Prof. Wanyang Dai
School of Mathematics,
Nanjing University, China
Email: [email protected]
Qualifications
1996 Ph.D., Georgia Institute of Technology,
USA
1988 M.Sc.,Shanghai University, China
1985 B.Sc., Nanjing Normal University,
China
Publications (Selected)
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W. Dai. "Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps. Mathematics 2024, 12(18), 2891, 2024 (SCI with Q1 CiteScore).
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W. Dai. "Simulating a strongly nonlinear backward stochastic partial differential equation via efficient approximation and machine learning". AIMS Mathematics (Special Issue: Advances in Mathematical Modeling and Simulation of Complex Systems), Volume 9, Issue 7: 18688-18711, 2024 (SCI with Q1 CiteScore).
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W. Dai. "Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation". Probability in the Engineering and Informational Sciences, Vol. 38, No. 3, pp. 503-538, 2024 (SCI with Q2 CiteScore)
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W. Dai. "N-qubit operations on sphere and queueing scaling limits for programmable quantum computer". Quantum Information Processing, Volume 22, Article number: 122 (42 pages, SCI with Q2 CiteScore), 2023.
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Y. Lu and W. Dai. "Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator" , Communications in Statistics: Simulation and Computation, Vol. 52, No. 10, pp. 4816-4848, 2023 (SCI with Q2 CiteScore, jointly with Y. Lu)
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Q. Jiang and W. Dai. "Fast simulation for Gaussian random fields on compact Riemannian manifolds" . Communications in Nonlinear Science and Numerical Simulation, Vol 118 107002, 23 pages, 2023 (SCI with Q1 CiteScore).
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W. Dai. "Optimal policy computing for blockchain based smart contracts via federated learning" . Operational Research, Vol. 22, pp. 5817–5844, 2022 (SCI with Q1 CiteScore)
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W. Dai, "Convolutional neural network based simulation and analysis for backward stochastic partial differential equations" , Computers and Mathematics with Applications, Vol. 119, pp. 21–58, 2022 (SCI (Q1)).
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Q. Jiang and W. Dai. "Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability". Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 94, No. 6, pp. 865-890, (SCI with Q3 CiteScore), 2022.
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X. Lu and W. Dai, "A Non-Conservation Stochastic Partial Differential Equation driven by Anisotropic Fractional Levy Random Field", Stochastics and Dynamics, Vol. 21, No. 5, 2150028 (20 pages), 2021 (SCI (Q3)).
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W. Dai, "Quantum-computing with AI & blockchain: modelling, fault tolerance and capacity scheduling" , Mathematical and Computer Modeling of Dynamical Systems, Vol. 25, No. 6, pp. 523–559, 2019 (SCI with Q2 CiteScore).
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Lü, X., Dai, W. A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise. Adv Differ Equ 2018, 420 (2018). https://doi.org/10.1186/s13662-018-1861-y
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W. Dai, "A unified system of FB-SDEs with Levy jumps and double completely-S skew reflections", Communications in Mathematical Sciences, Vol. 16, No. 3, pp. 659-704, 2018 (SCI with Q2 CiteScore).
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W. Dai, "Platform Modeling and Scheduling Game with Multiple Intelligent Cloud-Computing Pools for Big Data" , Mathematical and Computer Modeling of Dynamical Systems, Vol. 24, No. 5, pp. 506-552, 2018 (SCI with Q2 CiteScore).
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Dai, Wanyang. (2018). A unified system of FB-SDEs with Lévy jumps and double completely-$\mathcal{S}$ skew reflections. Communications in Mathematical Sciences. 16. 659-704. 10.4310/CMS.2018.v16.n3.a4.
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Dai, Wanyang. (2015). Unified Systems of FB-SPDEs/FB-SDEs with Jumps/Skew Reflections and Stochastic Differential Games.
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Dai, Wanyang. (2015). Mean-Variance Hedging Based on an Incomplete Market with External Risk Factors of Non-Gaussian OU Processes. Mathematical Problems in Engineering. 2015. 10.1155/2015/625289.
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Dai, Wanyang. (2014). Product-Form Solutions for Integrated Services Packet Networks and Cloud Computing Systems. Mathematical Problems in Engineering. 2014. 10.1155/2014/767651.
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Dai, Wanyang. (2014) Optimal control with monotonicity constraints for a parallel-server loss channel serving multi-class jobs, Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences, 20:3, 284-315, DOI: 10.1080/13873954.2013.831359
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Dai, Wanyang. (2013) Optimal Rate Scheduling via Utility-Maximization for J-User MIMO Markov Fading Wireless Channels with Cooperation. Operations Research 61(6):1450-1462. http://dx.doi.org/10.1287/opre.2013.1224
Profile Details
http://maths.nju.edu.cn/~wydai/