Baruch College Department of Mathematics | Chris Chen, Assistant Professor

MENU

Chris Chen, Assistant Professor

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

RESEARCH

  • Analyzing and developing numerical algorithms for the linear complementarity problem (LCP)
    Operator splitting, fractional derivatives, option pricing, fluid dynamics, systems with constraints
  • Designing and implementing spectral collation methods on the graphics processing unit (GPU)
    Jacobi, Legendre, Chebyshev, Laguerre, Hermit, fractional derivatives
  • Applying and developing kernel methods in scientific computing and data analysis
    Gaussian, Laplacian, triangular, orthogonal, fractional, logarithmic

TEACHING

  • MTH 3035: Vector Calculus
    Line and surface integrals, Green’s theorem, divergence theorem, Stokes’ theorem
    [syllabus] [written homework]
    Spring 2019, MW 9:55am-11:35am, VC-10-170
  • MTH 4115: Numerical Methods for Differential Equations in Finance
    Computer arithmetics, nonlinear solver, matrix computation, time integration, finite difference solver for options
    [syllabus] [quizzes] [book codes] [example codes] [homework]
    Spring 2019, MW 12:25pm-2:05pm, VC-8-135
  • MTH 4120: Mathematical Probability
    Probability space, discrete and continuous random variables, covariance and correlation, central limit theorem
  • MTH 4125: Introduction to Stochastic Processes
    Limit theorems, Markov chains, random walks, Poisson processes, Brownian motion
    [syllabus] [quizzes] [homework] [homework solutions]
    Spring 2019, MW 2:55pm-4:35pm, VC-12-170
  • MTH 4130: Mathematics of Data Analysis
    Inferential statistics, statistical tests, applied linear models, time series, unsupervised learning

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 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


Fellowships in STEM Fields for Undergraduates