Biography

Prof. Wanyang Dai

Department of Mathematics

Nanjing University, China


Email: [email protected]


Qualifications

1996 Ph.D., Applied Mathematics (Jointly with Industrial and Systems Engineering), Georgia Institute of Technology, USA

1988 M.Sc., Operations Research and Control Theory, Shanghai University, China

1985 B.Sc., Mathematics, Nanjing Normal University, China


Publications (Selected)

  1. “Gene mutation estimations via mutual information and Ewens sampling based CNN & machine learning algorithms”. Journal of Applied Statistics. Volume 52, issue 12, 2321-1353, 2025. 
  2. “Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps”. Mathematics 2024, Volume 12, Issue 18, 2891, 2024.
  3. “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.
  4. “Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation”. Probability in the Engineering and Informational Sciences, Vol. 38, No. 3, 503-538, 2024.
  5. “N-qubit operations on sphere and queueing scaling limits for programmable quantum computer”. Quantum Information Processing, Volume 22, Article number: 122 (42 pages), 2023.
  6. “Fast simulation for Gaussian random fields on compact Riemannian manifolds”. Communications in Nonlinear Science and Numerical Simulation, Vol 118 107002, 23 pages, 2023 (jointly with Q. Jiang).
  7. “Optimal policy computing for blockchain based smart contracts via federated learning”. Operational Research, Vol. 22, pp. 5817–5844, 2022.
  8. “Convolutional neural network based simulation and analysis for backward stochastic partial differential equations”. Computers and Mathematics with Applications, Vol. 119, pp. 21-58, 2022.
  9. “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, 2022 (jointly with Q. Jiang).
  10. “Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator”. Communications in Statistics: Simulation and Computation, 33 pages, 2021 (jointly with Y. Lu).
  11. “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 (jointly with X. Lu).
  12. “Quantum-Computing with AI & Blockchain: Modeling, Fault Tolerance, and Capacity Scheduling”. Mathematical and Computer Modelling of Dynamical Systems, Vol. 25, No. 6, pp. 523-559, 2019.
  13. “A white noise approach to stochastic partial differential equations driven by the fractional Levy noise”. Advances in Continuous and Discrete Models: Theory and Modern Applications (formerly called "Advances in Difference Equations") 2018:420, 2018 (jointly with Lu).
  14. “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.
  15. “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.
  16. “Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes”. Mathematical Problems in Engineering, Volume 2015 (Regular Issue), Article ID 625289, 20 pages, 2015.
  17. “Optimal control with monotonicity constraints for a parallel-server loss channel serving multi-class jobs”. Mathematical and Computer Modeling of Dynamical Systems, Vol. 20, No. 3, 284-315, 2014.
  18. “Product-form solutions for integrated services packet networks and cloud computing systems (Extended Version)”. Mathematical Problems in Engineering, Volume 2014 (Regular Issue), Article ID 767651, 16 pages, 2014.
  19. “Optimal rate scheduling via utility-maximization for J-user MIMO Markov fading wireless channels with cooperation”. Operations Research, Vol. 61, No. 6, 1450-1462 (with 26 pages online e-companion (Supplemental)), 2013.
  20. “Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise”. ACTA Mathematica Scientia (A): Chinese Series (Journal of Mathematical Physics, Series A), Vol. A33, No. 6, 1022-1034, 2013 (jointly with Lu). 
  21. "Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution". Acta Mathematicae Applicatae Sinica, English Series, Vol. 28, No. 4, 807-822, 2012.
  22. “Optimal hedging and its performance based on a Levy driven volatility model”. Proceedings of International Conference on Applied Mathematics and Sustainable Development - Special track within 2012 Spring World Congress of Engineering and Technology, Scientific Research Publishing, 44-49, 2012.
  23. “Mean-variance portfolio selection based on a generalized BNS stochastic volatility model”. International Journal of Computer Mathematics, Vol. 88, No. 16, 3521-3534, 2011.
  24. “Generalized fractional Levy random fields on Gelfand triple: a white noise approach”. Front. Math. China, Vol. 9, No. 3, 493-506, 2011, (Jointly with Lu and Huang).
  25. “On the conflict of truncated random variable vs. heavy-tail and long range dependence in computer and network simulation”. Journal of Computational information Systems 7:5, 1488-1499, 2011.
  26. “Constrained optimal control for a parallel-server channel serving multi-class jobs in zero-buffer regime”. Proceedings of 2011 World Congress of Engineering and Technology, Vol.1, 249-254, IEEE Computer Society Press, 2011.
  27. “Stochastic optimal controls for parallel-server channels with zero waiting buffer capacity and multiclass customers”. Journal of Advances in Systems Science and Applications, Vol. 9, No. 4, 627-646, 2009 (jointly with Feng).
  28. “On the traveling neuron nets (human brains) controlled by a satellite communication system”. Proceedings of International Conference on Bioinformatics and Biomedical Engineering (iCBBE 2009), pp. 1-4, IEEE Computer Society Press, 2009.
  29. “Optimal control based on a generalized exponential scheduling rule for a generalized switch”. Proceedings of International Conference on Communications and Mobile Computing 2009, IEEE Computer Society Press, Vol. 2 332-336, 2009, (jointly with Wang).
  30. “Stochastic optimal control of ATO systems with batch arrivals via diffusion approximation”. Probability in the Engineering and Informational Sciences, 21, 477-495, 2007 (jointly with Jiang).
  31. “Diffusion approximations for multiclass queueing networks under preemptive priority service discipline”. Applied Mathematics and Mechanics, 28 (10), 1331-1342, 2007.
  32. “Product-form solutions for integrated services packet networks”. Proceedings of MICAI 2006, IEEE Computer Society Press, 296-308, 2006.
  33. “Finite element density estimator with multi-stage adaptive filters”. Chinese Journal of Engineering Mathematics, 23, 1068-1074, 2006.
  34. “The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks”. Queueing Systems 42, pp 33-62, 2002 (jointly with Chen, J.G. Dai and Shen).
  35. “A Brownian model for multiclass queueing networks with finite buffers”. Journal of Computational and Applied Mathematics 144/1-2, pp 145-160, 2002.
  36. “A heavy traffic limit theorem for a class of open queueing networks with finite buffers”. Queueing Systems 32, pp 5-40, 1999 (jointly with J.G. Dai). 
  37. “Brownian approximations for queueing networks with finite buffers: modeling, heavy traffic analysis and numerical implementations”. UMI Dissertation Service (Publishing Number, UMI Number 9714724), A Bell &Howell Company, 300 N. Zeeb Road, Ann Arbor, Michigan 48106, U.S.A., 1997.
  38. “Estimating time-variable parameters by the least squares algorithm with a variable forgetting factor: convergence and stability”. Proceedings of Asia-Pacific Conference on Measurement and Control, Vol.2, 544-547, 1991.
  39. “Stochastic adaptive control for time-varying systems convergent at the rate of 1/t”. IFAC Proceedings Series v 1 n 8, pp 179-184, Pergamon Press, Elmsford, NY, U.S.A., 1989.


Profile Details

http://maths.nju.edu.cn/~wydai/
https://orcid.org/0000-0001-5383-0292

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