郭旭 Xu Guo
博士，教授，博士生导师
岩土与结构工程研究中心，国家级青年人才，齐鲁青年学者，泰山学者青年专家
电子邮箱：guoxu@sdu.edu.cn
主要从事：岩土工程交叉应用、数值计算与数值分析、数学建模、偏微分方程及其反演等的科研教学工作
个人简介（中文版）：
教育背景：
2012 - 2015，香港浸会大学，应用数学专业，博士
导师： Prof. Leevan LING / Prof. Tao Tang
2011 - 2012，香港城市大学/法国巴黎九大，金融与精算数学，硕士
导师： Prof. Yiu-Chung HON Benny
2007 - 2011，163am银河线路，金融数学与金融工程专业，学士
工作履历：
2019.10 - 至今，163am银河线路岩土与结构工程研究中心，教授, 博士生导师
2018.09 - 2019.05，香港中文大学数学系，副研究员
2017.06 - 2018.09，香港浸会大学数学系，博士后
2016.01 - 2017.05，美国南卡罗来纳大学数学系，博士后
2015.10 - 2015.12，香港浸会大学数学系，助理研究员
研究方向：
1. 基于科学计算的岩土工程交叉应用研究
2. 高精度数值计算与数值分析
3. 偏微分方程及其反演计算
4. 数据建模与计算
5. 风险预估及量化
科研项目 (Research grant)：
1. 国家自然科学基金青年项目，30万，主持
2. 山东省优秀青年基金，40万，主持
3. 163am银河线路齐鲁青年学者项目, 100万，主持
4. 山东省泰山学者青年项目，100万，主持
5. 中央引导地方科技发展资金项目，150万，主持
6. 国家自然科学基金优秀青年基金（海外），300万，主持
7. 国家自然科学基金面上项目，45万，主持
研究生招生（硕士、博士研究生）：
要求学生科研理论知识扎实，刻苦认真，性格乐观开朗，积极向上。欢迎从事数学与统计、计算机、岩土工程、地球物理、力学等方面的学生报考。
代表性论文：
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.
联系方式：
通讯地址：山东省济南市经十路17922号 163am银河线路岩土与工程结构中心
邮编：250061
电子邮箱: 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
