Baruch College Department of Mathematics | Feng Chen, Assistant Professor

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Feng Chen, Assistant Professor

Department of Mathematics, Weissman School of Arts and Sciences, Baruch College — CUNY


RESEARCH  

  • Numerical methods for Black-Scholes equation and Navier-Stokes equation
  • Orthogonal polynomials and special functions
  • Fractional calculus
  • Operator splitting
  • Linear complementarity problems
  • GPU computing and parareal method

TEACHING


Fellowships in STEM Fields for Undergraduates

Actuarial Boot Camp for Freshman

Math Challenge Flyer 2019


CONTACT

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


MORE INFORMATION

[google scholar page] [codes and packages] [list of journal reviewing] [list of teaching]


BACKGROUND

  • Postdoc, Division of Applied Mathematics, Brown University, Providence, RI, 2012-2014

    Projects: Efficient Algorithms for Fractional PDEs, Parallel-in-time Algorithms
    Superviser: 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


JOURNAL PAPER


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

RESEARCH REPORT