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个人简介:

专业应用数学         邮箱: cszemath@swufe.edu.cn 办公地址致知园教师办公室311

学术主页:https://www.researchgate.net/profile/Shanzhen_Chen2


教育背景:  

2013.092014.09  Queensland University of Technology, School of Mathematical Science, 联合培养    

2010.092015.07   山东大学,数学学院,理学博士


研究方向  

(1)分数阶微积分理论及其应用,分数阶微分方程数值解


工作和研究经历  

2016.10至今    正规外围买球app,外围买球app平台  副教授

2015.072016.10  正规外围买球app,经济数学学院  讲师


代表性论文 (选列10篇)                                                              

1. H. Zhang, F. Liu, I. Turner, S. Chen and Q. Yang, Numerical simulation of a Finite Moment Log Stable model for a European call option, Numerical Algorithms, 75(2017) 569-585.

2. S. Chen, X.Y. Jiang, Parameters estimation for a new anomalous thermal diffusion model in layered media, Computers and mathematics with applications,73(2017) 1172-1181.

3. S. Chen, F. Liu, X. Jiang, I. Turner, K. Burrage, Fast finite difference approximation for identifying parameters in a two-dimensional space-fractional nonlocal model with variable diffusivity coefficients, SIAM Journal on Numerical Analysis, 54(2016) 606-624.

4. W. Fan, X. Jiang, S. Chen, Parameter estimation for the fractional fractal diffusion model based on its numerical solution, Computers and Mathematics with Applications, 71 (2016) 642-651.

5. H. Zhang, F. Liu, I. Turner, S. Chen, The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option, Applied Mathematical Modelling, 40 (2016) 5819-5834.

6. S. Chen, X. Jiang, F. Liu, I. Turner, V. Anh, High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation, Journal of Computational and Applied Mathematics, 278 (2015) 119-129.

7. S. Chen, F. Liu, X. Jiang, I. Turner, A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients, Applied Mathematics and Computation, 257 (2015) 591-601.

8. X. Gao, X. Jiang, S. Chen, The numerical method for the moving boundary problem with space-fractional derivative in drug release devices, Applied Mathematical Modelling, 39 (2015) 2385-2391.

9. X. Hu, S. Chen, Q. Chang, Fourth-order compact difference schemes for 1D nonlinear Kuramoto-Tsuzuki equation, Numerical Methods for Partial Differential Equations, 31 (2015) 2080-2109.

10. S. Chen, X. Jiang, Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus, Physica A: Statistical Mechanics and its Applications, 391(2012) 3865- 3874.


所教课程

本科生:概率论      线性代数     高等代数I   数值分析

研究生: 衍生证券数值PDEs方法        数值分析与计算I


承担和参与的科研项目

1. 国家自然科学基金青年项目(No. 11701467): 反常传热传质分数阶移动边界模型中多参数数值反演算法的研究(2018.01-2020.12),主持,在研.

2. 国家自然科学基金委专项天元基金(No. 11626192): 复合介质中分数阶反常热传导模型多参数数值反演算法的研究(2017.01-2017.12),主持,在研.

3. 国家自然科学基金面上项目(No.11671323): 复杂衍生品定价的新型拉氏变换方法(2017.01-2020.12), 参与, 在研.

4. 国家自然科学基金面上项目(No. 11472161): 基于分数阶微积分理论的粘弹性本构模型参数反演及应用(2015.01-2018.12), 参与, 在研.

5. 国家自然科学基金委重大研究计划/培育项目(No.91130017): 基于分数阶微积分理论的复杂生物网络传输的动力学模型及算法研究(2012.01-2014.12), 参与, 已结题.