陈善镇

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研究兴趣:

  • 1. 分数阶微积分理论及其应用
  • 2. 分数阶偏微分方程数值解

办公室: 致知园教师办公室311
Email: cszemath@swufe.edu.cn

个人主页(Homepage)

全体教师     教授     副教授     讲师     研究方向

个人信息

陈善镇, 副教授,应用数学系副主任, 1988.02


教育背景

Queensland University of Technology, School of Mathematical Science, 联合培养, 2013.09-2014.09

山东大学数学学院,博士,2010.9-2015.7


工作和研究经历

2016.10—至今 西南财经大学,经济数学学院 副教授

2015.07—2016.10 西南财经大学,经济数学学院 讲师


教授课程

本科生:概率论, 线性代数, 高等代数I, 数值分析

研究生:衍生证券数值PDE方法, 数值分析与计算I


代表性论文

1. H. Zhang, F. Liu, I. Turner, S. Chen and Q. Yang, Numerical simulation of a Finite Moment Log Stable model for a European call option, Numer. Algorithms, Vol. 75, No. 3, 2017, pp. 569-585. (SCI, IF = 1.241)

2. S. Chen, X.Y. Jiang, Parameters estimation for a new anomalous thermal diffusion model in layered media, Comput. Math. Appl., Vol. 73, No. 6, 2017, pp. 1172-1181. (SCI, IF = 1.531)

3. S. Chen, F. Liu, X. Jiang, I. Turner, K. Burrage, Fast finite difference approximation for identifying parameters in a two-dimensional space-fractional nonlocal model with variable diffusivity coefficients, SIAM J. Numer. Anal., Vol. 54, No. 2, 2016, pp. 606-624. (SCI, IF = 1.978)

4. W. Fan, X. Jiang, S. Chen, Parameter estimation for the fractional fractal diffusion model based on its numerical solution, Comput. Math. Appl., Vol. 71, No. 2, 2016, pp. 642-651. (SCI, IF = 1.531)

5. H. Zhang, F. Liu, I. Turner, S. Chen, The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option, Appl. Math. Model., Vol. 40, No. 11-12, 2016, pp. 5819-5834. (SCI, IF = 2.350)

6. S. Chen, X. Jiang, F. Liu, I. Turner, V. Anh, High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation, J. Comput. Appl. Math., Vol. 278, No. 2015, pp. 119-129. (SCI, IF = 1.328)

7. S. Chen, F. Liu, X. Jiang, I. Turner, A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients, Appl. Math. Comput., Vol. 257, 2015, pp. 591-601. (SCI, IF = 1.738)

8. X. Gao, X. Jiang, S. Chen, The numerical method for the moving boundary problem with space-fractional derivative in drug release devices, Appl. Math. Model., Vol. 39, No. 8, 2015, pp. 2385-2391. (SCI, IF = 2.350)

9. X. Hu, S. Chen, Q. Chang, Fourth-order compact difference schemes for 1D nonlinear Kuramoto-Tsuzuki equation, Numer. Meth. Part Differ. Equ., Vol. 31, No. 6, 2015, pp. 2080-2109. (SCI, IF = 1.079)

10. S. Chen, X. Jiang, Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus, Physica A, Vol. 391, No. 15, 2012, pp. 3865-3874. (SCI, IF = 2.243)


科研项目

国家自然科学基金青年项目(No. 11701467): 反常传热传质分数阶移动边界模型中多参数数值反演算法的研究(2018.01-2020.12),主持,在研

国家自然科学基金委专项天元基金(No. 11626192): 复合介质中分数阶反常热传导模型多参数数值反演算法的研究(2017.01-2017.12),主持,在研

国家自然科学基金面上项目(No.11671323): 复杂衍生品定价的新型拉氏变换方法(2017.01-2020.12), 参与, 在研

国家自然科学基金面上项目(No. 11472161): 基于分数阶微积分理论的粘弹性本构模型参数反演及应用(2015.01-2018.12), 参与, 在研.

国家自然科学基金委重大研究计划/培育项目(No. 91130017): 基于分数阶微积分理论的复杂生物网络传输的动力学模型及算法研究(2012.01-2014.12), 参与,已结题.