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科研论文

[1]     Yuyang Ye, Yunzhang Li*, Shanjian Tang, Fractional backward stochastic partial differential equations with applications to stochastic optimal control of partially observed systems driven by Lévy processes, SIAM Journal on Control and Optimization, 2025, 63 (2): 1314-1347.

(中国数学会 T1 期刊, 通讯作者)


[2]     Miaomiao Li, Yunzhang Li, Bin Pei*, Yong Xu, Averaging principle for semilinear slow-fast rough partial differential equations, Stochastic Processes and their Applications, 2025, 188:104683.

(中国数学会 T2 期刊)


[3]     Bin Pei, Lifang Feng, Yunzhang Li, Yong Xu*, Non-Markovian dynamics: the memory-dependent probability density evolution equations, Nonlinear Dynamics, 2025, 113: 12589-12607.

(中国科学院 2 区期刊)


[4]     Yunzhang Li*, Xiaolu Tan, Shanjian Tang, Discrete-time approximation of stochastic optimal control with partial observation, SIAM Journal on Control and Optimization, 2024, 62(1): 326-350.

(中国数学会 T3 期刊, 第一作者、通讯作者)


[5]     Yunzhang Li*, A high-order numerical scheme for stochastic optimal control problem, Journal of Computational and Applied Mathematics, 2023, 427: 115158.

(中国数学会 T1 期刊, 第一作者、通讯作者)


[6]     Yunzhang Li*, A high-order numerical method for BSPDEs with applications to mathematical finance, SIAM Journal on Financial Mathematics, 2022, 13(1): 147-178.

(中国数学会 T2 期刊, 第一作者、通讯作者)


[7]     Yunzhang Li, Chi-Wang Shu*, Shanjian Tang, A local discontinuous Galerkin method for nonlinear parabolic SPDEs, ESAIM: Mathematical Modelling and Numerical Analysis, 2021, 55: S187-S223.

(中国数学会 T2 期刊, 第一作者)


[8]     Yunzhang Li*, Shanjian Tang, Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence, Systems & Control Letters, 2021, 153: 104952.

(复旦数学 2 区期刊, 第一作者、通讯作者)


[9]     Li Zhou, Yunzhang Li*, An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise involving second-order derivative, Communications in Computational Physics, 2022, 31(2): 516-547.

(中国数学会 T1 期刊, 通讯作者)


[10]  Yunzhang Li*, Shanjian Tang, Approximation of backward stochastic partial differential equations by a splitting-up method, Journal of Mathematical Analysis and Applications, 2021, 493: 1-37.

(中国数学会 T3 期刊, 第一作者、通讯作者)


[11]  Yunzhang Li*, Shanjian Tang, BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales, Communications in Information and Systems, 2021, 21(4): 561-589.

(第一作者、通讯作者)


[12]  Yunzhang Li, Chi-Wang Shu*;, Shanjian Tang, An ultra-weak discontinuous Galerkin method with implicit–explicit time-marching for generalized stochastic KdV equations, Journal of Scientific Computing, 2020, 82(3): 61.

(中国数学会 T2 期刊, 第一作者)


[13]  Yunzhang Li, Chi-Wang Shu*, Shanjian Tang, A discontinuous Galerkin method for stochastic conservation laws, SIAM Journal on Scientific Computing, 2020, 42(1): A54-A86.

(中国数学会 T1 期刊, 第一作者)


[14]  Yixiang Dai, Yunzhang Li*, Jing Zhang, Local discontinuous Galerkin method for nonlinear BSPDEs of Neumann boundary conditions with deep backward dynamic programming time-marching, Communications in Computational Physics, under revision.

(中国数学会 T1 期刊, 通讯作者)


[15]  Kai Du, Yunzhang Li*, Yuyang Ye, Particle approximation for a conditional McKean-Vlasov stochastic differential equation, preprint.

(通讯作者)


科研项目

国家自然科学基金项目:

1、 国家自然科学基金委员会,青年科学基金项目,12301566,平均场框架下的部分观测随机最优控制问题的紧性方法与数值研究,2024.01 – 2026.12,30万元,在研,主持


省部级项目:

1、上海市人才工作局,上海市白玉兰人才计划浦江项目特殊急需类(人工智能方向), 24PJD002,部分观测随机最优控制问题的深度学习算法,2024.12 – 2026.11,30万元,在研,主持

2、上海市科委,上海市“科技创新行动计划”基础研究领域项目,23JC1400300,平均场系统滤波问题的混沌传播理论与粒子博弈极限理论,2023.12 – 2026.11,40万元,在研,主持

3、上海市教育委员会与上海市教育发展基金会,上海市晨光学者计划,22CGA01,倒向随机N-S方程的概率学表征和数值方法,2023.01 – 2024.12,6万元,在研,主持

4、中国博士后科学基金会,中国博士后科学基金面上资助,2021M690703,完全非线性二阶PDEs的间断有限元方法及其应用,2021.06 – 2022.06,8万元,结题,主持

5、中国博士后科学基金会,国家博士后创新人才支持计划,BX20200096,高维SPDEs和BSPDEs的LDG方法及其在随机最优控制中的应用,2020.06 – 2022.06,63万元,结题,主持

6、上海市人力资源和社会保障局,上海市“超级博士后”激励计划,2020034,随机最优控制问题的数值算法,2020.12 – 2022.06,20万元,结题,主持


横向项目:

1、合作单位:华东师范大学附属东昌中学,课题名称:数学核心素养培养项目技术服务(拔尖创新人才培养),2024.03 – 2026.0352.08万元,在研,主持


学术会议

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