刘暐




刘暐
性别：男
部门：数理学院
聘任技术职务：副研究员
学位：理学博士学位
学历：研究生教育
毕业院校：英国 斯特拉斯克莱德大学
联系电话：
电子邮箱：weiliu@shnu.edu.cn
办公地点：
通讯地址：






研究方向科研成果教学工作荣誉奖励社会兼职


刘暐的研究兴趣主要在随机微分方程的数值逼近，随机偏微分方程以及随机控制这三个方向。对于随机微分方程的数值逼近，他主要关注针对非线性方程的数值方法的有限时间收敛性以及数值解的渐近性。对于随机偏微分方程，他目前关注的是白噪声和彩色噪声驱动的随机热方程的渐近性。随机控制方面，他的兴趣在于如何利用离散时间的观测值构造控制项。

论文们

内容分类 时间分类
随机常微分方程及其数值逼近
18. Bao, Zhenyu; Tang, Jingwen; Shen, Yan;Liu, Wei; Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods,Statistics & Probability Letters,2021, 168, 108952.
17. Deng, Chang-Song;Liu, Wei; Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations,BIT Numerical Mathematics,2020, 60(4): 1133-1151.

16. 刘暐，毛学荣，随机方程的截断方法综述，安徽工程大学学报,2020年第1期, 1-11+95.
15. Jiang, Yanan; Weng, Lihui;Liu, Wei; Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations,Numerical Algorithms,2020, 83(4): 1531-1553.
14.Liu, Wei; Mao, Xuerong; Tang, Jingwen; Wu, Yue; Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations,Applied Numerical Mathematics,2020, 153: 66-81.
13. Weng, Lihui;Liu, Wei; Invariant measures of the Milstein method for stochastic differential equations with commutative noise,Applied Mathematics and Computation, 2019, 358: 169-176.
12. Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong; The truncated EM method for stochastic differential equations with Poisson jumps,Journal of Computational and Applied Mathematics,2019, 355: 232-257.

11. Jiang, Yanan;Huang, Zequan;Liu, Wei; Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients,Advances in Difference Equations, 2018, 355: 1-15.
10. Guo, Qian;Liu, Wei; Mao, Xuerong; Zhan, Weijun; Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations,International Journal of Computer Mathematics, 2018, 95(9): 1715-1726.
9. Guo, Qian;Liu, Wei; Mao, Xuerong; A note on the partially truncated Euler-Maruyama method,Applied Numerical Mathematics, 2018, 130: 157-170.
8. Guo, Qian;Liu, Wei; Mao, Xuerong; Yue, Rongxian; The truncated Milstein method for stochastic differential equations with commutative noise,Journal of Computational and Applied Mathematics，2018，338: 298-310.
7.Liu, Wei; Mao, Xuerong; Almost sure stability of the Euler–Maruyama method with random variable stepsize for stochastic differential equations，Numerical Algorithms，2017，74(2): 573-592.
6. Guo, Qian;Liu, Wei; Mao, Xuerong; Yue, Rongxian; The partially truncated Euler–Maruyama method and its stability and boundedness，Applied Numerical Mathematics，2017，115: 235-251.
5.Liu, Wei; Mao, Xuerong; Numerical stationary distribution and its convergence for nonlinear stochastic differential equations，Journal of Computational and Applied Mathematics，2015，276: 16-29.
4. Qiu, Qinwei;Liu, Wei; Hu, Liangjian; Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations,Advances in Difference Equations, 2014, 310: 1-14.
3.Liu, Wei; Foondun, Mohammud; Mao, Xuerong; Mean square polynomial stability of numerical solutions to a class of stochastic differential equations,Statistics & Probability Letters, 2014, 92: 173-182.
2.Liu, Wei; Mao, Xuerong; Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations,Applied Mathematics and Computation, 2013, 223: 389-400.
1.Liu, Wei; Mao, Xuerong; Asymptotic moment boundedness of the numerical solutions of stochastic differential equations,Journal of Computational and Applied Mathematics，2013，251: 22-32.
随机偏微分方程
3. Foondun, Mohammud;Liu,Wei; Nane, Erkan; Some non-existence results for a class of stochastic partial differential equations,Journal of Differential Equations, 2019, 266(5): 2575-2596.
2.Liu, Wei; Tian, Kuanhou; Foondun, Mohammud; On Some Properties of a Class of Fractional Stochastic Heat Equations，Journal of Theoretical Probability, 2017, 30: 1310-1333.
1. Foondun, Mohammud;Liu, Wei; Omaba, McSylvester; Moment bounds for a class of fractional stochastic heat equations，Annals of Probability, 2017, 45(4): 2131-2153.
随机控制
6. Hu, Junhao;Liu, Wei; Deng, Feiqi; Mao, Xuerong; Advances in stabilization of hybrid stochastic differential equations by delay feedback control,SIAM Journal on Control and Optimization,2020, 58(2): 735-754.
5. Qiu, Qinwei;Liu, Wei; Hu, Liangjian; Mao, Xuerong; You, Surong; Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay,Statistics & Probability Letters, 2016, 115: 16-26.
4. 邱亲伟，刘暐，胡良剑，陆见秋，在离散观测和反馈延迟下的混杂随机系统镇定，控制理论与应用，2016，33(8)：1023-1030.

3. Xu, Zhiying;Liu, Wei; Li, Yan; Hu, Junhao; Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays,Advances in Difference Equations, 2015, 105: 1-14.
2. You, Surong;Liu, Wei; Lu, Jianqiu; Mao, Xuerong; Qiu, Qinwei; Stabilization of hybrid systems by feedback control based on discrete-time state observationsd,SIAM Journal on Control and Optimization，2015，53(2)： 905-925.
1. Mao, Xuerong;Liu Wei; Hu, Liangjian; Luo, Qi; Lu, Jianqiu; Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations，Systems & Control Letters，2014，73： 88-95.



数据库们

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MR Author ID


学术硕士研究生（计算数学方向）
2016.9 - 2019.6 姜雅赧 毕业去向：东华大学（攻读博士学位）
2016.9 - 2019.6 翁丽慧 毕业去向：上海市文来中学（高中部）
2017.9 - 2020.6 包振宇 毕业去向：上海市青浦第一中学
2017.9 - 至今 汤婧雯 毕业去向：
2019.9 - 至今 廖娟 毕业去向：
2019.9 - 至今 李晓彤 毕业去向：
2019.9 - 至今 邢卓 毕业去向：
专业硕士研究生（应用统计方向）
2017.10 - 2019.6 王芳 毕业去向：上海擎创信息技术有限公司
2017.10 - 2019.6 王宇 毕业去向：安阳学院
2018.10 - 2020.6 方招娣 毕业去向：辉瑞（中国）研究开发有限公司
2018.10 - 2020.6 张馨怡 毕业去向：佐智（上海）医疗科技有限公司
2019.10 - 至今 张冰心 毕业去向:
2020.10 - 至今 缪依婧 毕业去向:
2020.10 - 至今 周思遥 毕业去向:

项目（主持）
6. 2019.1 - 2019.12 上海师范大学一流研究生教育项目-全英文课程建设项目
5. 2018.1 - 2020.12
国家自然科学基金青年基金（**）

4. 2017.1 - 2019.12 上海市晨光计划（16CG50）
3. 2016.7 - 2018.6 上海市浦江人才计划（16PJ**）
2. 2016.1 - 2017.12 上海师范大学一般科研项目（SK201603）
1. 2016.1 - 2017.12 上海高校青年教师培养资助计划
项目（参与）

3. 2020.10 - 2023.9 上海市“科技创新行动计划”基础研究领域项目 (20JC**)
2. 2020.1 - 2023.12 国家自然科学基金面上基金（**）
1. 2019.1 - 2022.12
国家自然科学基金面上基金（**）










最后更新时间 2020.12.5






教职工课程信息
开课学年 开课学期 课程名称
2018-2019 2 高等数学（2）
2018-2019 1 概率论与数理统计
2018-2019 1 高等数学（1）



2020年度上海师范大学教学优秀奖（2020年）
第五届上海师范大学青年教师教学竞赛 一等奖 （2018年）
第二届“郭本瑜青年****优秀论文奖” 一等奖 （2017年）
第四届 上海师范大学青年教师教学竞赛 三等奖 （2017年）

第十二届 上海师范大学“优秀青年教师”（2017年）
第三届 上海师范大学青年教师教学竞赛 二等奖 （2016年）









Reviewer for Mathematical Reviews
Reviewer for the following journals
Advance in Difference Equations

Applied Mathematics and Computation

Applied Numerical Mathematics
BIT Numerical Mathematics
Discrete and Continuous Dynamical Systems Series B
IET Control Theory & Applications
International Journal of Computer Mathematics

Journal of Applied Mathematics and Computing
Journal of Computational and Applied Mathematics
Journal of Difference Equations & Applications

Mediterranean Journal of Mathematics

Numerical Algorithms
SIAM Journal on Control and Optimization
Statistics & Probability Letters
Stochastics: An International Journal of Probability and Stochastic Processes
Stochastics and Partial Differential Equations: Analysis and Computations

Systems & Control Letters