个人简介

Employment: --Mar.2017--Now,Associateprofessor,InstituteofComputationalMathematicsandScientific/EngineeringComputing,AcademyofMathematicsandSystemsSciences,ChineseAcademyofSciences,Beijing,China. --Jul.2011--Mar.2017,Assistantprofessor,InstituteofComputationalMathematicsandScientific/EngineeringComputing,AcademyofMathematicsandSystemsSciences,ChineseAcademyofSciences,Beijing,China. --Sep.2011-Sep.2012,Postdocresearchfellow,CSQI,DepartmentofMathematics,EcolePolytechniqueFédéraledeLausanne(EPFL),Switzerland. Awards: OutstandingYouthScienceFoundationbyNSFC,2018.(国家自然科学基金委--优秀青年科学基金) MemberofYouthInnovationPromotionAssociationbyCAS,2018.(中科院青年创新促进会会员) Top10ScientificResearchAchievementbyAMSS,2017.(十大科研进展) ChenJingrunFutureStarbyAMSS,2017.(陈景润未来之星) ExcellentYoungScholarPrizebyCSIAM,2016.(中国工业与应用数学学会优秀青年学者奖)

研究领域

UncertaintyQuantification:"uncertaintyiseverywhere",UQaimstoincludeuncertaintyinmathematicalmodelsandquantifyitseffectonoutputofinterestusedindecisionmaking.UQhasavarietyofapplications,includinghydrology,fluidmechanics,dataassimilation,andweatherforecasting.Istudythistopicwithcollaboratorsincluding:AkilNarayan(Utah),FabioNobile(EPFL),JohnJakeman(Sandia),TaoTang(SUSTech),ZhiqiangXu(CAS).Incaseyouareinterestedinthistopic,youarewelcometotakealookatmyreviewpaper(PDFinChinese),andthepaperisdedicatedtoProf.QunLin's80thbirthday. Forwardbackwardstochasticdifferentialequations(FBSDEs):whichhavecomprehensiveapplicationsinstochasticoptimalcontrol,computationalfinance,nonlinearfiltering,etc.IstudythistopicwithWenbinLiu(Kent)andWeidongZhao(SDU). Spectralmethods,Parareal,FractionalPDEs,Phasefieldmodels,etc.

Grants: Jan.2012-Dec.2015,High-performancenumericalalgorithmsforstochasticdifferentialequationsandtheirapplications,NSFC,No.91130003(Co-PI,RMB4Million重大研究计划重点项目) Jan.2013-Dec.2015,Numericalmethodsfornon-linearhyperbolicequationswithrandomparameters,NSFC,No.11201461(PI,RMB220,000,青年基金) Jan.2016-Dec.2016,Muti-symplecticmethodsanduncertaintyquantificationforSPDEs,NSFC,No.91530118(Co-PI,RMB1Million,重大研究计划重点项目延续). Jan.2016-Dec.2019,EfficientstochasticcollocationmethodswithapplicationstouncertaintyquantificationNSFC,No.11571351(PI,RMB532,000,面上基金). Jan.2017-Dec.2019,EfficientnumericalmethodsforstochasticHamiltonianPDEs,NSFC,No.91630312(Co-PI,RMB3Million,重大研究计划集成项目). Jan.2017-Dec.2019,Theoryandalgorithmsfortherecoveryofsignalsusingincompletemeasurements,NSFC,No.91630203(Co-PI,RMB2Million,重大研究计划重点项目). Jan.2018-Dec.2022,HighordermethodsforUQwithapplicationstoenvironementsciences,NSFC,No.11731006(Co-PI,RMB2.8Million,重点项目). Jan.2018-Dec.2021,SciencechallengeprojectbyCOSTIND,No.TZ2018001(RMB20Million,国防科工委挑战计划,UQ方向首席科学家). Jan.2018-Dec.2022,Thenationalkeybasicresearchprogram,No.2018YFB0704304(Co-PI,科技部国家重点研发计划). Jan.2019-Dec.2021,Uncertaintyquantification,NSFC,No.11822111(PI,RMB1.5Million,优秀青年科学基金).

近期论文

查看导师最新文章 （温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Submitted: 52,HonglinLiao,XuehuaSong,TaoTangandTaoZhou,AnalysisofthesecondorderBDFschemewithvariablestepsforthemolecularbeamepitaxialmodelwithourslopeselection,submittedtoSci.ChinaMath.,2020. 51,LiangYanandTaoZhou,Adaptivesurrogatemodelingbasedondeepneuralnetworksforlarge-scaleBayesianinverseproblems,submittedtoJ.Comput.Phys.,2020. 50,LiangYanandTaoZhou,Anaccelerationstrategyforrandomize-then-optimizesamplingviadeepneuralnetworks,submittedtoJ.Comput.Math.,2020. 49,ChaoyuQuan,TaoTangandTaoZhou,AnensemblenumericalschemefortheMaxwell'sequationswithrandominput,submittedtoInt.J.UncertaintyQuantif.,2019. 48,HonglinLiao,TaoTangandTaoZhou,Onenergystable,maximum-principlepreserving,secondorderBDFschemewithvariablestepsfortheAllen-Cahnequation,submittedtoSIAMJ.Numer.Anal.,2019. 47,JieYang,Weidong,ZhaoandTaoZhou,AunifieddiscretizationschemeforFBSDEs:stability,consistencyandconvergenceanalysis,submittedtoSIAMJ.Numer.Anal.,2019. 46,ShulinWu,TaoZhou,andXiaojunChen,AGauss-Seideltypemethodfordynamicnonlinearcomplementariityproblems,submittedtoSICON,2018. Published: 45,HonglinLiao,TaoTangandTaoZhou,Asecondorderandnonuniformtime-steppingmaximum-principlepreservingschemeforthetime-fractionalAllen-Cahnequation,toappearinJ.Comput.Phys.,2020. 44,ShulinWuandTaoZhou,Diagonalization-basedparalell-in-timealgorithmsforparabolicPDE-constrainedoptimizationproblems,toappearinESAIMCOCV,2020. 43,LingGuo,AkilNarayan,andTaoZhou,Constructingleast-squarespolynomialapproximations,toappearinSIAMReview,2020. 42,TaoTang,LilianWang,HuifangYuan,andTaoZhou,RationalspectralmethodsforPDEsinvolvingfractionalLaplacianinunboundeddomains,SIAMJ.Sci.Comput.,42-2(2020),pp.A585-A6112020. 41,YuFu,WeidongZhao,andTaoZhou,HighlyaccuratenumericalschemeforstochasticoptimalcontrolviaFBSDEs,Numer.Math.Theor.Meth.Appl.,13(2020),pp.296-319,2020. 40,TaoTang,HaijunYuandTaoZhou,Onenergydissipationtheoryandnumericalstabilityfortime-fractionalphasefieldequations,SIAMJ.Sci.Comput.41-6(2019),pp.A3757-A3778. 39,ShulinWuandTaoZhou,AccelerationoftheMGRiTalgorithmviathediagonalizationtechnique,SIAMJ.Sci.Comput.41-5(2019),pp.A3421-A3448. 38,ZhiweiFeng,JichunLi,TaoTangandTaoZhou,EfficientstochasticGalerkinmethodsforMaxwell'sequationswithrandominput,J.Sci.Comput.,80:248-267,2019. 37,LiangYanandTaoZhou,Adaptivemulti-fidelitypolynomialchaosapproachtoBayesianinferenceininverseproblems,J.Comput.Phys.,381:129-145,2019. 36,LingGuo,YongleLiu,andTaoZhou,Data-drivenpolynomialchaosexpansions:aweightedleast-squaresapproximation,J.Comput.Phys.,381:110-128,2019. 35,JieYang,WeidongZhaoandTaoZhou,ExplicitdeferredcorrectionmethodsforsecondorderFBSDEs,J.Sci.Comput.,79:1409-1432,2019. 34,LiangYanandTaoZhou,Anadaptivemulti-fidelityPC-basedensembleKalmaninversionforinverseproblems,Int.J.UncertaintyQuantif.,9(3):205-220,2019. 33,YabingSun,WeidongZhao,andTaoZhou,Anexplicit\theta-schemeformeanfieldforwardbackwardstochasticdifferentialequations,SIAMJ.Numer.Anal.,56(4),2672–2697,2018. 32,LingGuo,AkilNarayan,andTaoZhou,AgradientenhancedL_1mininizationforsparseapproximationofpolynomialchaosexpansions,J.Comput.Phys.,367:49-64,2018 31,ShulinWu,HuiZhang,andTaoZhou,Solvingtimeperiodicfractionaldiffusionequationsviadiagonalizationtechniqueandmultigrid,Numer.LinearAlgebraAppl.,25(5),e2178,2018. 30,ShulinWuandTaoZhou,Pararealalgorithmswithlocaltime-integratorsfortimefractionaldifferentialequations,J.Comput.Phys.,358:135-149,2018. 29,ZhiqiangXuandTaoZhou,AgradientenhancedL_1approachfortherecoveryofsparsetrigonometricpolynomials,Commun.Comput.Phys.,24(2018),pp.286-308. 28,LingGuo,AkilNarayan,LiangYan,andTaoZhou,WeightedapproximateFeketepoints:samplingforleast-squarespolynomialapproximation,SIAMJ.Sci.Comput.,40(1),A366–A387,2018. 27,TaoTang,HuifangYuan,andTaoZhou,HermitespectralcollocationmethodsforfractionalPDEsinunboundeddomain,Commun.Comput.Phys.,24(2018),pp.1143-1168.(SpecialissueforProf.HoudeHan's80thbirthday) 26,BoGong,WenbinLiu,TaoTang,WeidongZhao,andTaoZhou,Anefficientgradientprojectionmethodsforstochasticoptimalcontrolproblems,SIAMJ.Numer.Anal.,55(6),2982–3005,2017. 25,YuFu,WeidongZhaoandTaoZhou,Efficientsparsegridapproximationsformulti-dimensionalcoupledforwardbackwardstochasticdifferentialequations,DCDS-B,22(9),pp.3439-3458,2017. 24,JohnJakeman,AkilNarayan,andTaoZhou,Ageneralizedsamplingandpreconditionerschemeforsparseapproximationofpolynomialchaosexpansions,SIAMJ.Sci.Comput.,39-3,pp.A1114-1144,2017. 23,TaoTang,WeidongZhao,andTaoZhou,Deferredcorrectionmethodsforforwardbackwardstochasticdifferentialequations,Numer.Math.Theor.Meth.Appl.,10(2),pp.222-242,2017.(SpecialissueforProfZhenhuanTeng's80thbirthday) 22,AkilNarayan,JohnJakeman,andTaoZhou,AChristoffelfunctionweightedleastsquaresalgorithmforcollocationapproximations,Math.Comput.,(86)2017,pp.1913-1947. 21,LingGuo,AkilNarayan,TaoZhou,andYuhangChen,StochasticcollocationmethodsviaL_1minimizationusingrandomizedquadratures,SIAMJ.Sci.Comput.,39-1,pp.A333-A359,2017. 20,ShulinWuandTaoZhou,Fastpararealiterationsforfractionaldiffusionequations,J.Comput.Phys.,329:210-226,2017. 19,TaoKong,WeidongZhao,andTaoZhou,HighordernumericalschemesforsecondorderFBSDEswithapplicationstostochasticoptimalcontrol,Commun.Comput.Phys.,(21)2017,pp.808-834. 18,YuFu,WeidongZhao,andTaoZhou,Multistepschemesforforwardbackwardstochasticdifferentialequationswithjumps,J.Sci.Comput.,Volume69,Issue2,pp651–672,2016. 17,HehuXieandTaoZhou,AmultilevelfiniteelementmethodforFredholmintegraleigenvalueproblems,J.Comput.Phys.,303(2015),pp.173-184. 16,TaoKong,WeidongZhao,andTaoZhou,ProbabilistichighordernumericalschemesforfullynonlinearparabolicPDEs,Commun.Comput.Phys.,(18)2015,pp.1482-1503. 15,EleonoraMusharbash,FabioNobileandTaoZhou,ErroranalysisofthedynamicallyorthogonalapproximationoftimedependentrandomPDEs,SIAMJ.Sci.Comput.,37-2,pp.A776–A810,2015. 14,AkilNarayanandTaoZhou,Stochasticcollocationmethodsonunstructuredmeshes,Commun.Comput.Phys.,18(2015),pp.1-36. 13,TaoZhou,AkilNarayan,andDongbinXiu,Weighteddiscreteleast-squarespolynomialapproximationusingrandomizedquadratures,J.Comput.Phys.,(298)2015,pp.787-800. 12,ShulinWuandTaoZhou,Convergenceanalysisforthreepararealsolvers,SIAMJ.Sci.Comput.37-2(2015),pp.A970-A992. 11,TaoTangandTaoZhou,Discreteleastsquareprojectioninunboundeddomainwithrandomevaluationsanditsapplicationtoparametricuncertaintyquantification,SIAMJ.Sci.Comput.,36(5),pp.A2272–A2295,2014. 10,ZhiqiangXuandTaoZhou,Onsparseinterpolationandthedesignofdeterministicinterpolationpoints,SIAMJ.Sci.Comput.36-4(2014),pp.A1752-A1769. 9,TaoZhou,AkilNarayanandZhiqiangXu,Multivariatediscreteleast-squaresapproximationswithanewtypeofcollocationgrid,SIAMJ.Sci.Comput.,36-5(2014),pp.A2401–A2422. 8,WeidongZhao,YuFuandTaoZhou,Newkindsofhigh-ordermulti-stepschemesforforwardbackwardstochasticdifferentialequations,SIAMJ.Sci.Comput.36-4(2014),pp.A1731-A1751. 7,TaoZhou,Astochasticcollocationmethodfordelaydifferentialequationswithrandominput,Adv.Appl.Math.Mech.,(6)2014,pp.403-418, 6,ZhenGaoandTaoZhou,Choiceofnodalsetsforleastsquarepolynomialchaosmethodwithapplicationtouncertaintyquantification,Commun.Comput.Phys.,16:365–381,2014. 5,TaoZhouandTaoTang,Galerkinmethodsforstochastichyperbolicproblemsusingbi-orthogonalpolynomials,J.Sci.Comput.51(2012),pp.274-292. 4,TaoZhouandTaoTang,Convergenceanalysisforspectralapproximationtoascalartransportequationwitharandomwavespeed,J.Comput.Math.,30(2012),pp.643-656. 3,TaoZhou,StochasticGalerkinmethodsforellipticinterfaceproblemswithrandominput,J.Comput.&App.Math.,236(2011),pp.782-792. 2,TaoTangandTaoZhou,Convergenceanalysisforstochasticcollocationmethodstoscalarhyperbolicequations,Commun.Comput.Phys.,8(2010),pp.226-248. 1,TaoZhouandTaoTang,NoteoncoefficientmatricesfromstochasticGalerkinmethodsforrandomdiffusionequations,J.Comput.Phys.,229(2010),pp.8225-8230.