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殷俊锋,同济大学数学科学学院长聘教授,博士生导师,上海市浦江人才计划入选者,2010年中国数学会计算数学分会应用数值代数奖获得者,主持多项国家自然科学基金与省部级科研项目,在国际知名期刊上发表多篇高水平的学术论文。
课题组旨在开拓科学与工程计算、大数据与人工智能,生物健康计算、计算金融与风险管理等新兴交叉领域的探索性研究,建立金融风险控制与随机微分方程之间的本质联系,发现金融衍生品定价的新模型和快速稳定有效计算方法,并揭示这些计算方法的理论和机理。
欢迎对计算数学和金融数学感兴趣的同学报考研究生!要求勤奋好学,乐观上进,对计算数学与科学工程交叉学科、金融风险管理中的高性能计算方法的相关研究有兴趣。特别欢迎在数值分析、英语、计算机编程能力等方面有较好研究基础者申请。
每年计划招收博士生1名,硕士研究生1名,可结合自己兴趣选择研究方向。

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支持扩展名:.rar .zip .doc .docx .pdf .jpg .png .jpeg1.Y. Jiang, Jun-Feng Yin, Two-sided preconditioned CGLS for the solution of factorized linear systems. Linear Algebra Appl.,
730(1):387, 2026
2. Y. Ye, J.-F. Yin, Y. Jiang and Z. Wang. A fast Bregman projection method for linearly constrained optimization problems,
J. Comput. Appl. Math., 472(2026), 116792.
3. Z. Dong, Z. Wang, G. Yin and J.-F. Yin, A surrogate hyperplane Bregman-Kaczmarz method for solving
linear inverse problems. J. Sci. Comput., 102(1):7, 2025
4. Z. Dong, S. Qin, G. Yin, J.-F. Yin and N. Zheng, A surrogate hyperplane Kaczmarz method with oblique projection for solving linear systems, J. Sci. Comput., 104:85, 2025.
5. A. Xiao, X. Gao, J.-F. Yin, A fast block nonlinear Bregman-Kaczmarz method with averaging for nonlinear sparse signal recovery,
J. Sci. Comput., 104:71,2025.
6. N. Zheng, K. Hayami, J.-F. Yin, Modulus-type inner outer iteration methods for nonnegative constrained least squares problems, SIAM J. Matrix Anal. Appl., 64(2), pp. 245-262, 2016.
7. N. Zheng, J.-F. Yin, Convergence of accelerated modulus-based matrix splitting iteration methods for linear complementarity problem with an H+-matrix, J. Comput. Appl. Math. 260, pp. 281-293, 2014.
8. Yin, Jun-Feng, Yin, Guo-Jian, Ng, Michael, On adaptively accelerated Arnoldi method for computing PageRank. Numer. Linear Algebra Appl. 19 (2012), no. 1, 73–85.
9. Hayami, Ken; Yin, Jun-Feng; Ito, Tokushi; GMRES methods for least squares problems. SIAM J. Matrix Anal. Appl. 31 (2010), no. 5, 2400–2430.
10. Bai, Zhong-Zhi; Golub, Gene H.; Lu, Lin-Zhang; Yin, Jun-Feng; Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26 (2005), no. 3, 844–863

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