Baruch College Department of Mathematics | Chris Chen, Assistant Professor

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Chris Chen, Assistant Professor

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

RESEARCH WORK

  • 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 with new kernels
    Applications: medical data analysis, financial data analysis

 
TEACHING

  • 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

 
CONTACT

  • Office: Vertical Campus Room 6-285, 55 Lex at 24th, New York, NY
  • Email: feng.chen@baruch.cuny.edu
  • Phone: 646-312-4168

 
JOURNAL PAPERS

 
BOOK CHAPTER

  • 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

 
REPORT

  • 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

 
GOOGLE SCHOLAR PAGE: LINK
 
COMPUTATIONAL PACKAGES & EDUCATIONAL CODES: LINK
 
SELECTED PRESENTATIONS

  • 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

 
SELECTED REVIEWER SERVICE

  • Computers & Mathematics with Applications
  • Journal of Scientific Computing
  • Computer Methods in Applied Mechanics and Engineering
  • Applied Numerical Mathematics

 
BACKGROUND

  • 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

 
GRADUATE PROGRAMS FOR STUDENTS: LINK
These are graduate programs to which Baruch undergraduates have successfully applied
 
EMPLOYERS FOR STUDENTS: LINK
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