黄楚荧

发布者:韩伟发布时间:2021-09-05浏览次数:3298

黄楚荧

 师    

办公室:  科研楼18#1132A

E-mail huangchuying@fjnu.edu.cn

通讯地址:

福建省福州市大学城科技路1号福建师范大学旗山校区理工楼(350117)

研究兴趣:

随机微分方程数值解、随机保结构算法


工作经历

2020.08-至今,福建师范大学,数学与统计学院,教师

教育经历

2015.09-2020.07,中国科学院,数学与系统科学研究院,理学博士,计算数学专业,导师:洪佳林研究员

2011.09-2015.07,北京师范大学,数学科学学院,理学学士,数学与应用数学专业

 

科研项目

1. 2023.01-2026.12,若干随机偏微分方程的数值方法(国家自然科学基金面上项目),参与

2. 2022.01-2024.12,分数布朗运动驱动的随机微分方程数值算法(国家自然科学基金青年科学基金项目),主持

32021.01-2022.12,分数阶布朗运动驱动的随机热方程指数欧拉方法(福建省中青年教师教育科研项目),主持

学术论文

[1] Chuying Huang. Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions. Journal of Differential Equations. 344 (2023), 325-351.

[2] Chuying Huang, Xu Wang. Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. Statistics and Probability Letters. (2023), 194.

[3] Jialin Hong, Chuying Huang, Xu Wang. Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions. IMA Journal of Numerical Analysis. 41 (2021), 1608-1638.

[4] Jialin Hong, Chuying Huang, Minoo Kamrani, Xu Wang. 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. 130 (2020), 2675-2692.

[5] Jialin Hong, Chuying Huang, Zhihui Liu. Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces. Journal of Differential Equations. 267 (2019), 1955-1971.

[6] Jialin Hong, Chuying Huang, Xu Wang. Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths. Applied Numerical Mathematics. 129 (2018), 120-136.