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, 第 3 作者  通讯作者
(3) Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model, BIT NUMERICAL MATHEMATICS, 2022, 第 3 作者  通讯作者
(4) An inverse random source problem for the biharmonic wave equation, SIAM/ASA J. Uncertain. Quantif., 2022, 第 2 作者  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, 第 4 作者  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, 第 3 作者  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, 第 2 作者  通讯作者
(13) Regularity of distributional solutions to stochastic acoustic and elastic scattering problems, JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 第 2 作者  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, 第 2 作者  通讯作者
(22) Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrodinger Equation via an Ergodic Numerical Scheme, POTENTIAL ANALYSIS, 2017, 第 3 作者  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 ) 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
( 2 ) 中科院引才计划-王旭, 负责人, 中国科学院计划, 2022-01--2024-12