郭谦
教授
研究领域
研究兴趣:随机微分方程的数值算法及其应用,生物医学问题的建模与计算
科研项目: 国家自然科学基金面上项目、国家自然科学基金青年基金、上海市自然科学基金等。
学术兼职
上海市工业与应用数学学会理事
近期论文
ZhanW.J.;GaoY.;GuoQ.;YaoX.F.ThepartiallytruncatedEuler–Maruyamamethodfornonlinearpantographstochasticdifferentialequations,AppliedMathematicsandComputation,2019,346:109~126. Guo,Q.;Liu,W.;Mao,X.R.AnoteonthepartiallytruncatedEuler–Maruyamamethod,AppliedNumericalMathematics,2018,130:157~170. Guo,Q.;Liu,W.;Mao,X.R.;ZhanW.J.Multi-levelMonteCarlomethodswiththetruncatedEuler–Maruyamaschemeforstochasticdifferentialequations,InternationalJournalofComputerMathematics,2018,95:1715~1726. Guo,Q.;Liu,W.;Mao,X.R.;Yue,R.X.ThetruncatedMilsteinmethodforstochasticdifferentialequationswithcommutativenoise,JournalofComputationalandAppliedMathematics,2018,338:298~310. Guo,Q.;Mao,X.R.;Yue,R.X.ThetruncatedEuler–Maruyamamethodforstochasticdifferentialdelayequations,NumericalAlgorithms,2018,78:599~624. Guo,Q.;Liu,W.;Mao,X.R.;Yue,R.X.ThepartiallytruncatedEuler–Maruyamamethodanditsstabilityandboundedness,AppliedNumericalMathematics,2017,115:235~251. Guo,Q.;Qiu,M.M.;Mitsui,T..Asymptoticmean-squarestabilityofexplicitRunge–KuttaMaruyamamethodsforstochasticdelaydifferentialequations.JournalofComputationalandAppliedMathematics,2016,296:427~442. Guo,Q.;Mao,X.R.;Yue,R.X.Almostsureexponentialstabilityofstochasticdifferentialdelayequations.SIAMJournalonControlandOptimization,2016,54:1919~1933. Guo,Q.;LiH.Q.;ZhuY.Theimprovedsplit‐stepθmethodsforstochasticdifferentialequation.MathematicalMethodsintheAppliedSciences,2014,37:2245~2256.