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**Xiaoying (Maggie) Han
PhD, ASA**
Associate Professor of Mathematics
Department of Mathematics & Statistics
Auburn University
Auburn, Alabama
I am an associate professor of mathematics in the Department of Mathematics and Statistics at Auburn University. Prior to joining Auburn, I received my PhD degree in Applied Mathematics from The State University of New York at Buffalo in 2007 under the direction of Professor Brian Spencer.
My primary research interests are in differential equations and their applications. More recently I have been working on stochastic dynamical systems and uncertainty quantifications.
I am affiliated with the actuarial mathematics program at AU: I teach courses for actuarial exams and conduct research in actuarial science related areas. I attained the ASA designation (Associate of the Society of Actuaries) in 2012 and am pursuing the FSA (Fellow of the Society of Actuaries).
Office: 312 Parker Hall, Auburn University, Auburn, AL 36849
Phone: +1-334-844-5884 (O)
Email: xzh0003@auburn.edu
Research Interests
* Random and non-autonomous dynamical systems and applications
* Modeling, analysis, and simulation of evolution systems in biology, chemical engineering, material sciences, etc.
* Actuarial science and risk management
Publications and Preprints
* F. Bao, Y. Cao, X. Han, J. Li | Efficient particle filtering for Korteweg-de Vries equations | Stochastic and Dynamics (to appear)
* T. Caraballo, X. Han, B. Schmalfuss, J. Valero | Random attractors for stochastic lattice dynamical systems with infinite multiplicative noise | Nonlinear Analysis: Theory, Methods & Applications 130 | 255--278 (2016)
* X. Han, R. Wang | Estimating credit portfolio loss distribution by a cross-entropy method | J. of Appl. Math. Comput. | DOI: 10.1007/s12190-015-0941-3 (2015)
* T. Caraballo, X. Han | A survey on Navier-Stokes models with delays: existence, uniqueness and asymptotic behavior of solutions | Disc. Cont. Dyn. Sys. - S 8 | 1079 -- 1101 (2015)
* T. Caraballo, R. Colucci, X. Han |Predation with indirect effects in fluctuating enviroments |Nonlinear Dynamics | DOI:10.1007/s11071-015-2238-3 (2015)
* T. Caraballo, X. Han, P. E. Kloeden | Non-autonomous chemostats with variable delays |SIAM J. Math. Anal. 47 | 2178--2199 (2015)
* T. Caraballo, X. Han, P. E. Kloeden | Chemostats with random inputs and wall growth | Math. Meth. Appl. Sci. |DOI: 10.1002/mma.3437 (2015)
* X. Han, J. Li, D. Xiu | Error Analysis for the numerical formulation of particle filter |Disc. Cont. Dyn. Syst. - B 20 |1337--1354 (2015)
* T. H. Ahn, A. Sandu, X. Han | Advanced implicit tau-leaping methods for the stochastic simulation of chemical kinetics |J. Appl. Anal. Comput. 5 |420--452 (2015)
* T. Caraballo, X. Han, P. E. Kloeden, A. Rapaport | Dynamics of non-autonomous chemostat models |Continuous and Distributed Systems II (eds. V. A. Sadovnichiy, M. Z. Zgurovsky), Springer-Verlag | 103--120 (2015)
* X. Han | Asymptotic dynamics of stochastic lattice systems: a review |Continuous and Distributed Systems II (eds. V. A. Sadovnichiy, M. Z. Zgurovsky), Springer-Verlag|121--137 (2015)
* T. Caraballo, X. Han, P. E. Kloeden | Chemostats with time-dependent input and wall growth | Applied Mathematics and Information Sciences 9 | 2283--2296(2015)
* E. Jakobsons, X. Han, R. Wang | General convex order on risk aggregation | Scandinavian Actuarial Journal | DOI: 10.1080/03461238.2015.1007891 (2015)
* T. Caraballo, X. Han | Stability of stationary solutions to 2D-Navier-Stokes models with delays | Dynamics of Partial Differential Equations 11 |345--359 (2014)
* X. Han, H. Njam | Dynamical structures in stochastic chemical reaction systems | SIAM Journal on Applied Dynamical Systems 13 | 1033--1351 (2014)
* F. Bao, Y. Cao, X. Han | An implicit algorithm of solving nonlinear filtering problems | Communications in Computational Physics 16 | 382--402 (2014)
* S. Zhou, X. Han | Uniform exponential attractors for non-autonomous KGS and Zakharov lattice systems with quasi-periodic external forces | Nonlinear Analysis Series A: Theory, Methods & Applications 78| 141--155 (2013)
* X. Han | Asymptotic behaviors for second order stochastic lattice dynamical systems on Z^k in weighted spaces | Journal of Mathematical Analysis and Applications 2013 | 242--254 (2013)
* S. Zhou, X. Han | Pullback exponential attractors for non-autonomous lattice systems | Journal of Dynamics and Differential Equations 24 | 601--631 (2012)
* X. Han | Random attractors for second order stochastic lattice dynamical systems with multiplicative noise in weighted spaces | Stochastic and Dynamics 12 | 1150024 (2012)
* X. Han | Asymptotic behavior for stochastic partly dissipative lattice systems in weighted spaces | International Journal of Differential Equations 2011 | 628459 (2011)
* X. Han | Exponential attractors for lattice dynamical systems in weighted spaces | Discrete and Continuous Dynamical Systems - series A 31 | 445--467 (2011)
* X. Han | Random attractors for stochastic sine-Gordon lattice systems with multiplicative white noise | Journal of Mathematical Analysis and Applications 376 | 481--493 (2011)
* X. Han, W. Shen, S. Zhou | Random attractors for stochastic lattice dynamical systems in weighted spaces | Journal of Differential Equations 250 | 1235--1266 (2010)
* Z. Shen, S. Zhou, X. Han | Synchronization of coupled stochastic systems with multiplicative noise | Stochastic and Dynamics 10 | 407--428 (2010)
* X. Han, B. Spencer | Composition evolution of quantum dots during the growth of solid films | IMA Journal of Applied Mathematics 75 | 222--239 (2010)
* S. Zhou, J. Huang, X. Han | Compact kernel sections for dissipative non-autonomous Zakharov equation on infinite lattices | Communications on Pure and Applied Analysis 9 | 193--210 (2009)
* J. Huang, X. Han, S. Zhou | Uniform attractors for dissipative non-autonomous Klein-Gordon-Schrodinger lattice systems | Applied Mathematics and Mechanics 30 | 1579--1607 (2009)
* A. Ban, S. Zhou, X. Han | Dimension of kernel sections for damped nonautonomous wave equations with critical exponent | Journal of Mathematical Physics 50 | 012702 (2009)
* X. Han, B. Spencer | A Nonlinear model for surface segregation and solute trapping during planar film growth | Journal of Applied Physics 101 | 084302 (2007)
* T. Caraballo, R. Colucci, X. Han | Nonautonomous dynamics of a semi-Kolmogorov population model with periodic forcing | (under review)
* Y. Asai, T. Caraballo, X. Han, P. E. Kloeden | A random model for immune response to virus in fluctuating environments | (under review)
* T. Caraballo, R. Colucci, X. Han | Semi-Kolmogorov models for preation with indirect effects in random environments | (under review)
* X. Han, P. E. Kloeden | Lattice systems with switching effects and delayed recovery | (under review)
* T. Caraballo, M. J. Garrido-Atienza, X. Han, B. Schmalfuss, H. Bessel | Stochastic lattice equations driven by fractional Brownian motion with hurst parameter in (1/2, 1) | (preprint)
Invited Presentations
* "Asymptotic dynamics for stochastic lattice systems with infinite multiplicative white noise", Workshop in Stochastic Dynamics, Beijing, China (2015)
* "Random attractors for stochastic lattice dynamical systems", EquaDiff, Lyon, France (2015)
* "Construction of random low-dimensional manifolds for stochastic chemical systems", The 5th International Workshop on Model Reduction in Reacting Flows, Cottbus, Germany (2015)
* "Chemostat in varying environments", 7th International Conference on Dynamic Systems and Applications, Atlanta, GA (2015)
* " An implicit scheme for nonlinear filtering problems", 45th Annual John H. Barrett Memorial Lectures, University of Tennessee, TN (2015)
* "An introduction to biological/biochemical systems", Colloquium, Center for Mathematical Sciences, Huazhong University of Science and Technology, Wuhan, China (2015)
* "Dynamics of stochastic fast-slow chemical reaction networks", ICMC Summer Meeting on Differential Equations, Sao Carlos, Brazil (2015)
* "Long term behavior of stochastic lattice dynamical systems in the weighted spaces", Seminar, Friedrich-Schiller-Universitat Jena, Jena, Germany (2014)
* "Nonautonomous and random chemostat models", Seminar, Department of Mathematics, Wayne State University, Detroit, MI (2014)
* "Dynamics of stochastic chemical reaction systems", Conference on Dynamical Systems and Applications, Wuhan, China (2014)
* "Chemostats with time-dependent inputs and wall growth", The 10th AIMS Conference on Dynamical Systems and Differential Equations, Madrid, Spain (2014)
* "Implicit simulation Methods for Stochastic chemical kinetics", The 10th AIMS Conference on Dynamical Systems and Differential Equations, Madrid, Spain (2014)
* "Fundamentals of financial mathematics", Mini-course, Instituto Mathematicas Universidad Sevilla, Seville, Spain (2014)
* "Analysis of chemostat models with non-autonomous and random inputs", Seminar Series, Facultad de Mathematicas, Universidad Sevilla, Seville, Spain (2014)
* "Numerical and implicit schemes for nonlinear stochastic filtering problems", Seminar, Sandia National Laboratories, Livermore, CA (2014)
* "Nonlinear filtering and its applications", Colloquium, Department of Mathematical Science, Worcester Polytechnic Institute, Worcester, MA (2014)
* "An introduction to mathematics of financial derivatives", Seminar, Department of Mathematical Science, Worcester Polytechnic Institute, Worcester, MA (2014)
* "Numerical formulation of particle filtering for nonlinear stochastic systems", International Workshop on Infinite Dimensional Stochastic Systems, Wittenberg, Germany (2014)
* "Nonautonomous and stochastic differential equations and applications", East Lake Forum at Huazhong University of Science and Technology, Wuhan, China (2013)
* "An implicit nonlinear filtering algorithm", The 4th Wuhan Workshop on Stochastic Dynamics, Wuhan, China (2013)
* "Convergence results on methods for solving nonlinear filtering problems", The Second Pacific Rim Mathematical Association Congress, Shanghai, China (2013)
* "Dynamical structures in stochastic chemical reaction systems", The 4th International Workshop on Model Reduction in Reacting Flows, San Francisco, CA (2013)
* "Random attractors for stochastic lattice differential equations", One-day Workshop on Stochastic Differential Equations, Seville, Spain (2013)
* "Convergence results on methods for solving nonlinear filtering problems", Dynamical System Seminar, Institute of Mathematics and Its Applications, Minneapolis, MN (2013)
* "Dynamics of infinite dimensional stochastic differential equations", Colloquium, Department of Mathematics and Department of Statistics and Probability, Michigan State University, East Lansing, MI (2013)
* "Asymptotic behavior for stochastic lattice differential equations in weighted spaces", IMA Workshop: Lattice and Nonlocal Dynamical Systems and Applications, Minneapolis, MN (2012)
* "Asymptotic behavior for stochastic lattice differential equations in weighted spaces", SIAM Conference on Uncertainty Quantification, Raleigh, NC (2012)
* "Random attractors for stochastic lattice differential equations in weighted spaces", AMS 2012 Spring Southeaster Section Meeting, Tampa, FL (2012)
* "Asymptotic behavior of stochastic lattice differential equations", Colloquium, Statistical and Applied Mathematical Science Institute, Research Triangle Park, NC (2012)
* "An introduction to stochastic differential equations", Statistical and Applied Mathematical Sciences Institute Undergraduate Workshop, Research Triangle Park, NC (2011)
* "Surface segregation and solute trapping during the growth of thin films", Seminar, Department of Mathematics, North Carolina State University, Raleigh, NC (2011)
* "Random attractors for stochastic lattice dynamical systems", Seminar, School of Mathematical Sciences, Fudan University, Shanghai, China (2011)
* "Interlayer mixing in thin film growth", Mini-workshop on Dynamical Systems and Applications, Shanghai Jiaotong University, Shanghai, China (2011)
* "Random attractors for stochastic lattice differential equations", The 5th International Conference on Recent Advances in Applied Dynamical Systems, Shanghai, China (2011)
* "Random attractors for first order stochastic lattice dynamical systems", Seminar, Department of Mathematics, Shanghai Normal University, Shanghai, China (2010)
* "Composition evolution of quantum dots during the growth of solid films", IFNA-World Congresses of Nonlinear Analysis, Orlando, FL (2008)
* "Composition evolution of quantum dots during the growth of solid films", Mini-Workshop on Differential Equations and Applications, Auburn, AL (2008)
* "Interlayer mixing during thin film growth", Seminar, Department of Material Engineering, Auburn University, AL (2007)
* "Interlayer mixing during thin film growth", Seminar, Department of Mathematics, The State University of New York at Buffalo, Buffalo, NY (2007)
2016 | Fall | Actuarial Mathematics I (MATH5800/6800) |Spring |No Teaching
2015 | Fall | Applied Mathematics (MATH 7000) | Financial Mathematics (MATH 5870/6870) |Spring | No Teaching
2014 | Fall | Actuarial Seminar in Mathematics of Finance (MATH 4790) | Mathematics Modeling: Continuous (MATH 5000/6000) | Spring | No Teaching
2013 | Fall | Actuarial Mathematics I (MATH5800/6800) | Linear Differential Equations (MATH2650) | Spring | No Teaching
2012 | Fall | Financial Mathematics (MATH5870/6870) | Spring | No Teaching
2011 | Fall | No Teaching | Spring | Linear Differential Equations (MATH 2650) | Mathematics of Interest Theory (MATH 2790)
2010 | Fall | No Teaching | Spring | Actuarial Mathematics II (MATH 5810/6810) | Analysis II (MATH 5210/6210)
2009 | Fall | Actuarial Mathematics I (MATH 5800/6800) | Analysis I (MATH 5200/6200) | Spring | Mathematics of Interest Theory (MATH 2790)
2008 | Fall | Actuarial Seminar in Mathematics of Finance (MATH 4790) | Mathematics Modeling: Continuous (MATH 5000/6000) | Spring | Mathematics of Interest Theory (MATH 2790)
2007 | Fall | Calculus II (MATH 1620) | Linear Differential Equations (MATH 2650)
Education
Ph.D. | Department of Mathematics, State University of New York at Buffalo
MA | Department of Mathematics, State University of New York at Buffalo
BE | The Special Class for the Gifted Young, University of Science and Technology of China
Professional Experience
Oct 2012 - Present | Associate Professor of Mathematics, Auburn University, AL
Aug 2007 - Sep 2012 | Assistant Professor of Mathematics, Auburn University, AL
May 2014 - Aug 2014 | Visiting Associate Professor at University of Waterloo, Canada
Jan 2013 - May 2013 | Visiting Scholar at IMA, Minneapolis, MN
Aug 2011 - Jun 2012 | Visiting Research Fellow at SAMSI, Raleigh, NC
Honors and Awards
* Jack B. Brown Endowed Faculty Award (2015)
* AWM-NSF Travel Award (2014)
* NSF Travel Award (2013)
* Educational Institution ASA Grant (2012)
* COSAM Travel Award, Auburn University (2014, 2012)
* Butz Teaching Award, Auburn University (2011)
* Northrop Grumman Research Award (2009)
* Fellowship of College of Arts and Sciences at SUNY-Buffalo (2002 - 2006)

Welcome

Research

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