頭像
曹婉容
教授
beat365
計算數學系
電話:
郵箱:
wrcao@seu.edu.cn
地址:
湖區圖書館北五樓547-2
郵編:
211189
  • 曹婉容,教授,博士生導師. 2004年在哈爾濱工業大學獲得理學博士學位後,加入beat365正版唯一數學系。2008年晉升為副教授、碩士生導師。2010年9月至2011年8月獲國家留學基金委資助訪問布朗大學應用數學系,并分别于2012年5月到8月、2013年6月到8月、2014年6月到8月、2015年6月到7月作為訪問副教授在布朗大學應用數學系進行學術研究與交流合作。累積發表學術論文 40 餘篇,其中被SCI收錄30 餘篇,他引 600 餘次. 主講《金融模型及計算》、雙語《數值分析》、《數值代數》、《計算方法》,以及研究生《随機微分方程數值解》、《數值分析》等課程,參編教學參考書《數值分析全真試題解析》(2009-2014).
    本人的研究方向為微分方程數值解. 目前的研究興趣為随機微分方程、分數階微分方程及延遲微分方程的高效數值方法,包括數值方法的建立、收斂性與穩定性分析、剛性及非線性問題的數值算法,以及生物、控制、金融等領域中相關應用問題的數值模拟與大規模計算等. 目前主持在研國家自然科學基金項目一項。
    歡迎對上述研究方向感興趣的同學報考我的碩士研究生、博士研究生,也歡迎已取得博士學位的青年學者加入我們的課題組做博士後。
  • 已發表論文:

    39. Shengyue Li, Wanrong Cao*, Yibo Wang, On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffffusion equation,Computers and Mathematics with Applications, 107 (2022), 104-116. 

    38. Yibo Wang, WanrongCao*, Shengyue Li, A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation, Applied Numerical Mathematics, 177 (2022), 18–33.  

    37. WanrongCao, Zhaopeng Hao, Zhongqiang Zhang*, Optimal strong convergence of finite element methods for one-dimensional stochastic elliiptic equations with fractional noise, Journal of Scientific Computing, 91 (1) (2022), DOI: 10.1007/s10915-022-01779-x.  

    36. Yufen Liu, Wanrong Cao*, Yuelin Li, Split-step balanced theta-method for SDEs with non-globally Lipschitz continuous coefficientsApplied Mathematics and Computation, 413 (2022), 126437, DOI: 10.1016/j.amc.2021.126437, 2022. 

    35. Shengyue LiWanrong Cao*Zhaopeng Hao, An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solutionInternational Journal of Computer Mathematics, 99 (2) (2022), 274-291. 

    34. Pang, Guofei*, Cao, Wanrong, Pseudo-likelihood estimation for parameters of stochastic time-fractional diffusion equations, Fractal and Fractional, 5 (3) (2021), DOI: 10.3390/fractalfract5030129.

    33. Hong Sun, Wanrong Cao*, A fast temporal second-order difference scheme for the time-fractional subdiffusion equation, Numerical Methods for Partial Differential Equations, 37 (3) (2021), 1825-1846.

    32. Wanrong Cao*, Jia Liang, Yufen Liu, On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditionsJournal of Computational and Applied Mathematics382 (2021), 113079.

    31. Zhaopeng Hao, Wanrong Cao* and Shengyue Li, Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity, Numerical Algorithms, 86 (3) (2021), 1071-1087,  DOI: 10.1007/s11075-020-00923-8. 

    30. Jinye Shen, Zhizhong Sun, Wanrong Cao*, A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation, Applied Mathematics and Computation, 361 (2019), 752-765. 

    29. 李學豔,曹婉容*, 分數階布朗運動驅動的随機延遲微分方程數值解,高等學校計算數學學報39 (4) (2017), 289-315.  

    28. Zhaopeng Hao, Wanrong Cao*,An improved algorithm based on finite difference schemes for fractional  boundary value problems with nonsmooth solution, Journal of Scientific Computing, 73 (1) (2017), 395-415. 

    27. Zhaopeng Hao, Wanrong Cao*, Guang Lin, A second-order difference scheme for the  time fractional substantial diffusion equation, Journal of Computational and Applied Mathematics, 313 (2017), 54-69.  

    26. Wanrong Cao*, Fanhai Zeng, Zhongqiang zhang, George Em Karniadakis,  Implicit-Explicit difference schemes for nonlinear fractional differential equations with nonsmooth solutions, SIAM J. Sci. Comput., 38 (5) (2016), A3070-A3093. 

    25. Zhaopeng Hao, Kai Fan, Wanrong Cao*, Zhizhong Sun, A finite difference scheme for semilinear space-fractional diffusion equations with time delay, Applied Mathematics and Computation, 275 (2016), 238-254. 

    24. Xiuping Li, Wanrong Cao*, On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations, Applied Mathematics and Computation, 261 (2015), 373-381. 

    23. Wanrong Cao*, Zhongqiang zhang, George Em Karniadakis, Time-splitting schemes for fractional differential equations I: Smooth solutions, SIAM J. Sci. Comput.,37 (2015), A1752–A1776.

    22. Wanrong Cao, Zhongqiang zhang, George Em Karniadakis*, Numerical methods for stochastic delay differential equations via the Wong-Zakai approximation, SIAM J. Sci. Comput., 37 (2015), A295-A318.

    21. Zhaopeng Hao, Zhizhong Sun*, Wanrong Cao, A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys., 281 (2015), 787–805.

    20. Zhaopeng Hao, Zhizhong Sun*, Wanrong Cao, A three-level linearized compact difference scheme for the Ginzburg-Landau equation, Numerical Methods for Partial Differential Equations, 31(3) (2015), 876-899. 

    19. Wanrong Cao*, Peng Hao, Zhongqiang Zhang, Split-step theta-method for stochastic delay differential equations, Appl. Num. Math., 76 (2014), 19-33. 

    18. Mohsen Zayernouri,Wanrong Cao, Zhongqiang zhang, George Em Karniadakis*, Spectral and discontinuous spectral element methods for fractional delay equations, SIAM J. Sci. Comput., 36 (2014), B904-B929.

    17. Wanrong Cao*, Zhongqiang Zhang, On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations, J. Comput. Appl. Math., 245 (2013), 182-193. 

    16. Wanrong Cao*, Zhongqiang Zhang, Simulations of two-step Maruyama methods for nonlinear stochastic delay differential equations, Adv. Appl. Math. Mech., 4 (2012), 821-832. 

    15. Wanrong Cao*, Zhizhong Sun.Maximum norm error estimates of Crank- Nicolson scheme for solving a linear moving boundary problem, J. Comput. Appl. Math., 234 (2010), 2578-2586.

    14. Wanrong Cao*, T-stability of the semi-implicit Euler method for delay differential equations with   multiplicative noiseApplied Mathematics and Computation, 216 (2010), 999-1006. 

    13. Ri Du*, Wanrong Cao, Zhizhong Sun, A compact difference scheme for  the fractional diffusion- wave equation, Appl. Math. Model., 34 (2010), 2998-3007.

    12. 郝朝鵬,曹婉容*,求解随機延遲微分方程的分步向前Euler方法,黑龍江大學自然科學學報30 (2013), 1-7. 

    11. Wanrong Cao. T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise, Appl. Math. Comput., 216 (2010), 999-1006.

    10. Wanrong Cao, Zhizhong Sun. Maximum norm error estimates of Crank-Nicolson scheme for solving a linear   moving boundary problem, J. Comput. Appl. Math., 234 (2010), 2578-2586.

    9. Zhencheng Fan, Mingzhu Liu*, Wanrong Cao. Existence and uniqueness of the solutions and convergence of    semi-implicit Euler methods for stochastic pantograph equations, J. Math. Anal. Appl., 325 (2007),  1142-1159.

    8. Wanrong Cao*. Local convergence of semi-implicit Euler method for a linear stochastic differential delay equation, Journal of natural science of Heilongjiang University, 24 (1) (2007), 97-99,104. (in Chinese)

    7. Wanrong Cao*Jingjun Zhao, Mingzhu Liu. NGPG-stability of implicit Runge-Kutta method for neutral differential equations with pantograph delay, Journal of system simulation, 19 (2007), 2698-2700, 2705. (in Chinese)

    6. Wanrong CaoMingzhu Liu*. Stability of semi-implicit Milstein method for stochastic differential delay equations, Journal of Harbin Institute of Technology, 37 (4) (2005), 446-448. (in Chinese)

    5. Wanrong CaoMingzhu Liu*. T-Stability of Euler-Maruyama method for stochastic differential delay equations, Journal of Harbin Institute of Technology, 37 (3) (2005), 303-305, 309. (in Chinese)

    4. Wanrong Cao, Mingzhu Liu*, Zhencheng Fan. MS-stability of the Euler-Maruyama method for stochastic differential delay equations, Appl. Math. Comput., 159 (2004), 127-136.

    3. Mingzhu Liu*, Wanrong Cao, Zhencheng Fan. Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation, J. Comput. Appl. Math., 170 (2004), 255-268.

    2. Jingjiu Zhao*, Wanrong Cao, Mingzhu Liu. Asymptotic stability of Runge-Kutta methods for the pantograph equations, J. Comput. Math., 22 (2004), 523-534.

    1. Wanrong CaoJingjun Zhao*, Mingzhu Liu. Stability of new block θ-method for neutral differential   equation with pantograph delay, Journal of system simulation, 15 (6) (2003), 807-809, 822. (in Chinese)



    出版的教材或教輔用書:

    曹婉容,杜睿,吳宏偉,孫志忠,數值分析全真試題解析,beat365正版唯一出版社,2017




  • 科研項目:

    主持國家自然科學基金面上項目,12071073求解分數布朗運動驅動的幾類随機微分方程的數值方法2021/01-2024/12;

    主持國家自然科學基金面上項目,11671083、求解剛性及非線性随機延遲微分方程的數值方法、2017/01-2020/12;

    參與國家自然科學基金面上項目,11271068、空間分數階偏微分方程高精度快速算法的研究、2013/01-2016/12 (排名第二);

    主持國家自然科學基金青年基金項目,10901036、求解随機延遲微分方程的多步方法、2010/01-2012/12;

    參與國家自然科學基金面上項目,10771033、橢圓型方程反問題及數值解、2008/01-2010/12 (排名第四).


    教改項目:


    1. 工科研究生《數值分析》教學改革與實踐 (No. JGLX18_080), 省級,2018;

    2. 數值分析雙語教學與實踐 (三類課程), 校級, 2014;

    3. 高等數值分析教學改革與實踐, 校級, 2013. 


    榮譽:

    1. 2021年獲校級研究生教學成果獎二等獎(排二);

    2. 2018年獲中泰國立獎教金二等獎;

    3. 2014年獲beat365正版唯一教學獎勵金二等獎;

    4. 2009年獲新城科技園教學獎勵金;

    5. 2007年獲黑龍江省科學技術二等獎.


    研究生指導:

    碩士生在讀3名:

    徐秋紅(2020級)

    肖靜婕(2021級)

    許铖镪(2021級)


    博士生在讀5名:

    李勝悅(2018秋博、2022年6月畢業)

    劉玉芬(2019碩博連讀)

    李豔(2020秋博)

    王藝博(2021春博)

    鄧楠(2022春博)


    畢業9名:

    鄧楠 (2019級碩)  beat365正版唯一讀博

    朱美瑾(2018級碩)  河南省南陽市委(選調生)

    梁佳 (2016級碩)  北京市IT行業、機器學習/算法工程師

    趙景寶(2014級碩)  金陵中學仙林分校教師

    李學豔(2013級碩)  江蘇省無錫市中學教師

    佟振光(2012級碩)  南京市IT行業、軟件開發

    洪會粉(2012級碩)  beat365正版唯一數學系博士畢業、現為南京郵電大學教師

    李秀萍(2011級碩)  首都經貿大學經濟管理專業博士畢業、現為山東師範大學教師

    郝朝鵬(2010級碩)  beat365正版唯一數學系博士畢業、美國伍斯特理工學院博士畢業、現為普渡大學訪問助理教授



  • 1. 本人為以下國際學術期刊的長期審稿人:


    Journal of Computational and Applied Mathematics

    Journal of Computational Physics

    Applied Mathematics and Computation

    Applied Mathematics Letters

    Applied Mathematical Modelling

    Applied Numerical Mathematics

    Computers and Mathematics with Applications

    Nonlinear Analysis: Hybrid Systems

    International Journal of Computer Mathematics


    2. 本人為中國仿真學會仿真算法專業委員會委員;江蘇省工業與應用數學學會秘書長.


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