Siqing Gan 


School ofMathematics and Statistics 

Central SouthUniversity, 

Changsha, Hunan410083, China 


lNumerical analysis of stochastic (ordinary andpartial) differential equations 

lNumerical analysis of (delay) differential equations 


lPh.D., Academy of Mathematics and Systems Science, ChineseAcademy of Sciences, Beijing, China, 1998-2001 

lM.Sc., Department of Mathematics, Xiangtan University,Xiangtan, China, 1989-1992 

lB.Sc., Department of Mathematics, Xiangtan University,Xiangtan, China, 1980-1984 


lSeptember 2003- present, professor, School ofMathematics and Statistics, Central South University, Changsha, China 

lSeptember 2001- August 2003, postdoc, Institute ofHigh Performance Computing, Department of Computer Science and technology,Tsinghua University 

lSeptember 1995- August 1998, associate professor andassistant professor, Department of Mathematics, Physics and Mechanics, ChangshaRailway University, Changsha, China 

lSeptember 1984- August 1995, assistant professor,Department of Mathematics, PLA Air Force No.1 Aviation University, Xinyang,China 


lUndergraduate student 

ØReal variable function 

ØAdvanced mathematics 

ØLinear algebra 

lStudent for master degree 

ØNumerical analysis of dynamic system 

ØDifference methods for differential equations 

lStudent for Ph.D. degree 

ØNumerical methods for stochastic differentialequations 


lJuly 2015-August 2015, Department of Mathematics,Hongkong Baptist University 

lJune 2013-August 2013, Morningside Center ofMathematics, Chinese Academy of Sciences 

lOctober 2009-September, Division of MathematicalSciences, School of Physical and Mathematical Sciences, Nanyang TechnologicalUniversity 

lFebruary 2007- January 2008, Department ofMathematics, Southern Illinois University Carbondale 


[1]Xiaojie Wang, SiqingGan, Desheng Wang, θ-Maruyama methods for nonlinear stochastic differentialdelay equations, Applied Numerical Mathematics, 98(2015)38-58. 

[2]Siqing Gan,Dissipativity of the backward Euler method for nonlinear Volterra functionaldifferential equations in Banach space, Advances in Difference Equations (2015)2015:128, DOI 10.1186/s13662-015-0469-8. 

[3]Zhengwei Yin, SiqingGan, An error corrected Euler-Maruyama method for stiff stochastic differentialequations, Applied Mathematics and Computation, 2015, 256(1): 630-641. 

[4]Xiaojie Wang, SiqingGan, Jingtian Tang, Higher order strong approximations of semilinear stochasticwave equation with additive space-time white noise, SIAM Journal on ScientificComputing, 2014, 36(6):2611-2632. 

[5]Siqing Gan, Aiguo Xiao,Desheng Wang, Stability of analytical and numerical solutions of nonlinearstochastic delay differential equations, Journal of Computational and AppliedMathematics, 2014, 268:5-22. 

[6]Xianming Sun, SiqingGan, An Efficient Semi-Analytical Simulation for the Heston Model, ComputationalEconomics, 2014, 43:433-445. 

[7]Lin Hu, Siqing Gan,Numerical analysis of the balanced implicit methods for stochastic pantographequations with jumps, Applied Mathematics and Computation, 2013,223:281-297.  

[8]Siqing Gan, ZaijiuShang, Geng Sun, A class of symplectic partitioned Runge-Kutta methods, AppliedMathematics Letters, 2013, 26(9):968-973.  

[9]Xiaojie Wang, SiqingGan, A Runge-Kutta type scheme for nonlinear stochastic partial differentialequations with multiplicative trace class noise, Numerical Algorithms, 2013,62(2):193-223.  

[10]Xiaojie Wang, SiqingGan, The tamed Milstein method for commutative stochastic differentialequations with non-globally Lipschitz continuous coefficients, Journal ofDifference Equations and Applications, 2013, 19(3):466-490.  

[11]Xiaojie Wang, SiqingGan, Weak convergence analysis of linear implicit Euler method for semilinearstochastic partial differential equations with additive noise, J. Math. Anal.Appl. 2013, 398(1):151-169.  

[12]Lin Hu, Siqing Gan, XiaojieWang, Asymptotic stability of balanced methods for stochastic jump-diffusiondifferential equations, Journal of Computational and Applied Mathematics, 2013,238(15):126-143.  

[13]Xiaojie Wang, SiqingGan, Desheng Wang, A family of fully implicit Milstein methods for stiffstochastic differential equations with multiplicative noise, BIT NumericalMathematics, 2012, 52(3):741-772.  

[14]Lin Hu, Siqing Gan,Stability of the Milstein method for stochastic differential equations withjumps, Journal of Applied Mathematics and Informatics, 2011, 29(5-6):1311-1325. 

[15]Xiaojie Wang, SiqingGan, B-convergence of split-step one-leg theta methods for stochasticdifferential equations, Journal of Applied Mathematics and Computing, 2012,38:489-503.  

[16]Xiaojie Wang, SiqingGan, The improved split-step backward Euler method for stochastic differentialdelay equations, International Journal of Computer Mathematics, 2011,88(11):2359-2378.  

[17]Siqing Gan, Henri Schurz,Haomin Zhang, Mean square convergence of stochasticθ-methods for nonlinear neutral stochastic differentialdelay equations, International Journal of Numerical Analysis and Modeling,2011, 8:201-213.  

[18]Yingxian Tan, SiqingGan, Xiaojie Wang, Mean-square convergence and stability of balanced method forstochastic delay differential equation, Math. Numer. Sinica, 2011, 33(1):25-36.(in Chinese) 

[19]Lin Hu, SiqingGan, Convergence and stability of the balanced methods for stochasticdifferential equations with jumps, International Journal of ComputerMathematics, 2011, 88(10):2089-2108.  

[20]Li Wenhao, Chengming Huang,Siqing Gan, Delay-dependent stability analysis of trapezium rule for secondorder delay differential equations with three parameters, Journal of theFranklin Institute, 2010, 347:1437-1451. 

[21]Xiaojie Wang, SiqingGan, Compensated stochastic theta methods for stochastic differential equationswith jumps, Applied Numerical Mathematics, 2010, 60:877-887. 

[22]Wenhao Li, Shifeng Wu, SiqingGan, Delay-dependent stability of symmetric schemes in boundary values methodsfor DDEs, Applied Mathematics and Computation 2009, 215:2445-2455. 

[23]Haomin Zhang, SiqingGan, Lin Hu, Mean square convergence of semi-implicit Euler methods with linearinterpolation for stochastic pantograph equations, Math. Numer. Sinica, 2009,31(4):379-392. (in Chinese) 

[24]Shifeng Wu, Siqing Gan,Errors of linear multistep methods for singularly perturbed Volterradelay-integro-differential equations, Mathematics and Computers in Simulation,2009, 79(10):3148-3159. 

[25]Siqing Gan,Dissipativity ofθ-methods for nonlinear delay differentialequations of neutral type, Applied Numerical Mathematics, 2009, 59:1354-1365. 

[26]Haomin Zhang, SiqingGan, Lin Hu, The split-step backward Euler method for linear stochastic delaydifferential equations, Journal of Computational and Applied Mathematics, 2009,225(2)558-568. 

[27]Haomin Zhang, SiqingGan, Mean square convergence of one-step methods for neutral stochasticdifferential delay equations, Applied Mathematics and Computation, 2008,204:884–890. 

[28]Shifeng Wu, Siqing Gan,Analytical and numerical stability of neutral delay-integro-differentialequations and neutral delay partial differential equations, Computers andMathematics with Applications, 2008, 55:2426-2443. 

[29]Siqing Gan,Dissipativity ofθ-methods for nonlinear Volterradelay-integro-differential equations, Journal of Computational and AppliedMathematics, 2007, 206:898-907. 

[30]Siqing Gan, Exact anddiscretized dissipativity of the pantograph equation, Journal of ComputationalMathematics, 2007, 25(1):81-88. 

[31]Siqing Gan,Dissipativity of linearθ-methods for integro-differentialequations, Computers and Mathematics with Applications, 2006, 52:449-458. 

[32]Siqing Gan,Asymptotic stability of Rosenbrock methods for systems of functional-differentialand functional equations, Mathematical and Computer Modelling, 2006,44(1-2):144-150. 

[33]Siqing Gan, Weimin Zheng,Stability of general linear methods for systems of functional-differential andfunctional equations, Journal of Computational Mathematics, 2005, 23(1):37-48. 

[34]Aiguo Xiao, Siqing Gan,Characterizations of symmetric multistep Runge-Kutta methods,Journal ofComputational Mathematics, 2004, 22(6):791-796. 

[35]Siqing Gan, Weimin Zheng,Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations, Applied Mathematics Letters,2004,17:585-590 

[36]Siqing Gan, Weimin Zheng,Stability analysis of Runge-Kutta methods for delay integro-differentialequations, Tsinghua Science and Technology, 2004,9(2): 185-188. 

[37]Siqing Gan, Geng Sun,Weimin Zheng, Errors of linear multistep methods and Runge-Kutta methods forsingular perturbation problems with delays, Computers and Mathematics withapplications. 2002,44(8-9):1157-1173.  

[38]Siqing Gan, Geng Sun,Convergence of one-leg methods for singular perturbation problems with delays,SCIENCE IN CHINA(Series A),2002,45(3):280-289.  

[39]Siqing Gan, Geng Sun,Order results of general linear methods for multiply stiff singularperturbation problems, Journal of Computational Mathematics,2002,20(5):525-532. 

[40]Siqing Gan, Geng Sun,Errors of one-leg methods for singular perturbation problems with delays, ActaMathematicae Applicatae Sinica,English Series, 2002,18(4):629-640. 

[41]Siqing Gan, Geng Sun,Error of Runge-Kutta methods for singular perturbation problems with delays,Chinese J.Num.Math.& Appl.,2001,23(4):64-78. 

[42]Aiguo Xiao, Chengming Huang,Siqing Gan, Convergence results of one-leg and linear multistep methods formultiply stiff singular perturbation problems, Computing,2001,66:365-375.  


lNSF of China, Principal Investigator, Subject: Theoryof weak approximation of stochastic differential equations and itsapplications, January 2016-December 2019 (Grant No. 11571373) 

lNSF of China, Principal Investigator, Subject:Numerical analysis of stiff stochastic differential equations, January 2012-December2015 (Grant No. 11171352) 

lNSF of China, Principal Investigator, Subject:Convergence, stability and dissipativity of numerical methods for several classesof stochastic functional differential equations, January 2009-December 2011(Grant No. 10871207) 

lScientific Research Foundation for the ReturnedOverseas Chinese Scholars, State Education Ministry, Principal Investigator,Subject:Dissipativityof numerical methods for stochastic functional differential equations, 2009-2010(Grant No. 35, 2009) 

lNSF of China, Subject: Theory on numerical methods andeffective schemes for initial value problems of singular perturbationequations, January 2006- December 2008 (Grant No. 10571147) 

lNSF of China, Subject: Research on efficient parallelalgorithms for biological sequence analysis, January 2003- December 2005 (GrantNo. 60273007) 

lNSF of China, Subject: Stability and error analysis ofnumerical methods for several classes of delay differential equations, January2002- December 2004 (Grant No. 10101027) 

lChina Postdoctoral Science Foundation, PrincipalInvestigator, Subject:Research on efficient parallel algorithms foralignment of biological sequences, 2002-2003 (Grant No. 11, 2002)