蔡猛,理学博士,助理教授
通讯地址:北京市昌平区沙河高教园中央财经大学统计与数学学院,102206
电子邮箱:mcai@lsec.cc.ac.cn
教育背景:
2021.04-2022.05,加拿大阿尔伯塔大学,数学,联合培养(导师:胡耀忠 教授)
2016.09-2022.06,中南大学 数学与统计学院,数学,硕博连读(导师:甘四清 教授)
2012.09-2016.06,中南大学 数学与统计学院,统计学,理学学士
工作经历
2024.07-至今,中央财经大学 统计与数学学院,助理教授
2022.07-2024.06 中国科学院数学与系统科学研究院,博士后(导师:洪佳林 研究员)
研究方向:随机偏微分方程数值方法,量化金融
所授课程:本科生:实变函数与泛函分析,复变函数;研究生:泛函分析
学术论文:
Meng Cai, Siqing Gan and Xiaojie Wang, Weak convergence rates for an explicit full-discretization of stochastic Allen–Cahn equation with additive noise, J. Sci. Comput., 86:34 (2021).
Meng Cai, Ruisheng Qi and Xiaojie Wang, Strong convergence rates of an explicit scheme for stochastic Cahn–Hilliard equation with additive noise, BIT Numer. Math., 63:43 (2023).
Meng Cai, Siqing Gan and Yaozhong Hu, Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise, Appl. Numer. Math., 188:1–20 (2023).
Meng Cai, Siqing Gan and Xiaojie Wang, Weak approximations of stochastic partial differential equations with fractional noise, J. Comput. Math., 42(3):735–754 (2024).
Ruisheng Qi,Meng Cai, Xiaojie Wang, Strong convergence rates of a fully discrete scheme for the stochastic Cahn–Hilliard equation with additive noise, Commun. Math. Sci., 22(5):1307–1346 (2024).
Meng Cai, David Cohen and Xiaojie Wang, Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping, arXiv:2307.01975.
Meng Cai, ChuChu Chen, Jialin Hong and Tau Zhou, Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers, arXiv:2402.01137.
科研项目:
中南大学研究生自主探索创新项目:非全局Lipschitz条件下随机偏微分方程数值算法的弱收敛分析, 2019zzts214, 2019–2020,主持.
国家自然科学基金面上项目:系数不连续的随机微分方程及其数值分析, 11971488, 2020–2023,主要参与人.
学术兼职:
担任BIT Numerical Mathematics, Stochastics等SCI期刊审稿人.
主要奖项:
博士研究生国家奖学金,2021