♠ 研究兴趣 | ※ 随机常(偏)微分方程的理论、数值及应用研究 ※ 统计方法在金融、体育、音乐等领域的数据分析中的应用
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♥ 代表作 | M. Foondun, W. Liu and M. Omaba, Moment bounds for a class of fractional stochastic heat equations,Annals of Probability, 2017, 45(4): 2131-2153. | X. Li, W. Liu, Q. Luo and X. Mao, Stabilisation in Distribution of Hybrid Stochastic Differential Equations by Feedback Control based on Discrete-Time State Observations, Automatica, 2022, 140, 110210. | C.-S. Deng and W. Liu, Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations, BIT Numerical Mathematics, 2020, 60(4): 1133-1151. | M. Foondun, W. Liu and E. Nane, Some non-existence results for a class of stochastic partial differential equations, Journal of Differential Equations, 2019, 266(5): 2575-2596. | W. Liu, X. Mao, J. Tang and Y. Wu, Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations, Applied Numerical Mathematics, 2020, 153: 66-81. | W. Liu and X. Mao, Almost sure stability of the Euler–Maruyama method with random variable stepsize for stochastic differential equations,Numerical Algorithms,2017,74(2): 573-592. | W. Liu, X. Mao and Y. Wu, The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients, accepted, Applied Numerical Mathematics, 2023, 184, 137-150. | Q. Guo, W. Liu, X. Mao and R. Yue, The partially truncated Euler–Maruyama method and its stability and boundedness,Applied Numerical Mathematics,2017,115: 235-251. | W. Liu and X. Mao, Numerical stationary distribution and its convergence for nonlinear stochastic differential equations,Journal of Computational and Applied Mathematics,2015,276: 16-29. | W. Liu and X. Mao, Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations, Applied Mathematics and Computation, 2013, 223: 389-400. | 全部论文列表→ | 更全面的论文信息请见各类数据库:(1)ResearcherID (2)ORCiD (3)Scopus (4)MR Author ID |
欢迎 2026年考研 报考 上海师范大学 | 本人招收专业:学硕:计算数学、概率论与数理统计;专硕:应用统计 |
学术硕士研究生(概率论与数理统计) | 2022.9 - 至今 陈冲 | 毕业去向: | 2023.9 - 至今 周华倩 | 毕业去向: | 2024.9 - 至今 程豪菲 | 毕业去向: |
♣ 主要项目
| 主持 | 4. 2022.06 - 2025.05
| 上海市“科技创新行动计划”启明星项目(A类)(22QA1406900) | 3. 2018.01 - 2020.12
| 国家自然科学基金青年基金(11701378)
| 2. 2017.01 - 2019.12 | 上海市晨光计划(16CG50) | 1. 2016.07 - 2018.06 | 上海市浦江人才计划(16PJ1408000) |
| 参与
| 4. 2023.01 - 2026.12 | 国家自然科学基金面上基金(12271368) | 3. 2020.10 - 2023.09 | 上海市“科技创新行动计划”基础研究领域项目 (20JC1414200) | 2. 2020.01 - 2023.12 | 国家自然科学基金面上基金(11971316) | 1. 2019.01 - 2022.12
| 国家自然科学基金面上基金(11871343) |
最后更新时间 2024.10.7
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开课学年 | 开课学期 | 课程名称 | 2018-2019 | 2 | 高等数学(2) | 2018-2019 | 1 | 概率论与数理统计 | 2018-2019 | 1 | 概率论与数理统计 | 2021-2022 | 2 | 数学建模竞赛选讲 | 2023-2024 | 2 | 应用随机过程 | 2018-2019 | 3 | 数学建模 | 2019-2020 | 1 | 概率论与数理统计 | 2017-2018 | 1 | 概率论与数理统计 | 2021-2022 | 3 | 数学建模(I) | 2021-2022 | 1 | 概率论与数理统计 | 2017-2018 | 2 | 高等数学(2) | 2019-2020 | 3 | 数学建模 | 2016-2017 | 1 | 高等数学上 | 2020-2021 | 1 | 量化金融 | 2020-2021 | 2 | 数学建模竞赛选讲 | 2022-2023 | 2 | 数理统计 | 2016-2017 | 2 | 高等数学Ⅱ | 2019-2020 | 2 | 高等数学(2) | 2023-2024 | 1 | 概率论 | 2022-2023 | 1 | 概率论 | 2024-2025 | 1 | 概率论 | 2023-2024 | 3 | 数学建模(II) | 2024-2025 | 2 | 随机过程 |
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2024年 | ※ 上海师范大学 嘉奖
| 2021年 | ※ 上海师范大学 记功 | ※ 上海师范大学2021届毕业生就业工作 推荐奖 | 2020年 | ※ 2020年度上海师范大学教学优秀奖 | ※ 上海师范大学2020届毕业生就业工作 推荐奖 | 2019年 | ※ 上海师范大学2019届毕业生就业工作 推荐奖 | 2018年 | ※ 第五届上海师范大学青年教师教学竞赛 一等奖 | 2017年 | ※ 第二届“郭本瑜青年学者优秀论文奖” 一等奖 | ※ 第十二届 上海师范大学“优秀青年教师” | ※ 第四届 上海师范大学青年教师教学竞赛 三等奖 | 2016年 | ※ 第三届 上海师范大学青年教师教学竞赛 二等奖 |
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Reviewer for Mathematical Reviews Reviewer for the following journals
Acta Applicandae Mathematicae Advances in Applied Mathematics and Mechanics Advance in Difference Equations Applied Mathematics and Computation Applied Mathematics Letters Applied Numerical Mathematics BIT Numerical Mathematics Calcolo
Computational Methods in Applied Mathematics
Discrete and Continuous Dynamical Systems Series B Engineering Fractal and Fractional Heliyon
IEEE Transactions on Circuits and Systems II: Express Briefs IET Control Theory & Applications International Journal of Computer Mathematics Iranian Journal of Science and Technology Transactions A: Science
Journal of Applied Mathematics and Computing Journal of Computational and Applied Mathematics Journal of Difference Equations & Applications Journal of Dynamic Systems, Measurement and Control Journal of Scientific Computing
Mathematics and Computers in Simulation
Mathematical Methods in the Applied Sciences
Mathematical Sciences
Mathematics
Mediterranean Journal of Mathematics Nonlinear Analysis: Hybrid Systems
Numerical Algorithms Potential Analysis SIAM Journal on Applied Mathematics
SIAM Journal on Control and Optimization Statistics & Probability Letters Stochastics: An International Journal of Probability and Stochastic Processes Stochastics and Partial Differential Equations: Analysis and Computations Symmetry
Systems & Control Letters 《控制理论与应用》 《北京化工大学学报》(自然科学版)
《东华大学学报》(自然科学版)
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