Guannan Zhang

 

Oak Ridge National Laboratory

 

One Bethel Valley Road

P.O. Box 2008 MS 6164

Oak Ridge, TN 37831-6164

Phone: (+1) 865-241-4503

Fax: (+1) 865-241-0381

Email: zhangg@ornl.gov

 


Education

      Ph. D. in applied mathematics 08/2009 – 06/2012

Florida State University

 

      M. S. in mathematics 09/2007 – 06/2009

Shandong University

 

      B. S. in mathematics 09/2003 – 06/2007

Shandong University

 


Professional Experiences

      Staff Scientist 08/2012 – Present

Oak Ridge National Laboratory, Oak Ridge TN

 

      Research Assistant 08/2009 – 08/2012

Florida State University, Tallahassee FL

 

      Research Assistant 09/2007 – 08/2009

Shandong University, Jinan China

 


Research Interests

      Uncertainty quantification

      Numerical methods for stochastic partial differential equations

      Bayesian inference

      Mathematical analysis and computation of nonlocal models

 


● Publications and Preprints

      W. Zhao, G. Zhang and L. Ju, A Stable Multi-Step Scheme for Solving Backward Stochastic Differential Equations, SIAM Journal on Numerical Analysis, Vol. 48(4), pp. 1369-1394, 2010

      W. Zhao, Y. Li and G. Zhang, A Generalized θ-Scheme for Solving Backward Stochastic Differential Equations, DCDS-B, Vol. 17(5), pp. 1585-1603, 2012

      G. Zhang and M. Gunzburger, Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data, SIAM Journal on Numerical Analysis, Vol. 50(4), pp. 1922-1940, 2012

      G. Zhang, M. Gunzburger and W. Zhao, A Sparse-Grid Method for Multi-dimensional Backward Stochastic Differential Equations, Journal of Applied Mathematics, Vol. 31(3), pp. 221-248, 2013

      G. Zhang, D. Lu, M. Ye, M. Gunzburger and C. Webster, An Adaptive Sparse-Grid High-Order Stochastic Collocation Method for Bayesian Inference in Groundwater Reactive Transport Modeling, Water Resources Research, Vol. 49, pp. 1-22, 2013 (doi:10.1102/wrcr.20467)

      M. Gunzburger, C. Webster, G. Zhang, An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data, Springer Lecture Notes, to appear

      G. Zhang, D. Lu, M. Ye, M. Gunzburger and C. Webster, An Efficient Surrogate Modeling Approach in Bayesian Uncertainty Analysis, AIP Conference Proceedings, Vol. 1558, pp. 898-901, 2013 (doi: 10.1063/1.4825643)

      C. Webster, G. Zhang and M. Gunzburger, An Adaptive Sparse-Grid-Based Iterative Ensemble Kalman Filter Approach for Parameter Field Estimation, International Journal on Applied Mathematics, to appear


● Invited Talks

      11th International Conference of Numerical Analysis and Applied Mathematics, Rhodes, Greece, Sep. 2013

      Statistics Seminar, School of Industrial and Systems Engineering, Georgia Institute of Technology, Sep. 2013

      DOE Applied Mathematics Program PI Meeting, Albuquerque, NM, Aug. 2013

      2013 SIAM Annual Meeting, San Diego CA, Jul. 2013

      Applied Math Seminar, Department of Mathematics, Auburn University, Auburn AL, Apr. 2013

      37th SIAM Southeastern Atlantic Section Conference, Knoxville TN, Mar. 2013

      5th Workshop on High-Dimensional Approximation, Canberra, Australia, Feb. 2013

      45th AGU Annual Fall Meeting, San Francisco CA, Dec. 2012

      Applied Math Seminar, Department of Mathematics, University of Tennessee, Knoxville TN, Nov. 2012

      SAMSI Workshop on Nonlocal Continuum Models for Diffusion, Mechanics, and Other Applications, Research Triangle Park NC, Jun. 2012

      SIAM Conference on Uncertainty Quantification (2 invited talks), Raleigh NC, Apr. 2012

      36th SIAM Southeastern Atlantic Section Conference, Huntsville AL, Mar. 2012

      3rd Annual JohnFest / SIAM Student Conference, Clemson SC, Feb. 2011

 


● Other Conferences Attended

      44th AGU Annual Fall Meeting, San Francisco CA, Dec. 2011

      Opening Workshop of SAMSI 2011-2012 Uncertainty Quantification Program on Methodology, Research Triangle Park NC, Sep. 2011

      Opening Workshop of SAMSI 2011-2012 Uncertainty Quantification Program on Geosciences, Research Triangle Park NC, Sep. 2011

      SAMSI/Sandia Summer School on Uncertainty Quantification, Albuquerque NM, Jun. 2011

      China-Canada Quantitative Finance Workshop, Weihai, China, Aug. 2008

      Summer School of Quantitative Analysis and Computation in Control of Financial Risk, Yantai, China, Aug. 2007