Baruch College Department of Mathematics | Chris Chen, Assistant Professor


Chris Chen, Assistant Professor

Department of Mathematics
Weissman School of Arts and Sciences
Baruch College, The City University of New York

My research areas are in computational mathematics and statistics. We promote collaboration and interdisciplinary work. Our recent projects include

  • Analyzing and developing math algorithms for fractional linear complementarity problems
    Applications: option pricing, fluid animation, bimatrix games, contact force computation, impulse constraint engines
  • Applying classification algorithms to track decision boundaries
    Applications: medical data analysis, financial data analysis


  • MTH 2610: Calculus I
  • Limits, derivatives, optimization, integration, logarithm and exponential functions
    Fall 2018, TTh 2:55pm-4:35pm, VC-11-140, office hour: F 3:00pm-4:00pm

  • MTH 4115: Numerical Methods for Differential Equations in Finance
  • Computer arithmetics, nonlinear solver, matrix computation, time integration, finite difference solver for options

  • MTH 4120: Mathematical Probability
  • Probability space, discrete and continuous random variables, covariance and correlation, central limit theorem

  • MTH 4130: Mathematics of Statistics
  • Inferential statistics, statistical tests, applied linear models, time series, unsupervised learning
    Fall 2018, TTh 9:55am-11:35am, VC-12-175, office hour: F 2:00pm-3:00pm


  • Office: Vertical Campus Room 6-285, 55 Lex at 24th, New York, NY
  • Email:
  • Phone: 646-312-4168


  • Efficient energy stable schemes with spectral discretization in space for anisotropic Cahn-Hilliard systems
    Feng Chen, Jie Shen
    Communications in Computational Physics 13 (5), 1189-1208, 2013
  • A multi-domain spectral method for time-fractional differential equations
    Feng Chen, Qinwu Xu, Jan S Hesthaven
    Journal of Computational Physics 293, 157-172, 2015
  • Efficient spectral–Galerkin methods for systems of coupled second-order equations and their applications
    Feng Chen, Jie Shen
    Journal of Computational Physics 231(15), 2012
  • A parareal method for time-fractional differential equations
    Qinwu Xu, Jan S Hesthaven, Feng Chen
    Journal of Computational Physics 293, 173-183, 2015
  • An efficient and energy stable scheme for a phase-field model for the moving contact line problem
    Sebstian Aland, Feng Chen
    International Journal for Numerical Methods in Fluids 81 (11), 657-671, 2016
  • A GPU parallelized spectral method for elliptic equations in rectangular domains
    Feng Chen, Jie Shen
    Journal of Computational Physics 250, 555-564, 2013
  • A new spectral element method for pricing European options under the Black–Scholes and Merton jump diffusion models
    Feng Chen, Jie Shen, Haijun Yu
    Journal of Scientific Computing 52 (3), 499-518, 2012
  • A new framework of GPU-accelerated spectral solvers: collocation and Galerkin methods for systems of coupled elliptic equations
    Feng Chen
    Journal of Scientific Computing 62 (2), 575-600, 2015
  • Modeling and simulation of switchings in ferroelectric liquid crystals
    Jinhae Park, Feng Chen, Jie Shen
    Discrete and Cont. Dyn. Syst 26, 1419-1440, 2010


  • On the use of reduced basis methods to accelerate and stabilize the parareal method
    Feng Chen, Jan S Hesthaven, Xueyu Zhu
    Modeling, simulation and applications: Reduced Order Methods for modeling and computational reduction, Chapter 7. Springer International Publishing, 2014. Editors: Alfio Quarteroni, Gianluigi Rozza


  • An adjoint approach for stabilizing the parareal method
    Feng Chen, Jan S Hesthaven, Yvon Maday, Allan S Nielsen
    Resaerch report to Brown University and Ecole Polytechnique Fédérale de Lausanne, 2015


  • A space-time parallel approach to large-scale problems in computational science
    AMS Colloquium, University of California, Santa Cruz, CA, Feb 1, 2014
  • Pricing options under the jump diffusion model: a new spectral element method
    Third Annual CSE Student Conference, Purdue University, West Lafayette, IN, Apr 1, 2011
  • Spectral methods for systems of coupled equations and applications to Cahn–Hilliard equations
    Numerical Solutions of PDEs: Novel Discretization Techniques, IMA, Twin Cities, MN, Nov 1, 2010


  • Computers & Mathematics with Applications
  • Journal of Scientific Computing
  • Applied Numerical Mathematics


  • Postdoc, Division of Applied Mathematics, Brown University, Providence, RI, 2012-2014
  • Projects: Efficient Algorithms for Fractional PDEs, Parallel-in-time Algorithms
    Mentor: Jan S Hesthaven

  • Ph.D. in Mathematics, Purdue University, West Lafayette, IN, 2012
  • Thesis: Efficient Spectral Methods and Stable Time Discretizations for a Class of Parabolic Type PDEs
    Adviser: Jie Shen

  • B.S. in Mathematics, Nanjing University, Jiangsu, China, 2006
  • Thesis: Applications of the Fractal Geometry in Oncology
    Adviser: Weiyi Su

These are graduate programs to which Baruch undergraduates have successfully applied
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