CAM Digest, 星期六, 2022年 04月02日

本期编辑:

    周涛
    中国科学院数学与系统科学研究院
    tzhou@lsec.cc.ac.cn

    周知
    香港理工大学应用数学系
    zhizhou@polyu.edu.hk

内容提要:

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美国工业与应用数学学会2022年会士名单揭晓,四位华人科学家入选

URL: https://sinews.siam.org/Details-Page/siam-announces-class-of-2020-fellows
 
据美国工业与应用数学学会(Society for Industrial and Applied Mathematics,简称SIAM)官网报道,
2022年3月31日,美国工业与应用数学学会公开宣布了2022年会士名单,26人当选新晋会士(SIAM FELLOW)。
 
四位华人获此殊荣,他们分别是:
 
Weizhu Bao, National University of Singapore, is being recognized for modeling and simulation for
Bose-Einstein condensation and multiscale methods and analysis for highly oscillatory dispersive PDEs.
 
Zhiming Chen, Chinese Academy of Sciences, is being recognized for significant contributions to adaptive
finite element methods, multiscale analysis and computation, and seismic imaging.
 
Fang-Hua Lin, New York University, is being recognized for significant contributions to our understanding
of the properties of solutions throughout nonlinear partial differential equations.
 
Hongkai Zhao, Duke University, is being recognized for seminal contributions to scientific computation,
numerical analysis, and applications in science and engineering.
 
美国工业与应用数学学会(SIAM)成立于1952年,是致力于促进数学在工业、科学等领域
中应用的非营利组织,它拥有14000多名个人会员、近500个学术、制造、研发、咨询服务、
政府、军事组织等单位会员。它的宗旨是:促进数学和计算科学在工程、工业、科学和社会
中的应用;推进可为科学、工程、工业和社会领域带来新的、有效的数学和计算方法的研究;
为数学家、工程师和科学家之间加强交流提供平台。
 
自2009年开始,SIAM每年评选出一部分在应用数学和计算科学领域理论及应用方面拥有杰
出成果并对SIAM的发展做出卓越贡献的优秀会员为会士,以进一步提高应用数学和计算科
学的社会影响力。

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【报告信息】吉大数学学科创建70周年系列活动 | 天元杰出讲堂

来源:中国工业与应用数学学会网站
 
URL: https://csiam-bdai2022.casconf.cn/page/1468028051018354688
 
报告题目:持之以恒 攀登不止
 
讲座嘉宾:袁亚湘 院士 中国科学院数学与系统科学研究院
 
报告时间:2022年4月3日 18:30-20:00
 
报告地点:腾讯会议(会议ID:135-317-926)
 
主办单位:科学技术协会  国家天元数学东北中心  吉林大学数学学院
 
报告人简介
 
袁亚湘,中国科学院院士,中科院数学与系统科学研究院研究员。现任全国政协常委、中国
科协副主席、国际工业与应用数学联合会主席、发展中国家科学院院士、巴西科学院通讯院
士、美国数学会首届会士、美国工业与应用数学学会会士。
 
袁亚湘院士在非线性优化计算方法、信赖域方法、拟牛顿方法、共轭梯度法等领域做出了突
出贡献,1999年在国际工业与应用数学大会上做一小时报告,2014年被国际数学联盟邀请在
韩国举办的国际数学家大会上做45分钟报告。袁亚湘院士曾获“中国科学院青年科学家奖”一
等奖、首届“冯康科学计算奖”、第三届“中国青年科学家奖”、“国家杰出青年基金”、“中国十大
杰出青年”、科技部“国家重点实验室计划先进个人奖”、“国家自然科学奖”二等奖、中国数学
会“陈省身数学奖”、发展中国家科学院数学奖、中国工业与应用数学学会“苏步青奖”、“何梁
何利科技进步奖”以及美国工业与应用数学学会“杰出贡献奖”等。

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【会议信息】Sixth PKU-NUS Annual International Conference on Quantitative Finance and Economics

URL: http://english.math.pku.edu.cn/conferences/296.html
 
The 6th PKU-NUS Annual International Conference on Quantitative Finance and Economics
(14 – 15 May 2022, Beijing,China), will be jointly organized by:
 
1. Key Laboratory of Mathematical Economics and Quantitative Finance, Peking University
2. HSBC Business School, Peking University
3. Risk Management Institute, National University of Singapore
 
This international conference aims to provide a platform for researchers and practitioners from academia
and industry to enhance their quantitative finance techniques, explore the latest investment strategies
and manage the fundamental regulatory changes in the financial sector.
 
Programme (14 – 15 May)
 
The scientific programme will follow the format of an academic conference. It will consist of submitted
papers on the theme of quantitative finance and economics, to be reviewed and selected by an international
panel of experts. Submitted papers must represent original and unpublished research. Concurrent sessions
will be devoted to the dissemination of scientific findings. Suggested topics of interest include, but are not limited to:
 
· Actuarial Science
· Algorithmic trading
· Computational finance
· Financial modelling
· Governance
· Liquidity and credit risk
· Portfolio selection
· FinTech
· Macroeconomics
· Mathematical economics
· Mean field game theory
· Microeconomics
· Monetary economics
 
Paper Submission and Registration method
 
Full paper is not required but submissions should include abstract of the paper. The submission deadline
is 1 April 2022.The authors will be notified of the review committee's decision by 8 April 2022.
Submissions may be made via the conference website: https://english.phbs.pku.edu.cn/nus/.
If you have any queries, please contact Cao Jin at lmeqf@gsm.pku.edu.cn.
There are no registration fees for the conference.

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【短期课程】量化金融基本模型及方法讲习班

来源:国家天元数学西北中心网站
 
URL:  http://xiammt.xjtu.edu.cn/info/1052/3164.htm
 
国家天元数学西北中心定于4月19日-24日在线上举办“量化金融基本模型及方法讲习班”。该活
动是中心2022“随机分析与量化金融”主题活动年第二场讲习班,由中科院数学与系统科学研究
院巩馥洲研究员、西安交通大学陈志平教授、刘嘉副教授担任活动召集人,共开设“AI与金融
工程”、“算法交易与在线投资组合选择”和“金融风险度量、控制与优化”三门课程。讲习班邀请
数学与金融交叉领域知名专家授课,希望帮助该领域的青年学者巩固基础知识、完善知识结构、
提高研究水平。
 
 
【课程介绍】
 
课程一:AI与金融工程  课时:10学时
 
课程简介:在介绍金融工程基本知识的基础上,本课程将从多个层面介绍数据挖掘与文本分
析,深度学习等机器学习方法在金融大数据分析、股价预测、风险模拟与防控等领域的应用。
 
主讲人:范剑青 院士 美国普林斯顿大学
 
范剑青,统计学家,金融计量经济学家和数据科学家。范剑青是美国普林斯顿大学终身教授,
美国普林斯顿大学运筹与金融工程系前系主任,Frederick L.Moore’18,中央研究院院士。
 
2000年荣获COPSS总统奖;1996年获北卡罗莱纳大学Hettleman艺术与学术成就奖;2002年获
香港中文大学校长模范教学奖;2006年荣获洪堡基金会的终身成就奖;2007年荣获“晨兴华人
数学家大会应用数学金奖”;2008年获泛华统计学会授予的杰出成就奖;2009年获得在美国文
理与艺术界著名的GUGENHEIM Fellow;2013年获得泛华统计学会首次颁发的许宝禄奖;2014
年荣获英国皇家统计学会的Guy银奖;2018年荣获美国统计学会的诺瑟尔高级学者奖
Noether Senior Scholar Award。
 
此外,他还是美国科学促进会(AAAS)、美国统计学会(ASA)、国际数理统计学会(IMS)的会士
以及国际统计研究会(ISI)的Elected Member;《Journal of Business and Economics Statistics商务与
经济统计》的主编,《Management Science》、《Statistical Surveys》和《Science in China, Series A》
的Associate Editor。曾担任AoS、JoE等的Editor以及JASA、中国科学等的Associate Editor。
 
他的主要研究兴趣为大数据、计量金融、金融工程、机器学习、高维统计、时间序列、非参
数建模等。
 
主讲人:艾春荣 教授 香港中文大学(深圳)
 
艾春荣,香港中文大学(深圳)校长讲座教授,深圳数据经济研究院副院长,深圳市大数据
研究院社会行为大数据实验室主任。1990年在美国麻省理工学院经济学系获经济学博士学位,
1990 - 1991年任职美国国家经济研究局,1991 - 1994年任美国纽约州立大学石溪分校经济学
助理教授,1994 - 2020年任职于美国佛罗里达大学沃灵顿商学院助理教授、终身副教授、终
身正教授, 2009年入选国家特聘专家,2021年入选计量经济学会会士。一直从事大数据方法
与应用、中国经济等领域的研究。
 
课程二:算法交易与在线投资组合选择  课时:10学时
 
课程简介:本课程将介绍算法交易的系统性框架,分别从资产定价和投资组合选择两个部分进
行系统的讲解。算法交易中的资产定价主要讲解基于机器学习的收益率预测模型,详细阐述从
技术信号、基本面信号等视角出发的收益预测模型;投资组合选择主要从在线投资组合选择的
视角讲解,详细阐述赢家跟随、均值回复、模式匹配等几类主要模型、算法原理、经济解释等。
 
主讲人:李斌 教授 武汉大学
 
李斌,现为武汉大学经济与管理学院教授、博士生导师。担任金融系副主任和金融科技研究中
心主任,人文社科青年学术团队负责人,特许金融分析师(CFA)持证人。研究方向为金融科技、
投资管理和机器学习等。他具备金融+科技的跨学科背景与研究能力,在《Journal of Accounting Research》、
《Artificial Intelligence》、《Journal of Machine Learning Research》、《管理科学学报》、《中国工业经济》、
ICML、IJCAI等金融会计和人工智能类期刊会议上发表论文。研究获得哥伦比亚大学法学院公
司与资本市场网、海通证券等转载应用,获评中国金融学年会优秀论文二等奖、人大复印报刊
资料经济学类最受欢迎文章等。
 
课程三:金融风险度量、控制与优化  课时:10学时
 
课程简介:本短课程将根据金融风险研究与实践的发展脉络,系统介绍金融风险度量、控制与
优化方面的研究进展。特别地,将根据金融风险类别、风险测度方法和金融工具类型有机结合
的方式,介绍:1)金融风险的基本概念;2)金融风险的数学化公理体系;3)金融风险度量
的估计方法;4)基于风险度量的投资组合风险控制与优化模型;5)基于金融传染的系统性风
险测度与分析框架。
 
主讲人:朱书尚 教授 中山大学
 
朱书尚,中山大学管理学院教授,曾任教于复旦大学管理学院。本科(1997)和硕士(2000)
毕业于湘潭大学,2003博士毕业年于中国科学院数学与系统科学研究院系统科学研究所获管理
学博士学位。
 
当前研究兴趣主要包括金融系统性风险、投资组合优化等领域。在稳健投资组合选择、风险值
(VaR)优化、边际风险约束下的投资组合优化、时间一致性收益-风险决策、非线性投资组合、
系统性风险测度与传染机制等方向上取得系列创新研究成果。在国内外专业学术期刊上发表论
文60余篇,其中包括在Operations Research, Mathematical Finance, IEEE Transactions on Automatic Control,
INFORMS Journal on Computing, Journal of Banking and Finance, Journal of Economic Dynamics and Control,
Quantitative Finance, Journal of Computational Finance,《管理科学学报》和《金融研究》等期刊上发
表的多篇论文。
 
长期兼职服务学术组织,现任中国运筹学会理事、中国运筹学会金融工程与金融风险管理分会
常务理事、副理事长等职。
 
【课程安排】
 
时间:2022年4月19日-24日 
 
地点:腾讯会议室:825-1160-1397  密码:2022
 
腾讯直播地址:https://meeting.tencent.com/l/h20lFgNsq1Vp
 
直播密码:2022

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【短期课程】Numerical Methods for the Nonlinear Shallow Water Equations

来源:国家天元数学东南中心网站
 
URL:  http://tianyuan.xmu.edu.cn/cn/MiniCourses/718.html
 
授课专家
 
Yulong Xing (The Ohio State University)
 
Dr. Yulong Xing is a professor in the Department of Mathematics at the Ohio State University (OSU).
He received his bachelor degree from University of Science and Technology of China in 2002, and Ph.D.
in Mathematics from Brown University in 2006 under the supervision of Prof. Chi-Wang Shu. Prior to
joining OSU, he worked as a Postdoctoral Researcher at Courant Institute, New York University, a staff
scientist at Oak Ridge National Laboratory, a joint assistant professor at University of Tennessee Knoxville,
and an assistant professor at University of California Riverside. He works in the area of numerical analysis
and scientific computing, wave propagation, computational fluid dynamics. His research focuses on the design,
analysis and applications of accurate and efficient numerical methods for partial differential equations arising
from science and engineering problems. He has received a CAREER Award from the National Science Foundation.
 
短课程摘要
 
Free surface flows often appear in ocean, engineering and atmospheric modelling. In many applications involving
unsteady water flows where the horizontal length scale is much greater than the vertical length scale, the nonlinear
shallow water equations (SWEs) are commonly used to model these flows. Research on effective and accurate
numerical methods for their solutions has attracted great attention in the past two decades. In this series of lectures,
we will talk about various numerical methods to solve the nonlinear shallow water equations. Some shallow
water-related models and their numerical approximation will also be presented.
 
Lecture 1: We will start by presenting some applications of SWEs and the derivation of the SWEs under
reasonable assumptions. For the homogeneous SWEs with no source term, how to analytically solve the
Riemann problem will be discussed. Some first and second order numerical methods for the homogeneous
SWEs will also be introduced.
 
Lecture 2: We will discuss the high order numerical methods for the homogeneous SWEs. High order finite
difference and finite volume WENO methods will be discussed, as well as the finite element discontinuous
Galerkin (DG) methods with suitable slope limiter procedure. Strong-stability-preserving Runge-Kutta methods
will be presented as temporal discretization.
 
Lecture 3: We consider the SWEs with a source term due to the non-flat bottom topography. Well-balanced
methods to exactly preserve the still-water or moving-water steady states will be discussed.
 
Lecture 4: Other high order structure-preserving methods for the SWEs, which preserve certain properties
of the model in the discrete level, will also be discussed. For the SWEs with bottom topography, solving for
the exact solution of Riemann problem is a challenging task, and we will review some existing work.
 
Lecture 5: Various temporal discretizations will be discussed for the SWEs to provide structure-preserving
property. Some shallow water-related models, including the shallow water flows through channels, Ripa model
and SWEs on the sphere, and their numerical approximation may be discussed.
 
 
3.时间与地点
 
时间:2022年4月22日—5月9日(每周一、周五上午09:00-11:30;其中5月2日暂停一次)
地点:腾讯会议软件
 
4.招生对象
 
青年教师、博士后、博士生、硕士生
 
5.报名与录取
 
(1)报名要求:参见 http://tianyuan.xmu.edu.cn/cn/MiniCourses/718.html
 
(2)报名截止日期为4月15日;
 
(3)录取结果将于2022年4月18日前通过邮件的方式通知学员。

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【期刊信息】《中国科学:数学》2022年第52卷第3期

发件人: Zhihua Yang <zhihua@scichina.org
 
URL: https://www.sciengine.com/publisher/scp/journal/SSM/52/3?slug=browse
 
$B_{l2}$-型导出 Hall 代数的 Gr?bner-Shirshov 基
王云霞, 阿布都卡的.吾甫
中国科学: 数学, 2022, 52(3): 245-256
https://doi.org/10.1360/SSM-2020-0222
 
复化平面 Kepler 问题的单值性
孙善忠, 尤鹏
中国科学: 数学, 2022, 52(3): 257-268
https://doi.org/10.1360/SCM-2020-0373
 
$R^3$ 中非线性 Schr?dinger 方程组的爆破解
陆璐
中国科学: 数学, 2022, 52(3): 269-290
https://doi.org/10.1360/SSM-2020-0034
 
Fourier-Besov 空间中双极型漂移-扩散方程的稳态极限
杨明华, 罗楚晗, 陈伟, 陈福溢
中国科学: 数学, 2022, 52(3): 291-306
https://doi.org/10.1360/SSM-2020-0212
 
非参数选择机制下二值因变量的内生选择模型的估计
纪园园, 王黎明, 张杭辉, 周亚虹
中国科学: 数学, 2022, 52(3): 307-330
https://doi.org/10.1360/N012019-00159
 
由拟线性反应扩散方程所驱动的非静态不可压缩 Navier-Stokes 系统
曾生达, Migórski Stanis?aw, 刘振海
中国科学: 数学, 2022, 52(3): 331-354
https://doi.org/10.1360/SCM-2020-0396
 
张量空间上的仿射变分不等式
李夏, 黄正海
中国科学: 数学, 2022, 52(3): 355-368
https://doi.org/10.1360/SCM-2019-0015

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【期刊信息】 SCIENCE CHINA Mathematics, Vol.65, No.4, 2022

发件人:Zhihua Yang <zhihua@scichina.org
 
URL: http://link.springer.com/journal/11425/65/4/page/1
URL: https://www.sciengine.com/publisher/scp/journal/SCM/65/4?slug=browse
URL: https://link.springer.com/journal/11425
 
Classification of holomorphic endomorphisms of Hopf manifolds
Feng Rong
Sci China Math, 65(4), 2022, pp. 665-706
https://doi.org/10.1007/s11425-019-1718-y
 
Strong unique continuation property for a class of fourth order elliptic equations with strongly singular potentials
Hairong Liu, Xiaoping Yang
Sci China Math, 65(4), 2022, pp. 707-730
https://doi.org/10.1007/s11425-020-1734-8
 
Global existence and time decay rates for the 3D bipolarcompressible Navier-Stokes-Poisson system with unequal viscosities
Guochun Wu, Yinghui Zhang, Anzhen Zhang
Sci China Math, 65(4), 2022, pp. 731-752
https://doi.org/10.1007/s11425-020-1719-9
 
On the classification of certain real rank zero C?-algebras
Qingnan An, Zhichao Liu, Yuanhang Zhang
Sci China Math, 65(4), 2022, pp. 753-792
https://doi.org/10.1007/s11425-019-1640-5
 
Eigenvalue inequalities for the clamped plate problem of the L2νoperator
Lingzhong Zeng
Sci China Math, 65(4), 2022, pp. 793-812
https://doi.org/10.1007/s11425-020-1832-5
 
Harnack inequality and gradient estimate for G-SDEs with degenerate noise
Xing Huang, Fen-Fen Yang
Sci China Math, 65(4), 2022, pp. 813-826
https://doi.org/10.1007/s11425-020-1784-0
 
Variable selection via quantile regression with the process of Ornstein-Uhlenbeck type
Yinfeng Wang, Xinsheng Zhang
Sci China Math, 65(4), 2022, pp. 827-848
https://doi.org/10.1007/s11425-019-1723-4
 
A local discontinuous Galerkin method for the pattern formation dynamical model in polymerizing action flocks
LuluTian, Xiuhui Guo, Hui Guo, Maosheng Jiang, Yang Yang, Jiansong Zhang
Sci China Math, 65(4), 2022, pp. 849-868
https://doi.org/10.1007/s11425-020-1748-8
 
Fast projection onto the ordered weighted ?1 norm ball
Qinzhen Li, Xudong Li
Sci China Math, 65(4), 2022, pp. 869-886
https://doi.org/10.1007/s11425-020-1743-9

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【期刊信息】Discrete & Continuous Dynamical Systems – B, Volume: 27, Issue: 5

URL: https://www.aimsciences.org/journal/1531-3492/2022/27/5
 
Efficient linearized local energy-preserving method for the Kadomtsev-Petviashvili equation
Jiaxiang Cai, Juan Chen and Min Chen
 
Long time dynamics of a phase-field model of prostate cancer growth with chemotherapy and antiangiogenic therapy effects
Tania Biswas and Elisabetta Rocca
 
Existence of multiple solutions for a fourth-order problem with variable exponent
Marco Donatelli and Luca Vilasi
 
Center manifolds for ill-posed stochastic evolution equations
Zonghao Li and Caibin Zeng
 
Optimal control of the SIR epidemic model based on dynamical systems theory
Kazuyuki Yagasaki
 
Global solutions to the non-local Navier-Stokes equations
Joelma Azevedo, Juan Carlos Pozo and Arlúcio Viana
 
Global well-posedness and exponential stability for the fermion equation in weighted Sobolev spaces
Baoyan Sun and Kung-Chien Wu
 
Stochastic perturbation of a cubic anharmonic oscillator
Enrico Bernardi and Alberto Lanconelli
 
Time splitting combined with exponential wave integrator Fourier pseudospectral method for quantum Zakharov system
Gengen Zhang
 
The model of nutrients influence on the tumor growth
Rudolf Olach, Vincent Lu?anský and Bo?ena Dorociaková
 
Existence of finite time blow-up solutions in a normal form of the subcritical Hopf bifurcation with time-delayed feedback for small initial functions
Kazuyuki Yagasaki
 
Wave phenomena in a compartmental epidemic model with nonlocal dispersal and relapse
Jia-Bing Wang, Shao-Xia Qiao and Chufen Wu
 
A Crank-Nicolson type minimization scheme for a hyperbolic free boundary problem
Yoshiho Akagawa, Elliott Ginder, Syota Koide, Seiro Omata and Karel Svadlenka
 
Gaussian invariant measures and stationary solutions of 2D primitive equations
Francesco Grotto and Umberto Pappalettera
 
The eigenvalue problem for a class of degenerate operators related to the normalized p-Laplacian
Fang Liu
 
Local well-posedness and finite time blowup for fourth-order Schrödinger equation with complex coefficient
Xuan Liu and Ting Zhang
 
Corrigendum: On the Abel differential equations of third kind
Regilene Oliveira and Cláudia Valls
 
Spatiotemporal dynamics for a diffusive HIV-1 infection model with distributed delays and CTL immune response
Zhijun Liu, Lianwen Wang and Ronghua Tan
 
The qualitative behavior of a plankton-fish interaction model with food limited growth rate and non-constant fish harvesting
R. P. Gupta, Shristi Tiwari and Shivam Saxena
 
Monopoly conditions in a Cournot-Theocharis oligopoly model under adaptive expectations
Jose S. Cánovas and María Muñoz-Guillermo
 
On q-deformed logistic maps
Jose S. Cánovas
 
A stabilized nonconforming Nitsche's extended finite element method for Stokes interface problems
Xiaoxiao He, Fei Song and Weibing Deng
 
On the mean field limit for Cucker-Smale models
Roberto Natalini and Thierry Paul
 
A true three-scroll chaotic attractor coined
Haijun Wang, Hongdan Fan and Jun Pan
 
Analysis of stationary patterns arising from a time-discrete metapopulation model with nonlocal competition
Ozgur Aydogmus and Yun Kang

 

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