头像
曹婉容
教授
数学学院
信息与计算科学教研室
电话:
52090590
邮箱:
wrcao@seu.edu.cn
地址:
湖区图书馆北五楼509
邮编:
211189
  • 曹婉容,教授,博士生导师. 2004年在哈尔滨工业大学获得理学博士学位后,加入东南大学数学系。2008年晋升为副教授、硕士生导师。2010年9月至2011年8月获国家留学基金委资助访问布朗大学应用数学系,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月作为访问副教授在布朗大学应用数学系进行学术研究与交流合作。累积发表学术论文三十余篇,其中被SCI收录二十余篇。主讲《金融模型及计算》、双语《数值分析》、《数值代数》、《计算方法》,以及工科研究生《数值分析》等课程,参编教学参考书《数值分析全真试题解析》(2009-2014).
    本人的研究方向为微分方程数值解. 目前的研究兴趣为随机微分方程、分数阶微分方程及延迟微分方程的高效数值方法,包括数值方法的建立、收敛性与稳定性分析、刚性及非线性问题的数值算法,以及生物、控制、金融等领域中相关应用问题的数值模拟与大规模计算等. 已在国内外主流学术期刊发表学术论文30余篇,其中SCI收录的20余篇。目前在研国家自然科学基金项目两项, 其中主持一项、参与一项。
    欢迎对上述研究方向感兴趣的同学报考我的硕士研究生、博士研究生,也欢迎已取得博士学位的青年学者加入我们的课题组做博士后。
  • 发表的学术论文:


    29.李学艳,曹婉容*, 分数阶布朗运动驱动的随机延迟微分方程数值解,高等学校计算数学学报,2017.  


    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, 2017, 1-21, DOI 10.1007/s10915-017-0417-8


    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 Computation275 (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), pp. A1752–A1776, doi: 10.1137/140996495.


    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 noise Applied Mathematics and Computation, 216 (2010), 999-1006. 


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


    12. 郝朝鹏,曹婉容*,求解随机延迟微分方程的分步向前Euler方法,黑龙江大学自然科学学报30 (2013), 1-7. 


    11. Wanrong Cao. T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise, Appl. Maths. 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. Maths., 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. Maths. 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. Maths., 170 (2004), 255-268.


    2. Jingjiu Zhao*, Wanrong Cao, Mingzhu Liu. Asymptotic stability of Runge-Kutta methods for the pantograph equations, J. Comput. Maths., 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)



  • 科研项目:


    1. 主持国家自然科学基金面上项目,11671083、求解刚性及非线性随机延迟微分方程的数值方法、2017/01-2020/12;

    2. 参与国家自然科学基金面上项目,11271068、空间分数阶偏微分方程高精度快速算法的研究、2013/01-2016/12 (排名第二);

    3. 主持国家自然科学基金青年基金项目,10901036、求解随机延迟微分方程的多步方法、2010/01-2012/12;

    4. 参与国家自然科学基金面上项目,10771033、椭圆型方程反问题及数值解、2008/01-2010/12 (排名第四).


    教改项目:


    1. 数值分析双语教学与实践 (三类课程), 校级, 2014;

    2. 高等数值分析教学改革与实践, 校级, 2013. 


    荣誉:


    1. 2014年获东南大学教学奖励金二等奖;

    2. 2009年获新城科技园教学奖励金;

    3. 2007年获黑龙江省科学技术二等奖.


    研究生指导:


    在读2名:赵景宝、梁佳


    毕业5名:


    李学艳  江苏省无锡市中学教师

    佟振光  南京市IT行业 软件开发

    洪会粉  东南大学数学系博士生在读

    李秀萍  首都经贸大学经济管理专业博士生在读

    郝朝鹏  东南大学数学系博士生在读、目前在美国普渡大学和伍斯特理工学院访问


  • 1. 本人为以下国际学术期刊的长期审稿人:


    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. 本人为中国仿真学会仿真算法专业委员会委员