Research Interests:
Multi-scale modeling and simulation on porous media and composite; Computational Finance; Numerical Methods for G-expectation.
Education:
Sept. 1984 – June 1988 BS, Soochow University Major: Mathematical Education
Sept. 1988 – June 1991 MS, Soochow University Major: Applied Mathematics
Sept. 1995 – June 1998 PhD, Soochow University Major: Applied Mathematics Supervisor: Professor Lishang Jiang
Experience:
July 2009 −− Present Professor Dept. of Math., Soochow University
July 2006 −− July 2009 Professor Dept. of Math., Univ of Sci and Tech of China
Sep. 1991 −− June 2006 Lecturer/Associate Professor/Professor Dept. of Math., Soochow University
July 2000 −− July 2002 Post-doc Fellow Institute of Computational Mathematics, Chinese Academy of Sciences
Publication (selected papers):
Min Dai, Ling Tang and Xingye Yue, Calibration of stochastic volatility models: A Tikhonov regularization approach, JEDC, 64, 66-81, 2016.
Haitao Cao and Xingye Yue, Homogenization of Richards equation of van Genuchten-Mualem model, J. Math. Anal. Appl., 412, 391-400, 2014.
Lei Ge, Xiaosong Qian and Xingye Yue, Explicit formulas for pricing creditlinked notes with counterparty risk under reduced-form framework, IMA Journal of Management Mathematics, doi: 10.1093/imaman/dpt028, 2014
Tao Yu and Xingye Yue, Residual-free bubble methods for numerical homogenization of elliptic problems, Commun. Math. Sci., 9(4), 1163 -1176, 2011.
Xingye Yue and Weinan E, The local microscale problem in the multiscale modeling of strongly heterogeneous media: effect of boundary conditions and cell Size, J. Comput. Phys., 222(2), 556 - 572, 2007.
Xingye Yue and Weinan E, Numerical methods for multiscale transport equations and application to two phase porous media flow, J. Comput. Phys., 210(2), 656-675, 2005.
Zhiming Chen and Xingye Yue, Numerical homogenization of well singularities in the flow transport through heterogeneous porous media. Multiscale Modeling and Simulation, 1(2), 260-303, 2003.
