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教师简介

 

郭旭    Xu Guo

博士,教授,博士生导师

岩土与结构工程研究中心,齐鲁青年学者,泰山学者青年专家

电子邮箱:guoxu1014@163.com

主要从事:数值计算与数值分析、数学建模、大数据模型计算、岩土工程交叉应用、偏微分方程及反演模型等的科研教学工作

 

个人简介(中文版):

教育背景:

2012 - 2015,香港浸会大学,应用数学专业,博士
导师: Prof. Leevan LING / Prof. Tao Tang

2011 - 2012,香港城市大学/法国巴黎九大,金融与精算数学,硕士
导师: Prof. Yiu-Chung HON Benny

2007 - 2011,山东大学,金融数学与金融工程专业,学士

 

工作履历:

2019.10 - 至今,山东大学岩土与结构工程研究中心,教授博士生导师
2018.09 - 2019.09,香港中文大学数学系,博士后/研究员
2017.06 - 2018.09,香港浸会大学数学系,博士后/研究员
2016.01 - 2017.05,美国南卡罗来纳大学数学系,博士后/副研究员
2015.10 - 2015.12,香港浸会大学数学系,研究助理

 

研究方向:

1. 高精度数值计算与数值分析

2. 大数据建模与计算

3. 基于科学计算的岩土工程交叉应用研究

4. 偏微分方程及反演模型的计算问题

5. 不确定性量化

 

科研项目 (Research grant):

1. 国家自然科学基金青年项目:对一类分数阶扩散方程的快速算法及其不确定性量化问题的研究25万人民币,2020.01-2022.12,主持

2. 山东大学齐鲁青年学者项目:计算数学与智能岩土工程, 100万人民币,2019.10-2024.09,主持

3. 美国国防部ONR MURI项目:Fractional PDEs for Conservation Laws and Beyond: Theory, Numberics and Applications, 33.74万美元,2015.09-2018.09,参与

4. 香港政府RGC项目:Heat Kernels for High Step Subelliptic Operators, 59.30万港币,2014.01-2016.12,参与

5. 香港政府RGC项目:Heat Kernel Asymptotics for Hormander Type Operators, 45.13万港币,2015.09-2018.08,参与

6. 香港政府RGC项目:The index theorem for subelliptic operators on contact manifolds —A heat kernel approach, 48.85万港币,2016.09-2019.08,参与

 

研究生招生(硕士、博士研究生):

要求学生科研理论知识扎实,会编程,刻苦认真,性格乐观开朗,积极向上。欢迎从事数学与统计、岩土工程、地球物理、力学等方面的学生报考。

 

发表论文(Peer-reviewed articles):

2020

1. M. Bellalah, X. Guo, S. Wu, D. Zhang*, General equilibrium with heterogeneous participants and Continuous consumption with information costs and short selling constraints, Annals of Operations Research, 2020, in press.

2. B. Gao, R. Wang, C. Lin, X. Guo*, B. Liu, W. Zhang, TBM penetration rate prediction based on the long short-term memory neural network, Underground Space, 2020, in press, https://doi.org/10.1016/j.undsp.2020.01.003.

3. R. Wang, X. Guo, J. Li, J. Wang, L. Jing, A. Liu, X. Xu*, A mechanical method for predicting TBM penetration rates, Arabian Journal of Geosciences, 13(2020), https://doi.org/10.1007/s12517-020-05305-x

4. X. Guo, Y. Li*, and T. Zeng, A finite difference scheme for Caputo-Fabrizio fractional differential equations, International journal of numerical analysis and modeling, 17(2020), 195–211.

5. N. Du, X. Guo*, H. Wang, Fast upwind and Eulerian-Lagrangian control volume schemes for a time-dependent space-fractional advection-dispersion equation, The Journal of Computational Physics, 405(2020), 109127.

6. N. Du, X. Guo*, H. Wang, A fast state-based peridynamic numerical model, Communications in Computational Physics, 27(2020), 274–291.

7. B. Liu, R. Wang, G. Zhao, X. Guo, Y. Wang, J. Li, S. Wang*, Prediction of rock mass parameters in the TBM tunnel based on BP neural network integrated simulated annealing algorithm, Tunnelling and Underground Space Technology, 95(2020), 103103.

 

2019

1. B. Liu, R. Wang, Z. Guan, J. Li, Z. Xu, X. Guo*, Y. Wang, Improved support vector regression models for predicting rock mass parameters using tunnel boring machine driving data, Tunnelling and Underground Space Technology, 91(2019), 102958.

2. J. Gao, M. Zhao, N. Du, X. Guo, H. Wang*, J. Zhang, A finite element method for space-time directional fractional diffusion partial differential equations in the plane and its error analysis, Journal of Computational and Applied Mathematics, 362(2019), 354–365.

 

2018

1. X. Guo, Y. Li*, and H. Wang, A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model, SIAM Journal on Scientific Computing40 (2018),  A3322–A3343.

2. X. Guo, Y. Li*, and H. Wang, Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process, Computers and Mathematics with Applications76 (2018), 1500–1514. 

3. P. Chakraborty*, X. Guo, and H. Wang, Stable Lévy diffusion and related model fitting, Modern Stochastics: Theory and Applications, 2018, 1–21.

4. X. Guo, Y. Li*, and H. Wang, A fourth order scheme for space fractional diffusion equations, The Journal of Computational Physics, 373 (2018), 410–424.

5. X. Guo, Y. Li*, and H. Wang, A fast finite difference method for tempered fractional diffusion equations, Communications in Computational Physics, 24 (2018), 531–556.

6. X. Guo*, and L. Ling, Evaluation finite moment log-stable option pricing by a spectral method, NUMERICAL MATHEMATICS: Theory, Methods and Applications, 11 (2018), 437–452.

 

2018年以前

1. X. Guo, and Y. Li*, Valuation of American options under the CGMY model, Quantitative Finance, 16 (2016), 1529–1539.

2. X. Guo, and H. Wang*, Dividends sharing convertible bonds pricing and numerical evaluation, Mathematical Problems in Engineering, 2013, 932579.

 

联系方式:

通讯地址:山东省济南市经十路17922 山东大学岩土与工程结构中心

邮编:250061
电子邮箱guoxu1014@163.com

 

 

 

 

ResumeEnglish version):

 

Xu Guo

PhD, Professor

Geotechnical and Structural Engineering Research Center

Email: guoxu1014@163.com

Research areas: Scientific Computing, Mathematical Modelling, Big Data, Fractional Partial Differential Equations

 

Education

2012– 2015, Ph.D. in Applied Mathematics, Hong Kong Baptist University
Supervisor Professor Leevan Ling / Professor Tao Tang

2011 – 2012, M.Sc. in Mathematics for Finance and Actuarial Science, Université Paris-Dauphine / City University of Hong Kong

Supervisor Prof. Yiu-Chung HON Benny

2007 – 2011, B.Sc. in Financial Mathematics and Financial Engineering, Shandong University

 

Professional experience

2019.10 – present, Geotechnical and Structural Engineering Research Center, Shandong UniversityProfessor
2018.09 – 2019.09, Department of Mathematics, The Chinese University of Hong Kong, Postdoctoral Research Fellow
2017.06 – 2018.09, Department of Mathematics, Hong Kong Baptist University, Postdoctoral Research Fellow
2016.01 - 2017.05, Department of Mathematics, University of South Carolina, Postdoctoral Research Fellow
2015.10 - 2015.12Department of Mathematics, Hong Kong Baptist University, Research Assistant

 

Research interest

1. Scientific computing

2. Mathematical Modelling

3. Big Data

4. Fractional Partial Differential Equations

 

Graduate student recruitment

Students with quantitative backgrounds and experience in either Mathematics or geophysics (or both!!) are encouraged to apply. Please contact me if you are interested in joining my research group.

 

Contact information

Mailing address: 
Jingshi Rd 17922
Geotechnical and Structural Engineering Research Center
Shandong University, Qianfoshan Campus
Jinan, Shandong province 250061

Email: guoxu1014@163.com

 

 

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