郭旭 Xu Guo
博士，教授，博士生導師
岩土與結構工程研究中心，國家級青年人才，齊魯青年學者，泰山學者青年專家
電子郵箱：guoxu@sdu.edu.cn
主要從事：岩土工程交叉應用、數值計算與數值分析、數學建模、偏微分方程及其反演等的科研教學工作
個人簡介（中文版）：
教育背景：
2012 - 2015，香港浸會大學，應用數學專業，博士
導師： Prof. Leevan LING / Prof. Tao Tang
2011 - 2012，香港城市大學/法國巴黎九大，金融與精算數學，碩士
導師： Prof. Yiu-Chung HON Benny
2007 - 2011，山東大學，金融數學與金融工程專業，學士
工作履曆：
2019.10 - 至今，山東大學岩土與結構工程研究中心，教授, 博士生導師
2018.09 - 2019.05，香港中文大學數學系，副研究員
2017.06 - 2018.09，香港浸會大學數學系，博士後
2016.01 - 2017.05，美國南卡羅來納大學數學系，博士後
2015.10 - 2015.12，香港浸會大學數學系，助理研究員
研究方向：
1. 基于科學計算的岩土工程交叉應用研究
2. 高精度數值計算與數值分析
3. 偏微分方程及其反演計算
4. 數據建模與計算
5. 風險預估及量化
科研項目 (Research grant)：
1. 國家自然科學基金青年項目，30萬，主持
2. 山東省優秀青年基金，40萬，主持
3. 山東大學齊魯青年學者項目, 100萬，主持
4. 山東省泰山學者青年項目，100萬，主持
5. 中央引導地方科技發展資金項目，150萬，主持
6. 國家自然科學基金優秀青年基金（海外），300萬，主持
7. 國家自然科學基金面上項目，45萬，主持
研究生招生（碩士、博士研究生）：
要求學生科研理論知識紮實，刻苦認真，性格樂觀開朗，積極向上。歡迎從事數學與統計、計算機、岩土工程、地球物理、力學等方面的學生報考。
代表性論文：
2022
1. Y. Xiong, X. Guo*, A short-memory operator splitting scheme for constant-Q viscoelastic wave equation, Journal of Computational Physics, 449(2022), 110796.
2. Z. Yang, H. Liu, X. Guo*, and H. Wang, A support vector machine method for a two time-scale variable-order time-fractional diffusion equation, East Asian Journal on Applied Mathematics, 12(2022), 145-162.
3. X. Guo, J. Wang, S. Yang, Y. Ren*, Optimal staggered-grid finite-difference method for wave modeling based on artificial neural networks, Computers and Mathematics with Applications, 108(2022), 141-158.
4. X. Zheng, H. Wang, and X. Guo*, Analysis of a time-fractional substantial diffusion equation of variable order, Fractal and Fractional, 6(2022).
2021
1. B. Liu*, J. Wang, Y. Ren, X. Guo, L. Chen, L. Liu, Decoupled elastic least-squares reverse time migration and its application in tunnel geological forward-prospecting, Geophysics, 871 (2021), 1-136.
2. Y. Yang, H. Li*, X. Guo, A linearized energy-conservative scheme for two-dimensional nonlinear Schrödinger equation with wave operator, Applied Mathematics and Computation, 404(2021), 126234.
3. X. Xu, P. Zhang, X. Guo, B. Liu*, L. Chen, Q. Zhang, L. Nie*, Y. Zhang, A case study of seismic forward prospecting based on the tunnel seismic while drilling and active seismic methods, Bulletin of Engineering Geology and the Environment, 80(2021), 3553–3567.
4. B. Gao, R. Wang, C. Lin, X. Guo*, B. Liu, W. Zhang, TBM penetration rate prediction based on the long short-term memory neural network, Underground Space, 6(2021), 718-731.
2020
1. M. Bellalah, X. Guo, S. Wu, D. Zhang*, General equilibrium with heterogeneous participants and Continuous consumption with information costs and short selling constraints, Annals of Operations Research, 2020, https://doi.org/10.1007/s10479-020-03663-z
2. R. Wang, X. Guo, J. Li, J. Wang, L. Jing, A. Liu, X. Xu*, A mechanical method for predicting TBM penetration rates, Arabian Journal of Geosciences, 13(2020), https://doi.org/10.1007/s12517-020-05305-x
3. X. Guo, Y. Li*, and T. Zeng, A finite difference scheme for Caputo-Fabrizio fractional differential equations, International journal of numerical analysis and modeling, 17(2020), 195–211.
4. B. Liu, Q. Guo, S. Li, B.C. Liu, Y. Ren, Y. Pang, X. Guo, L. Liu, and P. Jiang*, Deep Learning Inversion of Electrical Resistivity Data, IEEE Transactions on Geoscience and Remote Sensing, 58(2020), 5715–5728.
5. N. Du, X. Guo*, H. Wang, Fast upwind and Eulerian-Lagrangian control volume schemes for a time-dependent space-fractional advection-dispersion equation, Journal of Computational Physics, 405(2020), 109127.
6. N. Du, X. Guo*, H. Wang, A fast state-based peridynamic numerical model, Communications in Computational Physics, 27(2020), 274–291.
7. B. Liu, R. Wang, G. Zhao, X. Guo, Y. Wang, J. Li, S. Wang*, Prediction of rock mass parameters in the TBM tunnel based on BP neural network integrated simulated annealing algorithm, Tunnelling and Underground Space Technology, 95(2020), 103103.
2019
1. B. Liu, R. Wang, Z. Guan, J. Li, Z. Xu, X. Guo*, Y. Wang, Improved support vector regression models for predicting rock mass parameters using tunnel boring machine driving data, Tunnelling and Underground Space Technology, 91(2019), 102958.
2. J. Gao, M. Zhao, N. Du, X. Guo, H. Wang*, J. Zhang, A finite element method for space-time directional fractional diffusion partial differential equations in the plane and its error analysis, Journal of Computational and Applied Mathematics, 362(2019), 354–365.
2018
1. X. Guo, Y. Li*, and H. Wang, A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model, SIAM Journal on Scientific Computing，40 (2018), A3322–A3343.
2. X. Guo, Y. Li*, and H. Wang, Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process, Computers and Mathematics with Applications，76 (2018), 1500–1514.
3. P. Chakraborty*, X. Guo, and H. Wang, Stable Lévy diffusion and related model fitting, Modern Stochastics: Theory and Applications, 2018, 1–21.
4. X. Guo, Y. Li*, and H. Wang, A fourth order scheme for space fractional diffusion equations, Journal of Computational Physics, 373 (2018), 410–424.
5. X. Guo, Y. Li*, and H. Wang, A fast finite difference method for tempered fractional diffusion equations, Communications in Computational Physics, 24 (2018), 531–556.
6. X. Guo*, and L. Ling, Evaluation finite moment log-stable option pricing by a spectral method, NUMERICAL MATHEMATICS: Theory, Methods and Applications, 11 (2018), 437–452.
2018年以前
1. X. Guo, and Y. Li*, Valuation of American options under the CGMY model, Quantitative Finance, 16 (2016), 1529–1539.
2. X. Guo, and H. Wang*, Dividends sharing convertible bonds pricing and numerical evaluation, Mathematical Problems in Engineering, 2013, 932579.
聯系方式：
通訊地址：山東省濟南市經十路17922号 山東大學岩土與工程結構中心
郵編：250061
電子郵箱: guoxu@sdu.edu.cn
Resume（English version）：
Xu Guo
PhD, Professor
Geotechnical and Structural Engineering Research Center
Email: guoxu@sdu.edu.cn
Research areas: Scientific Computing, Mathematical Modelling, Big Data, Fractional Partial Differential Equations
Education
2012– 2015, Ph.D. in Applied Mathematics, Hong Kong Baptist University
Supervisor： Professor Leevan Ling / Professor Tao Tang
2011 – 2012, M.Sc. in Mathematics for Finance and Actuarial Science, Université Paris-Dauphine / City University of Hong Kong
Supervisor： Prof. Yiu-Chung HON Benny
2007 – 2011, B.Sc. in Financial Mathematics and Financial Engineering, Shandong University
Professional experience
2019.10 – present, Geotechnical and Structural Engineering Research Center, Shandong University，Professor
2018.09 – 2019.05, Department of Mathematics, The Chinese University of Hong Kong, Research Associate
2017.06 – 2018.09, Department of Mathematics, Hong Kong Baptist University, Postdoctoral Research Fellow
2016.01 - 2017.05, Department of Mathematics, University of South Carolina, Postdoctoral Research Fellow
2015.10 - 2015.12，Department of Mathematics, Hong Kong Baptist University, Research Assistant
Research interest
1. Scientific computing
2. Mathematical Modelling
3. Big Data
4. Fractional Partial Differential Equations
Graduate student recruitment
Students with quantitative backgrounds and experience in either Mathematics or geophysics (or both!!) are encouraged to apply. Please contact me if you are interested in joining my research group.
Contact information
Mailing address:
Jingshi Rd 17922
Geotechnical and Structural Engineering Research Center
Shandong University, Qianfoshan Campus
Jinan, Shandong province 250061
Email: guoxu@sdu.edu.cn
