基本信息
王旭  女  博导  中国科学院数学与系统科学研究院
电子邮件: wangxu@lsec.cc.ac.cn
通信地址: 北京市海淀区中关村东路55号
邮政编码:

招生信息

   
招生专业
070102-计算数学
070104-应用数学
招生方向
随机反问题理论与计算
随机偏微分方程理论与计算

教育背景

2013-09--2018-06   中国科学院数学与系统科学研究院   理学博士

工作经历

   
工作简历
2021-05~2021-08,Purdue University, 访问学者
2018-08~2021-05,Purdue University, Golomb访问助理教授
2013-09~2018-06,中国科学院数学与系统科学研究院, 理学博士

出版信息

   
发表论文
(1) Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises, STATISTICS AND PROBABILITY LETTERS, 2023, 第 2 作者
(2) Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka–Volterra model, BIT Numerical Mathematics, 2022, 通讯作者
(3) Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model, BIT NUMERICAL MATHEMATICS, 2022, 通讯作者
(4) An inverse random source problem for the biharmonic wave equation, SIAM/ASA J. Uncertain. Quantif., 2022, 通讯作者
(5) INVERSE ELASTIC SCATTERING FOR A RANDOM POTENTIAL\ast, SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2022, 第 3 作者
(6) An inverse source problem for the stochastic wave equation, INVERSE PROBLEMS AND IMAGING, 2022, 通讯作者
(7) INVERSE SOURCE PROBLEMS FOR THE STOCHASTIC WAVE EQUATIONS: FAR-FIELD PATTERNS, SIAM JOURNAL ON APPLIED MATHEMATICS, 2022, 第 3 作者
(8) Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions, IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 第 3 作者
(9) AN INVERSE RANDOM SOURCE PROBLEM FOR MAXWELL'S EQUATIONS, MULTISCALE MODELING & SIMULATION, 2021, 第 2 作者
(10) Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift, INVERSEPROBLEMS, 2021, 通讯作者
(11) INVERSE RANDOM SOURCE SCATTERING FOR THE HELMHOLTZ EQUATION WITH ATTENUATION, SIAM JOURNAL ON APPLIED MATHEMATICS, 2021, 第 2 作者
(12) An inverse random source problem for the one-dimensional Helmholtz equation with attenuation, INVERSE PROBLEMS, 2021, 通讯作者
(13) Regularity of distributional solutions to stochastic acoustic and elastic scattering problems, JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 通讯作者
(14) Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model, BIT NUMERICAL MATHEMATICS, 2021, 第 3 作者
(15) An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion, INVERSE PROBLEMS, 2020, 第 3 作者
(16) Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 第 4 作者
(17) ON PARAREAL ALGORITHMS FOR SEMILINEAR PARABOLIC STOCHASTIC PDEs, SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 第 2 作者
(18) PARAREAL EXPONENTIAL theta-SCHEME FOR LONGTIME SIMULATION OF STOCHASTIC SCHRODINGER EQUATIONS WITH WEAK DAMPING, SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 第 2 作者
(19) Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths, APPLIED NUMERICAL MATHEMATICS, 2018, 第 3 作者
(20) HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS, SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 第 3 作者
(21) NUMERICAL ANALYSIS ON ERGODIC LIMIT OF APPROXIMATIONS FOR STOCHASTIC NLS EQUATION VIA MULTI-SYMPLECTIC SCHEME, SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 通讯作者
(22) Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrodinger Equation via an Ergodic Numerical Scheme, POTENTIAL ANALYSIS, 2017, 通讯作者
(23) Holder continuity for parabolic Anderson equation with non-Gaussian noise, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 第 4 作者
发表著作
Invariant measures for stochastic nonlinear Schrodinger equations, Springer Singapore, 2019-05, 第 2 作者

科研活动

   
科研项目
( 1 ) 中科院引才计划-王旭, 负责人, 中国科学院计划, 2022-01--2024-12
( 2 ) 优秀青年科学基金项目(海外)-王旭, 负责人, 国家任务, 2023-05--2026-05