杨旭，男，汉族，中共党员，副教授，硕士生导师,  毕业于山东大学数学学院与中泰证券金融研究院，获理学博士学位，瑞典查尔姆斯理工大学联合培养博士,  主要研究领域：正、倒向随机(偏)微分方程数值解、随机计算、随机分析、微分方程数值解.

一、教学：

本科生课程：《概率论与数理统计》《概率论》《线性代数》

研究生课程：《测度与概率论》《随机分析》《随机微分方程》

二、科研：

主持/参与科研项目：

1.参加国家自然科学基金面上项目2项

2.主持中国矿业大学校级教改项目1项

3.主持中国矿业大学人才引进资助项目1项

4.主持第十一批中国矿业大学青年教师“启航计划”

5.主持国家自然科学基金青年项目1项

近期代表性论文：

Qing Chen, Xu Yang, and Weidong Zhao, A first-order positivity-preserving numerical scheme for a class of nonlinear jump-diffusion problems, to appear in Int. J. Numer. Anal. Mod., 2026. 

Yaping Li, Xu Yang, Weidong Zhao, and Wenju Zhao, Optimal error estimates of  mixed finite element methods for  SPDEs with gradient-dependent multiplicative noise , to appear in IMA J. Numer. Anal.,2026.

Xu Yang, Qing Chen, and Weidong Zhao, A new first order numerical scheme for nonlinear jump-diffusion problems and its strong convergence analysis,  Numer. Algorithms., 102(2026):847-874.

Yifan Yao and Xu Yang, Strong convergence of compensated stochastic theta methods for jump-diffusion stochastic differential delay equations with highly nonlinear coefficients, Commun. Nonlinear Sci.Numer. Simulat., 161(2026): 110097.

Tianchi Zhao and Xu Yang, Structured stabilization of hybrid stochastic system with jumps via discrete-time feedback control, J. Comput. Appl. Math., 483(2026): 117416. 

Xu Yang, Qing Chen, and Weidong Zhao, Strong error analysis of jump-adapted split-step backward Euler method for nonlinear jump-diffusion problems, Numer. Sinica,  47(2025): 561-575. 

Xu Yang, Weidong Zhao, and Wenju Zhao, Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise, Commun. Comput. Phys., 36(2024):133-159. 

Xu Yang and Weidong Zhao, Strong convergence of jump-adapted implicit Milstein method for a class of nonlinear jump-diffusion problems, J. Comput. Math., 42(2024):248-270. 

Xu Yang, Weidong Zhao, and Wenju Zhao, Strong optimal error estimates for discontinuous Galerkin method for multiplicative noise driving nonlinear SPDEs , Numer. Methods Partial  Differential Eq., 39(2023):2073-2095.

Xu Yang and Weidong Zhao, Strong convergence analysis for jump-adapted backward Euler method under non-globally Lipschitz condition, Math. Numer. Sinica,  44(2022): 163-177.

Xu Yang and Weidong Zhao, Strong convergence of a fully discrete scheme for multiplicative noise driving SPDEs with non-globally Lipschitz continuous coefficients, Numer. Math. Theory Methods Appl., 14(2021): 1085-1109.

Xu Yang and Weidong Zhao, Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients, J. Comput. Appl. Math., 384(2021): 113173. 

Xu Yang and Weidong Zhao, Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates, Adv. Appl. Math. Mech., 12(2020): 1457-1480.

Xu Yang and Weidong Zhao, Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises, Appl. Math. Comput., 332(2018): 58-75.

Xu Yang and Xiaojie Wang, A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models, Numer. Algorithms, 74(2017): 387-404.

Xu Yang and Weidong Zhao, Strong convergence analysis of split-step θ-scheme for nonlinear stochastic differential equations with jumps, Adv. Appl. Math.Mech., 8(2016): 1004-1022.

Jie Miao and Xu Yang, Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps, E. Asian J. Appl. Math., 5(2015): 222-237.

三、联系方式

Email: xuyang96@cumt.edu.cn

通讯地址：江苏省徐州市中国矿业大学南湖校区数学学院B304-2

邮政编码：221116