Professor

  • Xu Zuoliang

    Professor

    主Main research direction:Inverse problem and its application;Calculation of financial and financial model parameters calibration;Partial differential complex equation;Complex

    Office: 86-10-62512138&xuzl@ruc.edu.cn
  • Scientific research achievements

    ☆ 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.

Zip code:100872

The phone:010-62515886

fax:

E-mail:mathruc@ruc.edu.cn

address:北京市海淀区中关村大街59号中国人民大学数学楼

Qr code

Qr code

Copyright all rights reserved by the school of mathematics, renmin university of China
 

Zip code:100872

The phone:010-62515886

fax:

E-mail:mathruc@ruc.edu.cn

address:北京市海淀区中关村大街59号中国人民大学数学楼

Qr code

Copyright all rights reserved by the school of mathematics, renmin university of China