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赵卫东

教授 同专业博导 同专业硕导

主要任职:教学科研

性别:男

出生日期:1962-12-06

毕业院校:山东大学

学历:研究生(博士)毕业

学位:博士

在职信息:在职

所在单位:数学学院

入职时间:1987-07-01

学科:概率论与数理统计
计算数学

办公地点:山东大学中心校区

学术荣誉:

通讯/办公地址 : 山东省济南市山大南路27号,山东大学数学学院,山东大学中心校区知新楼B1122

办公室电话 : 0531-88364735

邮箱 : wdzhao@sdu.edu.cn

2009曾获荣誉当选: “金融数学高级人才培养体系的创建和实践”国家级教学成果二等奖

2009曾获荣誉当选: “金融数学高级人才培养体系的创建和创新实践” 山东省高等教育教 学成果一等奖

2009曾获荣誉当选: “创新型金融数学研究生培养体系的创建和实践” 山东大学教学成果 一等奖

2008曾获荣誉当选: “金融数学高级人才培养体系的创建和创新实践” 山东大学教学成果 特等奖

2003曾获荣誉当选: “多层油资源运移聚集定量数值模拟技术研究”,山东省科学技术三等 奖

2002曾获荣誉当选: “多层油资源定量数值模拟技术研究”获胜利油田科技进步一等奖

1998曾获荣誉当选: “二次运移定量模拟研究”获胜利油田科技进步一等奖

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1.     High-order upwind method for convection-diffusion equation with Neumann boundary conditions, International Workshop on Computational Physics: Fluid Flow and Transport in Porous Media, Beijing, China, 1999.

2.     A Class of improved characteristic finite element method for convection diffusion equation, Talk on ACFD 2000 Beijing, International Conference on applied Computational Fluid Dynamics, Beijing, China, Oct. 17-20, 2000.

3.     The mixed least-square and characteristic finite element method for two-phase displacement in porous media, talk at the Fifth China-Japan Joint Seminar on Numerical Mathematics, Shanghai Jiaotong University, Shanghai, China. Aug. 2000.

4.      Streamline upwind method for convection-diffusion problems, talk at Second Scientific Seminar of Modern Scientific Computation of China, The Intercommunication Meeting of Chinese Young Scholars of Computational Mathematics, The Sixth Annual Meeting of Computational Mathematics for the North-West Area, Xi’an Jiaotong University, 2000.

5.     Upstream control-volume method for convection-diffusion problems, Annual Meeting of Computational Mathematics in China, Nanjing, China, 2003.

6.   theta-scheme for backward stochastic differential equations, The 15th International Conference of Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical & Statistic Techniques, Shanghai, P.R. China, May 20-23, 2007.

7.      High accurate numerical methods for BSDEs, Second Sino-German Meeting on Stochastic Analysis, Beijing, P.R. China, Mar. 19-23, 2007.

8.      A new numerical scheme for backward stochastic differential equations, IMS-China International Conference on Statistics and Probability, Weihai, Shandong, China, Jul. 3-6, 2009.

9.      A new numerical scheme for backward stochastic differential equations,International Research Forum on What Can the Academic community Learn From the Global Crisis Model, Methods and Transfer, Hong Kong, Dec. 15-17, 2010.

10.   Numerical schemes for forward backward stochastic differential equations, IMS-China International Conference on Statistics and Probability 2011, Xi'an, China, Jul. 8-11, 2011.

11.   High-order schemes for BSDEs and decoupled FBSDEs, Stochastic Analysis: A UK-China Workshop, Loughborough University, Jul. 25-29, 2011.

12.   Discretization Methods for solving FBSDEs, at Beijing Computational Science Research Center, Jun. 13, 2012.

13.   Numerical methods for forward backward stochastic differential equations, International Conference on Numerical Methods for Partial Differential Equations, Shandong Normal University, Jinan, Shandong, China, Jun. 11-12, 2012.

14.   Multistep Schemes and Error Estimates for Decoupled FBSDEs, Workshop'2012 in memory of Professor Xunjing Li, Qingdao, Shandong, China, Aug. 4-6, 2012.

15.   A Numerical Scheme for Decoupled Forward Backward Stochastic Differential Equations, 12th CIAM Conference Stochastic models, theory and algorithms in the field of science and engineering, Hefei, Anhui, China, Aug. 20-22, 2012.

16.   Discretization Methods for solving Forward Backward Stochastic Differential Equations, Workshop on Computational and Applied Mathematics, Beijing Computational Science Research Center, Beijing, China, Jun. 6-7, 2012.

17.   Numerical Methods for Forward Backward Stochastic Differential Equations, inviting talk in Beijing Computational Science Research Center, Beijing, China, Dec. 18, 2012.

18.   Multi-step methods for solving decoupled FBSDEs, inviting talk in Beijing Computational Science Research Center, Beijing, China, Dec. 20, 2012.

19.   Second-order numerical methods for decoupled FBSDEs, International Conference on Computational and Applied Mathematics, Huangshan City, Anhui, China, May 20-24, 2013.

20.   A Multi-Step Scheme for Solving Decoupled FBSDEs, in Computational Mathematics and Science Engineering Computing Institute at Chinese Academy of Sciences, May 11, 2013.

21.   Discretization Methods for solving FBSDEs,in Computational Mathematics and Science Engineering Computing Institute at Chinese Academy of Sciences, Jun. 23, 2013.

22.   High-order numerical schemes for solving forward backward SDEs, in Computational Mathematics and Science Engineering Computing Institute at Chinese Academy of Sciences, Dec. 16-18, 2013.

23.   Discretization Methods for solving FBSDEs,in School of Mathematics at Beijing University, Dec. 24, 2013.

24.   A New Kind of Multistep Method for Forward Backward Differential Equations,SIAM Conference on Uncertainty Quantification Sacanah, Georgia, UAS, Mar. 31-Apr. 3, 2014.

25.   Numerical Methods for Coupled Forward Backward Stochastic Differential Equations, The 7th International Symposium on BSDEs, Weihai, Shandong, China, Jun. 21-27, 2014.

26.   Numerical Methods for Coupled Forward Backward Stochastic Differential Equations, the Symposium of Scientific Computing, Huazhong University of Science and Technology, Aug. 23-25, 2014.

27.   New Multistep Schemes for Coupled Forward Backward Differential Equations, Shenyang Institute of Automation Chinese Academy Sciences, Nov. 21, 2014.

28.   Numerical Methods for FBSDEs with Jumps and Nonlocal Diffusion Problems, The 9th International Conference on Computational Physics National University of Singapore, Jan. 7-11, 2015.

29.   Discretization of FBSDEs, The Institute of Computational Mathematics and Scientific/Engineering Computing of Chinese Academy of Sciences, Jan. 22, 2015.

30.   High order numerical schemes for the coupled FBSDEs with applications to stochastic optimal control, Organizer of the Session: Numerical Analysis for Forward-Backward Stochastic Differential Equations and Related Problems at ICIAM 2015, Beijing, China, Aug. 10-14, 2015.

31.   Numerical methods for backward stochastic differential equations, Workshop on Computational Methods and Stochastic Modelling, Hunan University, Changsha, China, Nov. 14-15, 2015.

32.   Numerical methods for backward stochastic differential equations and their applications, Workshop on Numerical Methods for Delayed Differential Equations, Huazhong University of Science and Technology, Wuahn, China, Dec. 04-07, 2015.

33.   Discretization Methods for solving FBSDEs, Haerbin Institute of Technology, Harerbin, China, Jan. 4-7, 2016.

34.   Highly accurate methods for coupled FBSDEs with applications, The 2016 SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, Apr. 5-8, 2016.

35.   Accurate numerical scheme for FBSDEs with applications, Workshop for Stochastic Numeric,

HUST, Wuhan, China, Apr. 16-17, 2016.

36.   Numerical solution of FBSDEs, Talk at Huazhong University of Science and Technology, Wuhan, China, May 14, 2016.

37.   Discretization methods for solving FBSDEs, Workshop on Numerical Methods for Stochastic Differential Equations, Dalian University of Technology, Dalian, Jilin, May 28-29, 2016.

38.   Accurate Methods for Second-Order FBSDEs with Applications in optimal control, 2016 Workshop on Computation of Optimal Control and Inverse Problem, Wuhan University, Wuhan, China, Aug. 6, 2016.

39.   中国工业与应用数学学会, 湘潭, 湖南, Augest. 12-14, 2016

40.   Numerical Solutions of FBSDEs, Central South University, Changsha, Hunan, China, Sep. 5-7, 2016.

41.   Accurate Methods for Solving FBSDEs, The International Symposium on Probability Theory and Related Fields, SUSTC, Shenzhen, Guandong, China, Nov. 26-29, 2016.

42.   Numerical methods for coupled FBSDEs, Talk at Central South University, September 20, 2016, Changsha, China.

43.   Solving fully second-order parabolic PDEs via second-order FBSDEs, 20th IMACS World Congress, Xiamen, China, Dec. 10-14, 2016.

44.   The 10th International Conference on Computational Physics (ICCP10), University of Macau, Macao SAR, China, Jan. 16-20, 2017.

45.  Numerical Schemes for Stochastic Optimal Control Via FBSDEs,the Third International Conference  on Engineering and Computational Mathematics, The Hong Kong Polytechnic University May 31 --- June 2, 2017.

46.  Numerical Stochastic Optimal Control Via FBSDEs, The Institute of Computational Mathematics and Scientific/Engineering Computing Chinese Academy of Sciences, June 17, 2017.

47.   High-order Numerical Schemes for Stochastic Optimal Control Via FBSDEs, Huazhong University of Science and Technology, Wuhan, China, June 28, 2017.

48.   Numerical Stochastic Optimal Control via FBSDEs, Symposium on Computational Optimization and Inverse Problems Lin Yi University, Linyi, Shandong, China July 29 --- July 30, 2017.

49.   Accurate numerical methods for FBSDEs with applications, the fifth conference on Numerical Methods for Differential Equations and the Twelfth Conference on Simulation Algorithms, Hainan University, Hainan, China, Aug 15-18, 2017.

50.   Accurate numerical methods for FBSDEs with applications, Symposium on stochastic computation and numerical solutions of differential equations, Shanghai Normal University, Shanghai, China, Aug 19 - 21, 2017.

51.   Numerical Methods for FBSDEs with Applications, talk at 2017 CSIAM Conference, Qindao, Shandong 250100, China, Oct 14, 2017.

52.   Solving fully second-order parabolic PDEs via second-order FBSDEs, Talk at the Symposium on Numerical Methods for Stochastic Differential Equations, Southeast University, Nanjing, China, Oct 15, 2017.

53.   Numerical Methods for FBSDEs with Applications, talk at School of Mathematics and Statistics, Xiangtan University, Xiangtan, China, Oct 20, 2017.

54.  Discretization Methods for FBSDEs with Applications, talk at Zaozhuang University, Zaozhuang, China,  March. 31, 2018

55. Numerical Methods for FBSDEs with Applications, Talk at Shandong University of Technology, Zibo, Shandong, China,April 20, 2018

56.  High-order Numerical Schemes for Stochastic Optimal Control Via FBSDEs,  The Third Yangzhou International Symposium on Dynamic Systems and Numerical Analysis, Yangzhou University, Yangzhou, China, May 25, 2018


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