Education:
PhD Applied Mathematics Brown University 2014
PhD Mathematics Shanghai University 2011
MS Computational Mathematics Shanghai University 2006
BS Mathematics Qufu Normal University 2003
I enjoy teaching and I love interactions with students. In teaching, I teach students how I think and learn their views of my research fields. My current interest is to investigate numerically the propagation of noise using models of stochastic differential equations arising in various applications, especially in fluid dynamics, biology, and finance. The research is two fold: one is to construct efficient and stable numerical methods to solve stochastic differential equations; the other is to evaluate the constructed and existing methods through theoretical analysis.
Email
zzhang7@wpi.edu
Office Location
100 Institute RD
Research Interests
Research Interests:
Numerical Analysis, Scientific Computing
Uncertianty Quantification
Numerical Stochastic Differential Equations
Numerical integral equations
Scholarly Work
A multistage Wiener chaos expansion method for stochastic advection-diffusion-reaction equations - 2012
Anchor points matter in ANOVA decomposition - 2012
Optimal error estimates of the Legendre tau method for second-order differential equations - 2012
Multisymplectic Fourier pseudospectral method for the MKdV equation - 2012
Simulations of two-step Maruyama methods for nonlinear stochastic delay differential equations - 2013
The dissipative spectral methods for the first order linear hyperbolic equations - 2013
Professional Highlights & Honors
Professional Highlights & Honors:
2000