• 许作良

    教授、理学博士、博士生导师

    主要研究方向:反问题及其应用、计算金融、金融模型参数的校准、偏微分复方程、复边值问题及应用与数值分析

    办公室: 86-10-62512138
  • 教育经历

    1985年毕业于淮北煤炭师范学院数学系, 获学士学位;
    1988年毕业于北京大学数学系,基础数学专业,获理学硕士学位;
    2001毕业于中国科学院数学与系统科学研究院计算数学与科学工程计算研究所,计算数学专业, 获理学博士学位.

  • 工作经历

    1988-1999 辽宁工学院数理科学系任教,先后担任讲师,数学教研室副主任,数理系副主任,副教授;
    2001-2002 中国人民大学信息学院,副教授;
    2004.4-2006.3 中国科学院数学与系统科学研究院数学研究所博士后;
    2013.1-2013.2 美国普渡大学数学系访问学者;
    2002.6- 中国人民大学信息学院,教授.

  • 科研成果

    主要论文:
    ☆ Zuoliang Xu, Xiangyu Jia, The calibration of volatility for option pricing models with jump diffusion processes, Applicable Analysis, 2017,doi10.1080/00036811.2017.1403588.
    ☆ Zuoliang Xu,Qinghua Ma and Liping Wang, Calibrating the model parameters in pricing using the trust region method, J. Inv. Ill-posed Problems, 24(1), 2016,79-87.
    ☆ Liping Wang, Zuoliang Xu, Yuying Qiao, The mixed boundary value problem for inhomogeneous Cimmino system, Boundary Value Problem ,13,2015,doi10.1186/s13661-014-0273.
    ☆ Qinghua Ma, Zuoliang Xu and Liping Wang,Recovery of the local volatility function using regularization and a gradient projection method, Journal of Industrial and Management optimization, 11(2), 2015,421–437.
    ☆ Liping Wang, Zuoliang Xu, Yuying Qiao, Some properties of a kind of singular integral operator in Clifford analysis, Advance in Mathematics, 43(2),2014,283-294.
    ☆ 马青华,吕书强,许作良,重构局部波动率曲面,工程数学学报,No. 5,Vol. 30,2013,655-660.
    ☆ Wen Guochun, Xu Zuoliang, The oblique derivative problem for nonlinear elliptic equations of second order in unbounded domains, Mathematical Sciences, 2012, 6:57, doi:10.1186/2251-7456-6-57.
    ☆金畅,许作良,马青华,跳跃扩散模型波动率校准问题的正则化算法,工程数学学报,No.6,Vol.29,2012,824-830.
    ☆ Wen Guo-chun, Xu Zuo-liang and Yang Feng-min, The inverse problem for elliptic equations from Dirichlet to Neumann map in multiply connected domains, Boundary Value Problems, 305291, 2009, 1-16.
    ☆ Wen Guo-chun and Xu Zuo-liang, The inverse problem for linear elliptic systems of first order with Riemann-Hilbert type map in multiply connected domains, Complex Variables and Elliptic Equations, 58,2009, 811-824.
    ☆ Guo Chun Wen, Zuo Liang Xu, Discontinuous irregular oblique derivative problems for nonlinear elliptic equations of second order, J. Analysis and its Applications(Z. Anal. Anwend.),27,2008, 301-314.
    ☆ Zuo-liang Xu, Mixed elastico-plasticity problems with partially unknown boundaries, Acta Mathematicae Applicatae Sinica, English Series, Vol. 23,No.4(2007),629-636.
    ☆ Guochun Wen, Dechang Chen, Zuoliang Xu, Lihong Liang, Variation method of solving the irregular oblique derivative problem for elliptic equations of second order, Int. J. Contemp. Math. Sciences, Vol.2, No.20,2007,961-974.
    ☆ Xu Zuoliang, Chen Dechang, The Cauchy problem for general quasilinear hyperbolic equations with degenerate rank 0, Complex Variables and Elliptic Equations, 51,2006,985-998.
    ☆ Wen Guochun, Xu Zuoliang, The irregular oblique derivative problem for nonlinear elliptic equations of second order, Complex Variables and Elliptic Equations, 51,2006,1113-1124.
    ☆ 闫俐, 许作良, 各向异性电阻抗成像问题的变分正则化方法,数值计算与计算机应用, No.4, 2005,312-320.
    ☆ 许作良, 张关泉, 二维稳态各向异性介质渗透率的反演问题, 计算数学,Vol.25,No.2,2003,145-156.
    ☆ Wen Guochun, Xu Zuoliang, Initial-oblique problems for nonlinear parabolic systems with measurable coefficients, Acta Mathematica Scientia,23B(1),2003,67-73.
    ☆ Xu Zuoliang and Zhang Guanquan, An inverse boundary value problem for cavity flows in gas dynamics, Nonlinear Analysis, 50,2002, 717-725.
    ☆ Xu Zuoliang and Wen Guochun, Variation-difference method of solving boundary value problems for linear elliptic complex equations, Progress in Natural Science,No.11,2001,808-817.
    ☆ Wen Guochun and Xu Zuoliang, Oblique derivative problems for nonlinear elliptic systems with measurable coefficients, Communications in Nonlinear Science and Numerical Simulation, No.2, 2001, 93-96.
    ☆许作良,张关泉, 轴对称渗流中自由边界问题的近似解法, 计算数学,Vol.22,No.2,2000, 219-226.
    ☆ Wen Guochun and Xu Zuoliang, Initial-mixed boundary value problem for nonlinear parabolic systems of second order equation with measurable coefficients,纯粹数学与应用数学,Vol.13,No.2,1997, 77-82.
    ☆ 许作良, 平面弹性力学中带孔洞的自由边界含裂纹问题, 数学物理学报, Vol.15,No.2,1995, 178-182.
    ☆ Wen Guochun and Xu Zuoliang, Free boundary problems in elasticity, Pitman Research notes in Math. Series, 257, 1991, 167-175.
    合作专著:
    ☆ Wen Guochun, Xu Zuoliang and Gao Hongya, Boundary Value Problems for Nonlinear Elliptic Equations in High Dimensional Domains, Research Information Ltd UK, 2004.
    ☆ Wen Guochun, Chen Dechang and Xu Zuoliang, Nonlinear Complex Analysis and its Applications, Science Press, 2008.
    ☆ 马青华,许作良,违约概率预测模型研究,北京:中国电力出版社,2017.

  • 荣誉获奖

    1994年辽宁青年教师标兵,并荣获辽宁省青年五四奖章;
    2001年获中国科学院优秀博士生宝洁奖;
    2005年北京市海淀区教育系统优秀教育工作者.

 

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