英文
部门：教务处
聘任技术职务：教授
学位：理学博士学位
学历：博士研究生毕业
毕业院校：湘潭大学
联系电话：
电子邮箱：wswang@shnu.edu.cn
办公地点：上海师范大学徐汇校区3号楼
通讯地址：上海市徐汇区桂林路100号

研究方向

上海师范大学教授，博导，数理学院副院长。2008年6月博士毕业于湘潭大学，华中科技大学、剑桥大学博士后，2004年7月-2018年1月在长沙理工大学工作，2018年2开始在上海师范大学工作。主要从事微分方程数值解方面的研究工作，主要研究兴趣在泛函微分方程数值解、偏微分方程数值解、金融期权快速定价、非线性微分方程保结构算法、深度学习和数据同化、金融统计等方面，以第一作者在《Numer. Math.》、《SIAM J. Numer. Anal.》、《Math. Comput.》、《SIAM J. Sci. Comput.》等期刊上发表学术论文80余篇，获湖南省自然科学奖二等奖2项（1项排名第一，1项排名第6）、霍英东青年教师奖等。主持4项国家自然科学基金项目、上海市“科技创新行动计划”基础专项、湖南省杰青等科研项目。曾访问北京大学、加州大学尔湾分校、剑桥大学等国内外名校。系中国计算数学学会理事、中国系统仿真学会仿真算法专业委员会委员、湖南省新世纪“121人才工程”第二层次人选、湖南省普通高校学科带头人、湖南省数学会常务理事。是国家自然科学奖、国家自然科学基金和多个SCI学术期刊的评审专家。获“上海市育才奖”。培养的学生获湖南省优秀博士论文奖、被评为上海市优秀毕业生等。主要研究兴趣如下：

1.常微分方程、分数阶微分方程、随机微分方程的数值解法；

2.发展方程高效算法及其应用，特别关注Navier-Stokes方程、Schrodinger方程及相场模型的时间离散；

3.金融期权快速定价，特别关注微分方程快速算法在其中的应用；

4.非线性微分方程保结构算法，特别关注数值方法的长时间保稳定性；

5.发展方程数值方法的后验误差估计及自适应计算。


学术成果

论文
  • [1] 王晚生·High order Semi-IMEX BDF schemes for nonlinear partial integro-differential equations arising in finance·ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS,卷: 59期: 2页: 643-670
  • [2] 王晚生·Adaptive fast L 1-2 scheme for solving time fractional parabolic problems·COMPUTERS & MATHEMATICS WITH APPLICATIONS,卷: 179页: 59-76
  • [3] 王晚生·求解跳-扩散期权定价方程的隐显Runge-Kutta方法·上海师范大学学报(自然科学版),2022年03期:277-283,7
  • [4] 王晚生·Two-grid economical algorithms for parabolic integro-differential equations with nonlinear memory·APPLIED NUMERICAL MATHEMATICS,卷: 142页: 28-46
  • [5] 王晚生·Error estimates of general linear and spectral Galerkin methods for the fractional diffusion equation with spectral fractional Laplacian·COMPUTATIONAL & APPLIED MATHEMATICS,卷: 44期: 2
  • [6] 王晚生·An efficient IMEX method for nonlinear functional differential equations with state-dependent delay·APPLIED NUMERICAL MATHEMATICS,卷: 185页: 56-71
  • [7] 王晚生·STABILITY AND CONVERGENCE OF STEPSIZE-DEPENDENT LINEAR MULTISTEP METHODS FOR NONLINEAR DISSIPATIVE EVOLUTION EQUATIONS IN BANACH SPACE·JOURNAL OF COMPUTATIONAL MATHEMATICS,卷: 42期: 2页: 337-354
  • [8] 王晚生·EFFICIENT STABILITY-PRESERVING NUMERICAL METHODS FOR NONLINEAR COERCIVE PROBLEMS IN VECTOR SPACE·SIAM JOURNAL ON NUMERICAL ANALYSIS,卷: 61期: 2页: 872-904
  • [9] 王晚生·Robust Error Estimates for Second-Order Stabilization Finite Element Method for Navier-Stokes Equations With Small Viscosity and Nonsmooth Initial Data·NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS,卷: 41期: 1
  • [10] 王晚生·DELAY-DEPENDENT ELLIPTIC RECONSTRUCTION AND OPTIMAL L-infinity(L-2) A POSTERIORI ERROR ESTIMATES FOR FULLY DISCRETE DELAY PARABOLIC PROBLEMS·MATHEMATICS OF COMPUTATION,卷: 91期: 338页: 2609-2643
  • [11] 王晚生·Error Analysis of Fully Discrete Data Assimilation Algorithms for Reaction-Diffusion Equation·ADVANCES IN APPLIED MATHEMATICS AND MECHANICS,卷: 17期: 3页: 840-866
  • [12] 王晚生·Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods·JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,卷: 460
  • [13] 王晚生·A Posteriori Error Estimates for Exponential Midpoint Integrator Finite Element Method for Parabolic Equations·MATHEMATICAL METHODS IN THE APPLIED SCIENCES,卷: 48期: 5页: 5849-5862
  • [14] 王晚生·Stage-based interpolation Runge-Kutta methods for nonlinear Volterra functional differential equations·CALCOLO,卷: 59期: 3
  • [15] 王晚生·Adaptive fast L1???2 scheme for solving time fractional parabolic problems·Computers and Mathematics with Applications,v 179,p59-76
  • [16] 王晚生·Fully discrete continuous data assimilation algorithms for semi-linear parabolic equations with small noisy data·SIAM J. Appl. Dyn. Syst.,24
  • [17] 王晚生·A posteriori error estimates for the exponential midpoint method for linear and semilinear parabolic equations·NUMERICAL ALGORITHMS,卷: 99期: 4页: 1983-2010
  • [18] 王晚生·High Order Methods for Nonlinear Evolution Equations Governed by Semibounded or Dissipative Operators in Normed Space·JOURNAL OF SCIENTIFIC COMPUTING,卷: 104期: 2
  • [19] 王晚生·Implicit-explicit high-order methods for pricing options under Merton's jump-diffusion models·JOURNAL OF APPLIED MATHEMATICS AND COMPUTING,卷: 71期: 4页: 5057-5086
  • [20] 王晚生·A posteriori error estimates for fully discrete finite difference method for linear parabolic equations·APPLIED NUMERICAL MATHEMATICS,卷: 206页: 111-140
  • [21] 王晚生·An Efficient Algorithm for Options Under Merton's Jump-Diffusion Model on Nonuniform Grids·COMPUTATIONAL ECONOMICS,卷: 53期: 4页: 1565-1591
  • [22] 王晚生·基于回归模型对沪深300股指期权的定价仿真·第三十四届中国仿真大会暨第二十一届亚洲仿真会议论文集,:650-659,10
  • [23] 王晚生·IMEX VARIABLE STEP-SIZE RUNGE-KUTTA METHODS FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH NONSMOOTH INITIAL DATA·COMMUNICATIONS IN MATHEMATICAL SCIENCES,卷: 22期: 6页: 1569-1599
  • [24] 王晚生·求解Merton和Kou跳跃扩散模型下美式期权定价的隐显方法·计算数学,:,18
  • [25] 王晚生·Cost-reduction implicit exponential Runge-Kutta methods for highly oscillatory systems·JOURNAL OF MATHEMATICAL CHEMISTRY,卷: 62期: 9页: 2191-2221
  • [26] 王晚生·Unconditional long-time stability-preserving second-order BDF fully discrete method for fractional Ginzburg-Landau equation·NUMERICAL ALGORITHMS,卷: 97期: 1页: 167-189
  • [27] 王晚生·Two-grid finite element methods for nonlinear time-fractional parabolic equations·NUMERICAL ALGORITHMS,卷: 90期: 2页: 709-730
  • [28] 王晚生·An IMEX-BDF2 compact scheme for pricing options under regime-switching jump-diffusion models·MATHEMATICAL METHODS IN THE APPLIED SCIENCES,卷: 42期: 8页: 2646-2663
  • [29] 王晚生·An explicit fourth-order energy-preserving difference scheme for the Riesz space-fractional Sine-Gordon equations·MATHEMATICS AND COMPUTERS IN SIMULATION,卷: 181页: 624-641
  • [30] 王晚生·Sharp analysis of L1-2 method on graded mesh for time fractional parabolic differential equation·APPLIED MATHEMATICS LETTERS,卷: 153
  • [31] 王晚生·ON THE VARIABLE TWO-STEP IMEX BDF METHOD FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH NONSMOOTH INITIAL DATA ARISING IN FINANCE·SIAM JOURNAL ON NUMERICAL ANALYSIS,卷: 57期: 3页: 1289-1317
  • [32] 王晚生·Efficient exponential splitting spectral methods for linear Schrodinger equation in the semiclassical regime·APPLIED NUMERICAL MATHEMATICS,卷: 153页: 132-146
  • [33] 王晚生·Stability and error estimates for the variable step-size BDF2 method for linear and semilinear parabolic equations·ADVANCES IN COMPUTATIONAL MATHEMATICS,卷: 47期: 1
  • [34] 王晚生·Optimal a posteriori estimators for the variable step-size BDF2 method for linear parabolic equations·JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,卷: 413
  • [35] 王晚生·An efficient difference scheme for time-fractional KdV equation·COMPUTATIONAL ＆ APPLIED MATHEMATICS,卷: 40期: 8
  • [36] 王晚生·Long time H-alpha(s) stability of a classical scheme for Cahn-Hilliard equation with polynomial nonlinearity·APPLIED NUMERICAL MATHEMATICS,卷: 165页: 35-55
  • [37] 王晚生·A variable step-size extrapolated Crank-Nicolson method for option pricing under stochastic volatility model with jump·MATHEMATICAL METHODS IN THE APPLIED SCIENCES,卷: 47期: 2页: 762-781
  • [38] 王晚生·带跳随机波动率模型的高阶ADI分裂格式·计算数学,2022年04期:466-480,15
  • [39] 王晚生·A Posteriori Error Estimates for Fully Discrete Finite Element Method for Generalized Diffusion Equation with Delay·JOURNAL OF SCIENTIFIC COMPUTING,卷: 84期: 1
  • [40] 王晚生·Nonsmooth data error estimates for fully discrete finite element approximations of semilinear parabolic equations in Banach space·JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,卷: 448
  • [41] 王晚生·Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions·JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,卷: 360页: 41-54
  • [42] 王晚生·A Posteriori Error Control and Adaptivity for the IMEX BDF2 Method for PIDEs with Application to Options Pricing Models·JOURNAL OF SCIENTIFIC COMPUTING,卷: 93期: 2
  • [43] 王晚生·Linearly implicit variable step-size BDF schemes with Fourier pseudospectral approximation for incompressible Navier-Stokes equations·APPLIED NUMERICAL MATHEMATICS,卷: 172页: 393-412
  • [44] 王晚生·Analytical and numerical dissipativity for the space-fractional Allen-Cahn equation·MATHEMATICS AND COMPUTERS IN SIMULATION,卷: 207页: 80-96
  • [45] 王晚生·Implicit Runge-Kutta with spectral Galerkin methods for the fractional diffusion equation with spectral fractional Laplacian·NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS,卷: 40期: 3
  • [46] 王晚生·Comparison of implicit-explicit and Newton linearized variable two-step BDF methods for semilinear parabolic equations·COMPUTATIONAL ＆ APPLIED MATHEMATICS,卷: 42期: 1
  • [47] 王晚生·Optimal convergence orders of fully geometric mesh one-leg methods for neutral differential equations with vanishing variable delay·ADVANCES IN COMPUTATIONAL MATHEMATICS,卷: 45期: 3页: 1631-1655
  • [48] 王晚生·An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function·ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE,卷: 55期: 3页: 913-938
  • [49] 王晚生·Lie-Trotter operator splitting spectral method for linear semiclassical fractional Schrodinger equation·COMPUTERS ＆ MATHEMATICS WITH APPLICATIONS,卷: 113页: 117-129
  • [50] 王晚生·Dissipativity of variable-stepsize Runge-Kutta methods for nonlinear functional differential equations with application to Nicholsons blowflies models·COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION,卷: 97
  • [51] 王晚生·2个数学模型下的铜期权定价比较·吉首大学学报(自然科学版),:58-61,4
  • [52] 王晚生·Recovering critical parameter for nonlinear Allen-Cahn equation by fully discrete continuous data assimilation algorithms·INVERSE PROBLEMS,卷: 40期: 1
著作
  • [1] 王晚生. 非线性中立型泛函微分方程数值分析. 科学出版社, 2022
科研项目
  • [1] 王晚生.模型和数据双驱动的深度学习算法的构造、理论及其应用,在研
  • [2] 王晚生.微分方程数值解及其应用,在研
  • [3] 王晚生.多因素金融期权定价可计算建模及高效自适应计算,验收
  • [4] 王晚生.大数据金融衍生品定价模型的建构、计算和实证研究,验收
  • [6] 王晚生,王晚生.几类非局部刚性发展方程数值方法的后验误差估计及自适应计算,在研
  • [7] 王晚生.大数据金融衍生品可计算建模及高效算法,在研
  • [8] 王晚生.非线性复合刚性发展方程高阶隐显方法的理论及其应用,验收
软件成果
  • [1] 王晚生,毛孟莉.期权定价的自适应算法（简称：A20pV1.0）. 软件登记号:2023SR0248754,2023-02-15

教学工作

教职工课程信息
开课学年开课学期课程名称
2020-20212数值计算方法Ⅲ
2018-20192毕业论文
2020-20212数学应用导论
2018-20192数值计算方法Ⅲ
2018-20191专业实习
2021-20222数值计算方法Ⅲ
2019-20202数值计算方法Ⅲ
2025-20262数值计算方法Ⅲ
2022-20232数值计算方法Ⅲ
2022-20232科学计算概论
2022-20232计算方法
2022-20232数学应用导论
2018-20192毕业论文
2024-20252数值计算方法Ⅲ
2019-20201数值计算方法Ⅱ
2018-20191数值计算方法Ⅱ
2021-20222计算方法
2023-20242数值计算方法Ⅲ
2017-20182数值计算方法I
2018-20192数值计算方法I

荣誉奖励

2021年上海市育才奖；

2015湖南省自然科学奖二等奖（排名第一）；

2014湖南省普通高校学科带头人；

2012美国数学会Ky and Yu-Fen Fan基金；

2012霍英东青年教师奖；

2011湖南省新世纪121人才工程第二层次人选；

2009中国计算数学学会优秀青年论文竞赛二等奖；

2009湖南省自然科学奖二等奖（排名第六）；

2004湘潭大学校长奖。


社会兼职

中国计算数学学会理事、中国系统仿真学会仿真算法专业委员会委员、美国数学评论评论员、国家自然科学奖和国家自然科学基金评审专家、多个国际SCI期刊审稿人

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