Home / People / Faculty / Tao Zhou
Tao Zhou
Visiting Associate Professor
Research interest: Uncertainty Quantification,Forward backward stochastic differential equations, Spectral methods, Parareal, Fractional PDEs, Phase field models, etc.
26920864-8027
tzhou@lsec.cc.ac.cn

Editorial Board and Awards:

◆ Outstanding  Youth Science Foundation by NSFC, 2018.  (国家自然科学基金委--优秀青年科学基金)

◆ Member of Youth Innovation Promotion Association by CAS, 2018.  (中科院青年创新促进会会员)

◆ Top 10 Scientific Research Achievement  by AMSS, 2017. (十大科研进展)

 Chen Jingrun Future Star by AMSS, 2017.  (陈景润未来之星)

 Excellent Young Scholar Prize by CSIAM, 2016.  (中国工业与应用数学学会优秀青年学者奖)

◆ Associate Editor:  Commun. Comput. Phys.  (CUP, IF: 1.732)

◆ Associate Editor:   Int. J. Uncertainty Quantification. (Begellhouse, IF: 1.000)

◆ Associate Editor:  Numer. Math: Theor. Meth. Appl.  (CUP, IF: 0.695)

◆ Managing Editor:  East. Asian J. Appl. Math.  (CUP, IF: 0.680)


Employment:

 Mar.2017 -- Now,  Associate  professor, Institute of Computational Mathematics and Scientific/Engineering Computing , Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing, China.

 Jul.2011-- Mar.2017,  Assistant professor, Institute of Computational Mathematics and Scientific/Engineering Computing , Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing, China.

 Sep.2011-Sep.2012,  Postdoc research fellow, CSQI, Department of Mathematics,  Ecole Polytechnique Fédérale de Lausanne ( EPFL),  Switzerland.


Grants:

 Jan.2012-Dec.2015, High-performance numerical algorithms for stochastic differential equations and their applications, NSFC, No.91130003  (Co-PI, RMB 4 Million 重大研究计划重点项目)

◆ Jan.2013-Dec.2015, Numerical methods for non-linear hyperbolic equations with random parameters, NSFC, No.11201461  (PI, RMB 220, 000, 青年基金)

 Jan.2016-Dec.2016, Muti-symplectic methods and uncertainty quantification for SPDEs, NSFC, No.91530118  (Co-PI, RMB 1 Million, 重大研究计划重点项目延续).

◆ Jan.2016-Dec.2019, Efficient stochastic collocation methods with applications to uncertainty quantification  NSFC, No.11571351  (PI, RMB 532,000, 面上基金).

◆ Jan.2017-Dec.2019, Efficient numerical methods for stochastic Hamiltonian PDEs, NSFC, No.91630312  (Co-PI, RMB 3 Million, 重大研究计划集成项目).

◆ Jan.2017-Dec.2019, Theory and algorithms for the recovery of signals using incomplete measurements, NSFC, No.91630203  (Co-PI, RMB 2 Million, 重大研究计划重点项目).

◆ Jan.2018-Dec.2022, High order methods for UQ with applications to environement sciences, NSFC,  No. 11731006 (Co-PI, RMB 2.8 Million, 重点项目).

◆ Jan.2018-Dec.2021, Science challenge project by COSTIND,  No. TZ2018001  (RMB 20 Million,  国防科工委挑战计划,  UQ方向首席科学家).

◆ Jan.2018-Dec.2022, The national key basic research program,  No. 2018YFB0704304  (Co-PI, 科技部国家重点研发计划).

◆ Jan.2019-Dec.2021, Uncertainty quantification, NSFC, No. 11822111  (PI,  RMB 1.5 Million, 优秀青年科学基金).


Publication:

41,  Tao Tang, Haijun Yu and Tao Zhou,  On energy dissipation theory and numerical stability  for time-fractional phase field equations,   to appear in SIAM J. Sci. Comput., 2019.

40,  Ling Guo, Akil Narayan, and Tao Zhou,  Constructing least-squares polynomial approximations,  to appear in SIAM Review, 2019.

39,  Shulin Wu and Tao Zhou, Acceleration of the MGRiT algorithm via the diagonalization technique,   to appear in SIAM J. Sci. Comput., 2019. 

38,  Zhiwei Feng, Jichun Li, Tao Tang and Tao Zhou,   Efficient stochastic Galerkin methods for Maxwell's equations with random input,   J. Sci. Comput., 80:248-267, 2019. 

37,  Liang Yan and Tao Zhou,   Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems,  J. Comput. Phys., 381: 129-145, 2019.  

36,  Ling Guo, Yongle Liu, and Tao Zhou,   Data-driven polynomial chaos expansions: a weighted least-squares approximation,  J. Comput. Phys., 381:110-128, 2019.

35,  Jie Yang, Weidong Zhao and Tao Zhou,   Explicit deferred correction methods for second order FBSDEs,   J. Sci. Comput., 79:1409-1432, 2019. 

34,  Liang Yan and Tao Zhou,   An adaptive multi-fidelity PC-based  ensemble Kalman inversion for inverse problems,   Int. J. Uncertaitny Quantif.,  9(3):205-220, 2019.  

33,  Yabing Sun, Weidong Zhao, and Tao Zhou,  An explicit \theta-scheme for mean field forward backward stochastic differential equations,  SIAM J. Numer. Anal., 56(4), 2672–2697, 2018.  

32,  Ling Guo, Akil Narayan, and Tao Zhou,  A gradient enhanced L_1 mininization for sparse approximation of polynomial chaos expansions,   J. Comput. Phys., 367:49-64, 2018

31,  Shulin Wu, Hui Zhang, and Tao Zhou,  Solving time periodic fractional diffusion equations via diagonalization technique and multigrid,  Numer. Linear Algebra Appl., 25(5), e2178, 2018. 

30,  Shulin  Wu and Tao Zhou,  Parareal algorithms with local time-integrators for time fractional differential equations,  J. Comput. Phys., 358:135-149, 2018.

29,  Zhiqiang Xu and Tao Zhou, A gradient enhanced L_1 approach for the recovery of sparse trigonometric polynomials, Commun. Comput. Phys.,  24 (2018),  pp. 286-308.

28,  Ling Guo, Akil Narayan, Liang Yan, and Tao Zhou,  Weighted approximate Fekete points: sampling for least-squares polynomial approximation, SIAM J. Sci. Comput., 40(1),  A366–A387, 2018.

27, Tao Tang, Huifang Yuan, and Tao Zhou,   Hermite spectral collocation methods for fractional PDEs in unbounded domain,  Commun. Comput. Phys., 24(2018), pp. 1143-1168.  

26, Bo Gong, Wenbin Liu, Tao Tang, Weidong Zhao, and  Tao Zhou,  An efficient gradient projection methods for stochastic optimal control problems,  SIAM J. Numer. Anal., 55(6), 2982–3005, 2017.

25,  Yu Fu,  Weidong Zhao and Tao Zhou,  Efficient sparse grid approximations for multi-dimensional coupled  forward backward stochastic differential equations,  DCDS-B, 22(9), pp. 3439-3458, 2017.

24,  John Jakeman, Akil Narayan,  and Tao Zhou,   A generalized sampling and preconditioner scheme for sparse approximation of polynomial chaos expansions,   SIAM J. Sci. Comput.,  39-3,  pp. A 1114 -1144, 2017.

23,  Tao Tang, Weidong Zhao, and Tao Zhou,   Deferred correction methods for forward backward stochastic differential equations,  Numer. Math. Theor. Meth. Appl., 10(2), pp. 222-242, 2017.  

22,  Akil Narayan, John Jakeman, and Tao Zhou,   A Christoffel function weighted least squares algorithm for collocation approximations, Math. Comput., (86)2017, pp.1913-1947.

21,  Ling Guo, Akil Narayan, Tao Zhou, and Yuhang Chen,   Stochastic collocation methods via L_1 minimization using randomized quadratures, SIAM J. Sci. Comput., 39-1, pp. A333-A359, 2017.

20,  Shulin Wu and Tao Zhou,  Fast parareal iterations for fractional diffusion equations,  J. Comput. Phys., 329:210-226, 2017.

19,  Tao Kong,  Weidong Zhao, and Tao Zhou,   High order numerical schemes for second order FBSDEs with applications to stochastic optimal control,   Commun. Comput. Phys., (21)2017,  pp. 808-834.

18,  Yu Fu,  Weidong Zhao, and Tao Zhou,  Multistep schemes for forward backward stochastic differential equations with jumps,   J. Sci. Comput., Volume 69, Issue 2, pp 651–672, 2016.

17,  Hehu Xie and Tao Zhou,   A multilevel finite element method for Fredholm integral eigenvalue problems,   J. Comput. Phys.,  303(2015),  pp. 173-184.

16,  Tao Kong,  Weidong Zhao, and Tao Zhou,   Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs,  Commun. Comput. Phys.,  (18)2015, pp. 1482-1503.

15,  Eleonora Musharbash, Fabio Nobile and Tao Zhou,  Error analysis of the dynamically orthogonal approximation of time dependent random PDEs,  SIAM J. Sci. Comput.,  37-2,  pp. A776–A810, 2015.

14,   Akil Narayan and Tao Zhou,   Stochastic collocation methods on unstructured meshes,  Commun. Comput. Phys.,  18(2015),  pp. 1-36.

13, Tao Zhou, Akil Narayan, and Dongbin Xiu,   Weighted discrete least-squares polynomial approximation using randomized quadratures, J. Comput. Phys., (298)2015, pp. 787-800.

12,  Shulin Wu and Tao Zhou, Convergence analysis for three parareal solvers,  SIAM J. Sci. Comput. 37-2 (2015), pp. A970-A992.

11, Tao Tang and Tao Zhou,   Discrete least square projection in unbounded domain with random evaluations and its application to parametric uncertainty quantification,  SIAM J. Sci. Comput., 36(5),  pp. A2272–A2295, 2014.

10,  Zhiqiang Xu and Tao Zhou, On sparse interpolation and the design of deterministic interpolation points,  SIAM J. Sci. Comput. 36-4 (2014),  pp. A1752-A1769.

9,   Tao Zhou, Akil Narayan and Zhiqiang Xu,   Multivariate discrete least-squares approximations with a new type of collocation grid,  SIAM J. Sci. Comput., 36-5 (2014),  pp. A2401–A2422.

8,   Weidong Zhao, Yu Fu and Tao Zhou, New kinds of high-order multi-step schemes for forward backward stochastic differential equations,   SIAM J. Sci. Comput. 36-4 (2014),  pp. A1731-A1751.

7,   Tao Zhou,  A stochastic collocation method for delay differential equations with random input,  Adv. Appl. Math. Mech.,  (6)2014, pp. 403-418,

6,   Zhen Gao and Tao Zhou,  Choice of nodal sets for least square polynomial chaos method with application to uncertainty quantification,  Commun. Comput. Phys.,   16:365–381, 2014.

5,  Tao Zhou and Tao Tang, Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials,  J. Sci. Comput. 51 (2012), pp.274-292.

4,   Tao Zhou and Tao Tang, Convergence analysis for spectral approximation to a scalar transport equation with a random wave speed,  J. Comput. Math., 30 (2012), pp.643-656.

3,   Tao Zhou,  Stochastic Galerkin methods for elliptic interface problems with random input,  J. Comput. & App. Math., 236(2011) , pp.782-792.

2,   Tao Tang and Tao Zhou, Convergence analysis for stochastic collocation methods to scalar hyperbolic equations,  Commun. Comput. Phys., 8(2010), pp.226-248.

1,   Tao Zhou and Tao Tang,  Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations,  J. Comput. Phys., 229 (2010),  pp.8225-8230.


0.076156s