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

18新利体育 金融工程研究中心, xyyue@suda.edu.cn

最后学历

理学博士

毕业学校

18新利体育

职 务

中心副主任

介 绍:  

学历：

学士 (1984-1988), 数学专业，18新利体育 数学系

硕士 (1988-1991), 应用数学专业，18新利体育 数学系

博士 (1995-1998), 应用数学专业，18新利体育 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)18新利体育 数学系

讲师 (1993. 6 --1999. 5)18新利体育 数学系

副教授(1999. 6 -- 2005. 3) 18新利体育 数学系

教授 (2005. 4 -- 2006. 6 ) 18新利体育 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 ) 18新利体育

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): 213-223,1994.

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

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

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

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

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

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

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

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

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

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

 19.Tao Yu and Xingye Yue,  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 different  numerical schemes for  random 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

 41. Chenghua Duan, Chun Liu, Cheng Wang and Xingye Yue, Convergence analysis of a numerical scheme for the porous medium equation by an energetic variational approach, Numer. Math. Theor. Meth. Appl., Vol. 13, No. 1, pp. 63-80, 2020.DOI: 10.4208/nmtma.OA-2019-0073.

 42.Xishun Wang, Zhouwang Yang, Xingye Yue and Hui Wang, A group norm regularized factorization model for subspace segmentation, IEEE Access, Vol. 8, pp. 106601 - 106613, 2020. DOI:10.1109/ACCESS.2020.3000816

 43.Chun Xiao, Shixin, Xu, Xingye Yue, Changjuan Zhang, and Changrong Zhang, Homogenization of a discrete network model for chemical vapor infiltration process, Commun. Math. Sci., Vol.19, pp. 1809-1826, 2021

 44.Ziting Pei, Xuhui Wang, and Xingye Yue, Risk measurement by G-expected shortfall, Mathematical Problems in Engineering, Vol 2021, ID6611237, 13 pages, https://doi.org/10.1155/2021/6611237

 45. Xuhui Wang, Sheng-Jhih Wu and Xingye Yue, Pricing timer options: second-order multiscale stochastic volatility asymptotics, ANZIAM J., Vol. 63, 249–267,  2021, DOI:10.1017/S1446181121000249

 46. Ziting Pei, Xishun Wang, Yuhong Xu, Xingye Yue, A worst-case risk measure by G-VaR, Acta Mathematicae Applicatae Sinica, English Series, Vol. 37, No. 2, pp. 421-440, 2021, DOI: 10.1007/s10255-021-1002-3

 47. Chun Liu, Cheng Wang, Steven Wise, Xingye Yue and Shenggao Zhou, A Positivity-Preserving, Energy Stable and convergent numerical scheme for the Poisson-Nernst-Planck system, Mathematics of Computation, Vol. 90(331), pp. 2071–2106, 2021. DOI:10.1090/mcom/3642

 48. Chenghua Duan, Wenbin Chen, Chun Liu, Xingye Yue, and Shenggao Zhou, Structure-preserving numerical methods for nonlinear Fokker-Planck equations with nonlocal interactions by an energetic variational approach, SIAM J. SCI. COMPUT., Vol. 43, No. 1, pp. B82-B107, 2021, DOI: 10.1137/20M1317931

 49. Chun Liu, Cheng Wang, Steven Wise, Xingye Yue, Shenggao Zhou, An iteration solver for the Poisson–Nernst–Planck system and its convergence analysis, Journal of Computational and Applied Mathematics Vol. 406, 114017, 2022. DOI:10.1016/j.cam.2021.114017

 50. Chenghua Duan, Wenbin Chen, Chun Liu, Cheng Wang, and Xingye Yue, A Second order accurate energy stable numerical scheme for the one-dimensional porous medium equation by an energetic variational approach, Commun. Math. Sci., Vol. 20, No. 4, pp. 987–1024, 2022

 51.Linghui Kong, Cong Qin, and Xingye Yue, Realization utility with path-dependent reference points, SIAM Journal on Financial Mathematics, Vol. 13(3), pp. 1063–1111, 2022.

 52. Chun Xiao, Huaxiong Huang, Shixin Xu, Tao Yu, and Xingye Yue, Homogenization theory of Ion Transportation in Multicellular tissue, Discrete and Continuous Dynamical Systems-B, Vol. 28, No. 11, PP. 5701-5728, 2023.

 53. Chun Liu, Cheng Wang, Steven M. Wise, Xingye Yue, and Shenggao Zhou, A Second Order Accurate, Positivity Preserving Numerical Method for the Poisson–Nernst–Planck System and Its Convergence Analysis, Journal of Scientific Computing, (2023) 97:23, DOI:10.1007/s10915-023-02345-9.

 54. Chun Xiao, Yishui Sun, Huaxiong Huang, Xingye Yue, Zilong Song, Tim David, and Shixin Xu, Cellular communication among smooth muscle cells: The role of membrane potential via connexins, Journal of Theoretical Biology, 576, 111627, 2024.

 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