姓名：  沈金叶    职称： 副教授，硕士生导师  学历：理学博士 (PhD in Mathematics)

专业： 计算数学     邮箱：jyshen@swufe.edu.cn

办公地址：通博楼B203

学术主页：

GoogleScholar:https://scholar.google.com/citations?hl=zh-CN&user=2YinuHgAAAAJ&view_op=list_works

https://www.researchgate.net/profile/Jinye-Shen-2

教育背景:

2016.09—2020.03    东南大学数学科学学院(计算数学专业)，理学博士学位

研究方向

金融期权定价模型的数值算法，Bernoulli 自由边界问题的自适应算法，非线性发展方程的差分方法，分数阶模型的数值算法。

工作经历

1) 2023-12 至今   西南财经大学，555000jc赌船，副教授 ( Associate Professor)

2) 2020-09 至 2023-11  西南财经大学，555000jc赌船，讲师

访问经历

1) 2024-01 至 2025-01, 布朗大学, 应用数学系, 无

2) 2023-06 至 2023-09, 澳门大学, 科技学院, 无

3) 2021-07 至 2021-08, 北京计算科学研究中心, 应用与计算数学研究部, 无

4) 2020-01 至 2020-03, 新加坡国立大学, 数学科学研究所, 无

5) 2017-07 至 2017-09, 北京计算科学研究中心, 应用与计算数学研究部, 无

代表性论文

1] Weizhang Huang, Jinye Shen*, A grid-overlay finite difference method for the fractional Laplacian on arbitrary bounded domains, SIAM J. Sci. Comput., 46 (2024), A744-A769.

2] Jinye Shen, Weizhang Huang, Jingtang Ma, An Efficient and Provable Sequen tial Quadratic Programming Method for American and Swing Option Pricing, Eur. J. Oper. Res., (2023), doi.org/10.1016/j.ejor.2023.11.012.

3] Xinfu Chen, Zhengyang Lu, Jintang Ma, Jinye Shen*, An Implicit Scheme for American Put Options, J. Sci. Comput., 97 (2023), 42.

4] Ang Ge, Jinye Shen, Seakweng Vong, Space-time methods based on isogeomet ric analysis for time-fractional Schrödinger equation, J. Sci. Comput., 97 (2023),76.

5] Jinye Shen, Fanhai Zeng, Martin Stynes, Second-order error analysis of the averaged L1 scheme L1 for time-fractional initial-value and subdiffusion problems, Sci. China Math., (2023)，doi.org/10.1007/s11425-022-2078-4.

6] Jinye Shen*, Bowen Shi, Weizhang Huang, Meshfree finite difference solution of homogeneous Dirichlet problems of the fractional Laplacian, Commun. Appl. Math. Comput., (2024), doi:10.1007/s42967-024-00368-z.

7] Jinye Shen, Martin Stynes, Zhi-Zhong Sun, Two Finite Difference Schemes for Multi-Dimensional Fractional Wave Equations with Weakly Singular Solutions, Comput. Methods Appl. Math., 21 (2021), 913-928.

8] Jinye Shen, Changpin Li, Zhi-Zhong Sun, An H2N2 interpolation for Caputo derivative with order in (1, 2) and its application to time fractional wave equation in more than one space dimension, J. Sci. Comput., 83 (2020), 38.

9] Jinye Shen, Zhi-Zhong Sun, WanRong Cao, Finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation, Appl. Math. Comput., 361 (2019), 752-765.

10] Jinye Shen, Zhi-Zhong Sun, Rui Du, Finite difference schemes based on Fast algorithm for time-fractional diffusion equation with a weak singularity at the initial time, East Asian J. Appl. Math., 8 (2018), 834-858.

所授课程及指导学生

本科生：高等代数、数值分析

研究生：高等数值分析、偏微分方程数值解、学术写作指导、数值分析与计算专题

在读硕士：Bowen Shi, Heng Dai (2022-09至2025-06)，Jialong Cao, Linlin Fan (2023-09至2026-06)

已毕业硕士: Ang Ge (2021-09至2024-06)

主持项目

1) Variable step-size numerical methods and applications of high order accuracy for several time fractional partial differential equations with low regularity of solutions (PI, 01/01/2021 – 31/12/2024)

– The National Natural Science Foundation of China (No. 1210010270)

2) Bernoulli自由边界问题的有限元方法 (PI, 1st, 01/01/2023 – 30/11/2023)

– The Fundamental Research Funds for the Central Universities (No. JBK2304085)

3) 低正则解的分数阶波方程研究 (PI, 1st, 01/01/2021 – 30/11/2021)

– The Fundamental Research Funds for the Central Universities (No. JBK2101012)

所获奖项

第十二届年会青年学者最佳论文第二名, 中国运筹会金融工程与金融风险管理分会