人物經歷
1978年10月起在內蒙古大學數學系攻讀偏微分方程方向研究生(師從邱佩璋教授),畢業獲理學碩士學位。
1995年9月起在復旦大學數學所攻讀最優控制理論與套用方向博士研究生(師從李訓經教授),畢業獲理學博士學位(畢業論文獲得第四屆全國百篇優秀博士學位論文獎)。
近幾年主要從事分布參數系統最優控制理論與套用研究。
曾主持並完成國家自然科學基金項目一項( NSFC 10171059; 2002.1-2004.12)
獨立承擔並完成教育部“面向21世紀教育振興行動計畫”專項資金資助項目一項( FANEDD 200218;2003.1-2007.12)
作為第二主持人參加並完成國家自然科學基金項目一項( NSFC 10571030;2006.1-2008.12)。
參加國家自然科學基金項目“Markov過程的游離理論及其套用”( NSFC 10771131;2008.1-2010.12)。
正在主持國家自然科學基金項目“無限維系統最優控制與數量金融若干問題研究”( NSFC 10971127;2010.1-2012.12 )。
學術論文
【1】Pontryagin’s Principle for State-Constrained Evolutionary Differential Complementarity System
Nonlinear Analysis: Real World Applications.Vol.12.3 (2011) 1459–1474
( with Delin Chu & Roger Tan )
【2】Bilateral obstacle control problem of parabolic variational inequalities
SIAM Journal on Control and Optimization Vol.46, 4(2007), 1518-1537
( with Delin Chu & Roger Tan )
【3】Bilateral obstacle optimal control for a quasilinear elliptic variational inequality with a source term
Nonlinear Analysis: T.M.& A. Vol.66, 5(2007), 1170-1184
( with Yuquan Ye et al.)
【4】Approximate solutions to infinite dimensional LQ problems over infinite time horizon
Science in China (Series A) Vol.49, 7(2006), 865-876
( with Liping Pan & Xu Zhang )
【5】Optimal control of obstacle for quasilinear elliptic variational bilateral problems
SIAM Journal on Control and Optimization Vol.44, 3(2005), 1067-1080
( with Delin Chu & Roger Tan )
【6】Bilateral obstacle optimal control for a quasilinear elliptic variational nequality
Numer. Func. Anal. Optim. Vol.26, 3(2005), 303-320
( with Yuquan Ye)
【7】Optimal obstacle control problem for semilinear evolutionary bilateral variational inequalities
J. Math. Anal. Appl. Vol.307, 2(2005), 677-690
【8】Minimax control for evolutionary variational bilateral problem
Nonlinear Analysis:T.M.& A. Vol.57, 2(2004), 229-252
【9】Optimal control of the obstacle in a quasilinear elliptic variational inequality
J. Math. Anal. Appl. Vol.294, 1(2004), 258-272
( with Yuquan Ye)
【10】A new well-posed algorithm to recover implied local volatility
Quantitative Finance Vol.3, 6(2003), 451-457
( with Lishang Jianget al.)
【11】Minimax control for elliptic variational bilateral problem
ANZIAM Journal Vol.44, 4(2003), 539-559
【12】Optimal control for semilinear evolutionary variational bilateral problem
J. Math. Anal. Appl. Vol.277, 1(2003), 303-323
【13】Indirect obstacle minimax control for elliptic variational inequalities
Journal of Optimization Theory and ApplicationsVol.110, 2(2001), 337-359
【14】Indirect obstacle optimal control for evolutionary variational inequalities with state constraints
Science in China (Series E) Vol.43, 6(2000), 653-669
【15】A nonlinear parabolic system arising from the eddy currents problem
Nonlinear Analysis: T.M.& A. Vol.42, 5(2000), 759-770
【16】Optimal control of semilinear elliptic variational bilateral problem
Acta Mathematica Sinica Vol.16, 1(2000), 123-140
【17】Indirect obstacle control problem for semilinear elliptic variational inequalities
SIAM Journal on Control and Optimization Vol.38, 1(1999), 138-158
個人著作
1.《網函式插值理論及其套用》邱佩璋、陳啟宏著(上海科技出版社2007)
2.《金融隨機分析》(全二卷)陳啟宏、陳迪華譯(上海財經大學出版社2008)
3.《微分方程與邊界值問題》陳啟宏、張凡、郭凱旋譯(機械工業出版社2005)