems, Commun.   Math. Sci., V. 9, No. 4, pp. 1163–1176, 2011.

19. Yu, Tao and Yue, Xingye,Exponentially fitted local discontinuous   Galerkin method for convection-diffusion problems, J. Comput. Math., V. 30,   No. 3, 298-310, 2012.

20.Lei Zhao, Xingye Yue and David Waxman, Complete numerical solution of   the diffusion equation of random genetic drift, Genetics, V.194(4), 973-985,   2013.

21. Haitao Cao and Xingye Yue, Homogenization of   Richards' equation of van Genuchten-Mualem model, J. Math. Anal. Appl., 412,   391-400, 2014.

22. Haitao Cao, Tao Yu and Xingye Yue, A   completely discrete heterogeneous multiscale finite element method for   multiscale Richards' equation of van Genuchten-Mualem model, J. Appl. Math,   DOI: 10.1155/2014/657816, 2014.

23. Lei Ge, Xiaosong Qian and Xingye Yue,   Explicit formulas for pricing credit-linked notes with counterparty risk   under reduced-form framework, IMA Journal of Management Mathematics, doi:   10.1093/imaman/dpt028, 2014

24. Shixin Xu, Minxin Chen, Sheereen Majd,   Xingye Yue, and Chun Liu, Molecular Based Mathematical Biology, V.2, 34–55,   2014.

25. Shixin Xu and Xingye Yue, Homogenization of   Thermal-Hydro-Mass transfer processes, DCDS-S, V.8(1), 55-76, DOI:   10.3934/dcdss.2015.8.55, 2015.

26. Na Li, Li Ren and Xingye Yue, Application   and Validation of an Upscaling Method for Unsaturated Water Flow Processes in   Heterogeneous Soils, Vadose Zone Journal, V.14(7), DOI:   10.2136/vzj2014.12.0171, 2015.

27. Haitao Cao, Tao Yu and Xingye Yue, Fully   discrete IPDG-HMM for multiscale Richards equation of unsaturated flow in   porous media, J. Comput. Appl. Math., V. 290, 352-369, DOI:   10.1016/j.cam.2015.05.012, 2015.

28. Min Dai, Ling Tang and Xingye Yue,   Calibration of stochastic volatility models: A Tikhonov regularization   approach, Journal of Economic Dynamics and Control, 64, 66-81, 2016.

29. Na Li, Xingye Yue and Li Ren, Numerical   homogenization of the Richards equation for unsaturated water flow through   heterogeneous soils, Water Resources Research, 52, doi:10.1002/2015WR018508,   2016.

30. Kelong Cheng, Cheng Wang, Steven Wise and   Xingye Yue, A second-order, weakly energy-stable pseudo-spectral scheme for   the Cahn-Hilliard equation and its solution by homogeneous linear iteration   method, J. Sci. Comput., 69, 1083-1114, 2016.

31. Jing Guo, Cheng Wang, Steven Wise and Xingye   Yue, An $H^2$ convergence of a second-order convex-splitting, finite difference   scheme for the three-dimensional Cahn-Hilliard equation, Commun. Math. Sci.,   14, 489-515, 2016.

32. Changjuan Zhang, Yun Bai, Shixin Xu and   Xingye Yue, Homogenization for chemical vapor infiltration process, Commun.   Math. Sci., 15, 1021-1040, 2017.

33.Cheng Zhang,Hui Wang, Jingfang   Huang, Cheng Wang and Xingye Yue, A second order operator splitting numerical   scheme for the good Boussinesq equation, Applied Numerical Mathematics, 119,   179-193, 2017.

34. Cheng Zhang,Jingfang Huang, Cheng Wang and Xingye Yue, On the operator splitting   and integral equation preconditioned deferred correction methods for the good   Boussinesq equation, Journal of Scientific Computing, 75(2), 687-712, 2018.

35. Na Li and Xingye Yue, Calibrating the   spatiotemporal root density distribution for macroscopic water uptake models   using Tikhonov regularization, Water Resources Research, 54, DOI   10.1002/2017WR020452, 2018.

36. Shenggao   Zhou, Yu Wang, Xingye Yue and Cheng Wang, A second order numerical scheme for   the annealing of metal-intermetallic laminate composite: A ternary reaction   system, Journal of Computational Physics, 374, 1044-1060, 2018

37. Chenghua Duan, Chun Liu, Cheng Wang, Xingye   Yue, Numerical complete solution for random genetic drift by Energetic   Variational approach,Math. Model.   Numer. Anal., 53, 615–634, 2019. https: //doi.org/ 10.1051/m2an/2018058

38. Chenghua Duan, Chun Liu, Cheng Wang, Xingye   Yue, Numerical methods for porous medium equation by an energetic variational   approach, J. Comput. Phys., 385, 13–32, 2019.

39. Shixin Xu, Minxin Chen, Chun Liu, Ran Zhang,   Xingye Yue, Behavior of differentnumerical schemes forrandom   genetic drift, Accepted and published online by BIT Numerical Mathematics,   2019. DOI:10.1007/s10543-019-00749-4.

40. Shixin Xu, Xinfu Chen, Chun Liu, Xingye Yue,   Numerical method for multi-alleles genetic drift problem, SIAM Numer. Anal.,   57(4), 1770-1788, 2019

基金项目：

1.多孔介质中流动问题的多尺度建模及计算, 国家基金委面上(10471102), 2005.1 - 2007.12, 主持

2.高性能科学计算研究之‘材料的多物理多尺度计算研究’, 973，2005.10 - 2010.10, 参加

3.低渗透多孔介质中热-流-传质过程的多尺度建模及模拟, 国家基金委面上(10871190), 2009.1-2011.12,   主持

4.化学气相渗透过程的多尺度建模,分析及模拟, 国家基金委面上(11271281),   2013.1 - 2016.12, 主持

5.随机基因漂移问题的数值方法，国家基金委面上（11971342），2020.1-2023.12， 主持