Jianbo
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Jianbo Cui

I am an assistant professor at Department of Applied Mathematics, PolyU. Before that, I was a visiting assistant professor at School of Mathematics, Georgia Tech worked with Prof. Luca Dieci and Prof. Haomin Zhou. I did my PhD at Academy of Mathematics and Systems Science, CAS, where I was supervised by Prof. Jialin Hong.

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News

  • 01/2022, one paper has been accepted by Math. Comp.
  • 05/2021, I accepted the invitation to serve as a topic editor of Fractal and Fractional.
  • 10/2020, I accepted the invitation to serve as a commentator of Mathematical Reviews (No. 152664).
  • Recent Projects

    Strong and weak convergence of numerical methods for stochastic nonlinear Schoedinger equation.

    Optimal control on graph and its applications.

    Strong Convergence Rate of Numerical Approximations of SPDEs with Non-globally Lipschitz Coefficients

    Weak convergence rate and long-time behaviors of numerical approximations for SPDEs

    Recent Talks

  • 04/2021, Seminar on Stochastic Partial Differential Equations Perserving Structure Algorithms for Youth Scholars, Chinese Academy of Sciences, Beijing, China (online)
  • 02/2021, 2021 Georgia Scientific Computing Symposium (GSCS), University of Georgia, Atlanta, USA (online)
  • 12/2020, Central South University, School of Mathematics and Statistics, Changsha, China (online)
  • 02/2020, 2020 Georgia Scientific Computing Symposium (GSCS), Emory University, Atlanta, USA
  • 02/2020, Applied and Computational Mathematics Seminar, Georgia Institute of Technology, Atlanta, USA
  • Teaching

  • Semester 2 2021/2022, AMA 10071, Caculus and Linear Algebra
  • Spring 2021, Math 1554G, Linear Algebra
  • Fall 2020, Math 1553B, Introduction to Linear Algebra
  • Spring 2020, Math 1553B, Introduction to Linear Algebra
  • Fall 2019, Math 1553E, Introduction to Linear Algebra
  • Research

    My current research interests include numerical analysis, stochastic ODEs and PDEs, optimal transport, optimal control, structure-preserving algorithms, Hamiltonian systems, Dynamic systems, Ergodic theory, etc.

    Publications

    1. Cui, J.; Dieci, L.; Zhou, H. Time Discretizations of Wasserstein-Hamiltonian Flows. Math. Comp. Accepted

    2. Cui, J.; Hong, J.; Sun, L. Strong convergence of full discretization for stochastic Cahn-Hilliard equation driven by additive noise. SIAM J. Numer. Anal. 59 (2021), no. 6, 2866-2899.

    3. Cui, J.; Liu S.; Zhou, H. What is a stochastic Hamiltonian process on finite graph? An optimal transport answer. J. Differential Equations 305 (2021), 428-457.

    4. Cui, J.; Hong, J.; Sun, L. Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients. Stochastic Process. Appl. 134 (2021), 55-93.

    5. Cui, J.; Hong, J. Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion. J. Differential Equations 269 (2020), no. 11, 10143-0180.

    6. Cohen, D.; Cui, J.; Hong, J.; Sun, L. Exponential integrators for stochastic Maxwell's equations driven by Ito noise. J. Comput. Phys. 410 (2020), 109382, 21 pp.

    7. Cui, J.; Hong, J.; Sun, L. On global existence and blow-up for damped stochastic nonlinear Schrodinger equation. Discrete Contin. Dyn. Syst. Ser. B 24 (2019), no. 12, 6837-6854.

    8. Brehier, C. E.; Cui, J.; Hong, J. Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation. IMA J. Numer. Anal. 39 (2019), no. 4, 2096-2134.

    9. Cui, J.; Hong, J. Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient. SIAM J. Numer. Anal. 57 (2019), no. 4, 1815-1841.

    10. Cui, J.; Hong, J.; Liu, Z.; Zhou, W. Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations. J. Differential Equations 266 (2019), no. 9, 5625-5663.

    11. Cui, J.; Hong, J. Analysis of a splitting scheme for damped stochastic nonlinear Schrodinger equation with multiplicative noise. SIAM J. Numer. Anal. 56 (2018), no. 4, 2045-2069.

    12. Niu, X.; Cui, J.; Hong, J.; Liu, Z. Explicit pseudo-symplectic methods for stochastic Hamiltonian systems. BIT 58 (2018), no. 1, 163-178.

    13. Cui, J.; Hong, J.; Liu, Z. Strong convergence rate of finite difference approximations for stochastic cubic Schrodinger equations. J. Differential Equations 263 (2017), no. 7, 3687-3713.

    14. Cui, J.; Hong, J.; Liu, Z.; Zhou, W. Stochastic symplectic and multi-symplectic methods for nonlinear Schrodinger equation with white noise dispersion. J. Comput. Phys. 342 (2017), 267-285.

    15. Cui, J.; Liu, Z.; Miao, L.; Wang, X. Holder continuity for parabolic Anderson equation with non-Gaussian noise. J. Math. Anal. Appl. 441 (2016), no. 2, 684-691.

    Preprints:

    1. Chen, C. ; Cui, J.; Hong, J.; Sheng, D. Accelerated Exponential Euler Scheme for Stochastic Heat Equation: Convergence rate of Densities. IMA J. Numer. Anal. Minor revision

    2. Cui, J. Explicit Numerical Methods for High Dimensional Stochastic Nonlinear Schrodinger Equation: Divergence, Regularity and Convergence arXiv:2112.10177

    3. Cui, J.; Liu, S.; Zhou, H. Stochastic Wasserstein Hamiltonian Flows arXiv:2111.15163

    4. Cui, J.; Hong, J.; Sun, L. Structure-preserving splitting methods for stochastic logarithmic Schrodinger equation via regularized energy approximation arXiv:2111.04402

    5. Cui, J.; Dieci, L.; Zhou, H. A continuation multiple shooting method for Wasserstein geodesic equation arXiv:2105.09502

    6. Cui, J.; Sun, L. Stochastic logarithmic Schrodinger equations: energy regularized approach arXiv:2102.12607

    7. Cui, J.; Hong, J.; Ji, L.; Sun, L. Energy-preserving exponential integrable numerical method for stochastic cubic wave equation with additive noise arXiv:1909.00575

    8. Cui, J.; Hong, J. Wellposedness and regularity estimate for stochastic Cahn--Hilliard equation with unbounded noise diffusion arXiv:1907.02249

    9. Cui, J.; Hong, J.; Sheng, D. Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation arXiv:1906.03439

    Phd and Postdoc

  • A PhD student position is available in the research group of Dr. Jianbo Cui.
    Candidates with Bachelor degree in mathematics, computer science or physics are welcome to apply.
    Application procedure: send a CV and transcript to email address: jianbo.cui@polyu.edu.hk
    To find out more information about the PhD program in our department, please visit
  • A postdoc position is available in the research group of Dr. Jianbo Cui.
    Candidates with research experience in numerical analysis, stochastic ODEs and PDEs, differential geometry,
    dynamic system, optimal control and transport are all welcome to apply.
    Application procedure: send a CV and transcript to email address: jianbo.cui@polyu.edu.hk
  • Services

  • 2020 to present | Commentator of Mathematical Reviews (No. 152664)

  • 2021 to present | Journal Topical Advisory Panel of Fractal and Fractional

  • Journal Reviewers of SIAM Journal on Numerical Analysis; Numerische Mathematik; Annals of Applied Probability; Stochastic Process. Appl.; Stochastics and Partial Differential Equations: Analysis and Computations; Communications in Mathematical Sciences; Applied Numerical Mathematics; Journal of Computational Mathematics; Zeitschrift fur angewandte Mathematik und Physik; Discrete and Continuous Dynamical Systems Series S; Acta Mathematica Scientia; Computers and Mathematics with Applications; Communications on Pure and Applied Analysis; International Journal of Numerical Analysis and Modeling; CSIAM Transactions on Applied Mathematics; J. Integral Equations Appl.; Results Appl. Math.; Advances in Applied Mathematics and Mechanics; ... etc.

  • Awards

  • 2018, National scholarship, Chinese Academy of Sciences

  • 2018, President Award, Chinese Academy of Sciences

  • 2018, Pacemaker to Merit Student, Chinese Academy of Sciences

  • 2013, National Encouragement Scholarship, Sichuan University

  • My Office: TU727, Yip Kit Chuen Bldg.

    My Phone Number: +852 2766 6956