Feng Chen

Office: MA 433 Email: chen221@math.purdue.edu Last updated: May 10, 2012 Alternative email: chen221@purdue.edu

Address: Department of Mathematics Purdue University 150 N. University Street West Lafayette, IN 47907-2067

Research ( my advisor: Jie Shen )

• Spectral methods for nonlinear evolutionary systems in materials science and fluid dynamics.
• Spectral element methods and sparse grids with applications in finance.
• The nodal discontinuous Galerkin method for convection dominated problems.
• Parallelized spectral methods on graphics processing units.
• Numerical optimization with the spectral discretization.

Publications

1. Jinhae Park, Feng Chen, and Jie Shen. Modeling and simulation of switchings in ferroelectric liquid crystals, Discrete and Continuous Dynamical Systems, Series A, 26 (2010) 1419--1440. Link.
2. Feng Chen, Jie Shen, and Haijun Yu. A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models, Journal of Scientific Computing, (2011): 10.1007/s10915-011-9556-5. Link.
3. Feng Chen and Jie Shen. Efficient spectral-Galerkin methods for systems of coupled second-order equations and their applications, Journal of Computational Physics. (2012): 10.1016/j.jcp.2012.03.001. Link.
4. Feng Chen and Jie Shen. Efficient energy stable schemes with spectral discretization in space for anisotropic Cahn-Hilliard systems, (accepted) Communications in Computational Physics.

Teaching

Fall 06: Linear Algebra	Spring 07: Linear Algebra	Summer 07: Ordinary Differential Equations
Fall 07: Calculus III - Several Variable Calculus	Spring 08: Analytic Geometry And Calculus II	Fall 08: Plane Analytic Geometry and Calculus I
Fall 10: Algebra And Trigonometry I

Education

• 09/2002-06/2006: in the Specialty of Information and Computational Sciences, Bachelor of Science in Mathematics, Nanjing University, China.
• 08/2006-present: in the Program of Computational Sciences and Engineering (CS&E), PhD Candidate in Mathematics, Purdue University, the United States.