Curriculum Vitae

Hongwei Long

Department of Mathematical Sciences

Florida Atlantic University, Boca Raton, FL 33431, USA

E-mail: hlong@fau.edu

Phone: (561) 297-0810    Fax: (561) 297-2436

 

Research Interests:

  • Stochastic analysis
  • Stochastic partial differential equations and their numerical solutions
  • Nonlinear filtering theory and applications
  • Parameter identification in nonlinear stochastic systems

Education:

  • Oct. 1994-Dec. 1997,  Ph. D.  in  Mathematics, University of Warwick, England. Thesis Title: Symmetric Diffusion Operators on Infinite Dimensional Spaces.  Advisor: Professor K. D. Elworthy.
  • Sept. 1987-July 1990,  M. Sc.  in Probability Theory and Mathematical Statistics, Wuhan Institute of Mathematical  Sciences, Chinese Academy of Sciences.
  • Sept. 1983-July 1987,  B. Sc.  in Applied Mathematics, Huazhong University of Science and Technology, China.

Professional Experience:

  • Aug. 2004--Present,  Assistant Professor, Department of Mathematical  Sciences, Florida Atlantic University.                                                     
  • June 1999-July 2004,  Postdoctoral Research Fellow, Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada.
  • Jan. 1998- May 1999,  Postdoctoral Research Fellow, Centro de Matematica e Aplicacoes Fundamentais, Universidade de Lisboa, Portugal.
  • July 1990-Oct. 1994,  Research Associate, Wuhan Institute of Mathematical Sciences, Chinese Academy of Sciences, China.

 

Teaching Experience:

  • Graduate Course:  STA 6444 –Mathematical Probability I, Fall 2004, STA 6446—Mathematical Probability II, Spring 2005, STA 6206—Statistical Methods for Environmental Sciences, Fall 2005, STA 6326—Mathematical Statistics, Spring 2006 and Spring 2007, STA 6446-Stochastic Calculus, Fall 2006, STA 6446-Regression Analysis, Summer 2007 at  Florida Atlantic University, .

 

  • Undergraduate Course: STA 2023- Introductory Statistics, Spring 2006; STA 4442-Probability and Statistics, Summer 2006 and Fall 2006; STA 4032-Probability and Statistics for Engineers, Spring 2007 at FAU, Stat 221 -Applied Probability, Spring 2003, Spring 2002 and Winter 2000 at the University of Alberta, Canada.

 

Fellowships, Grants and Academic Awards:

  • 1999-2004, Postdoctoral Fellowships (NSERC, PIMS and MITACS), University of Alberta, Canada.
  • 1998-1999, Postdoctoral Fellowship, University of Lisbon, Portugal.
  • 1994-1997, Overseas Research Scholarship and Ella Lam Fellowship, University of Warwick, England.
  • 1990-1994, National Natural Science Foundation of China, Wuhan Institute of Mathematical Sciences, China.
  • 1987, Excellent Student Prize, Huazhong University of Science and Technology, China.
  • 1985-1986, Excellent Student Scholarships, Huazhong University of Science and Technology, China.

 

Publications:

 

[1] Yaozhong Hu and Hongwei Long,  Parameter estimation for Ornstein-Uhlenbeck processes driven by alpha-stable Levy motions, to appear in Communications on Stochastic Analysis, 2007.

[2] S. Kim, S. Li, H. Long, and R. Pyke, Analyzing network traffic for malicious activity, Canadian Applied Math. Quarterly 12 (2004), 479-489.

[3] Michael A. Kouritzin, Hongwei Long, and Wei Sun,  Markov chain approximations to filtering equations for reflecting diffusion processes,   Stochastic Processes and their Applications 110 (2004),   275-294.

[4] Hongwei Long and I. Simao, A note on the essential self-adjointness of Ornstein-Uhlenbeck operators perturbed by a dissipative drift and a potential,  Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 (2004),   249-259.

[5] Hongwei Long and I. Simao,  Essential self-adjointness of  Ornstein- Uhlenbeck  operators   perturbed by certain drifts and singular potentials,   Communications in Applied Analysis  8 (2004),   167-184.

[6] Michael A. Kouritzin, Hongwei Long, and Wei Sun, Nonlinear filtering for diffusions in random environments,       Journal of Theoretical  Probability 16 (2003),   1-20.

[7] Michael A. Kouritzin, Hongwei Long and Wei Sun,  On Markov chain approximations to semilinear partial differential equations driven by Poisson  measure noise, Stochastic Analysis and Applications 21 (2003),   419-441.

[8] Michael A. Kouritzin and Hongwei Long, Convergence of Markov chain approximations to stochastic reaction diffusion  equations,   The Annals of Applied Probability 12 (2002),   1039-1070.

[9] S. Kim, M.A. Kouritzin, H. Long, J. McCrosky and X. Zhao, A stochastic grid filter for multi-target tracking, to appear in The Proceedings of SPIE Defense & Security Symposium on Signal Processing, Sensor Fusion, and Target Recognition XIII,  Volume 5429, Ed. by I. Kadar, 2004, Orlando, USA.

[10] D. Ballantyne, M.A. Kouritzin, H. Long and W. Sun,  Discrete-space particle filters for reflecting diffusions, The Proceeding of 2002 IEEE Aerospace Conference, Big Sky, MT.

[11] M. A. Kouritzin, H. Long, X. Ma and W. Sun, Non-recursive and Recursive methods for parameter estimation in filtering problems.  The Proceedings of SPIE AeroSense Conference on Signal Processing, Sensor Fusion, and Target Recognition XII, Volume 5096, Ed. by I. Kadar, 2003, pp. 585-596.

[12] D. Ballantyne, M.A. Kouritzin, H. Long, J. Hailes, and J. Wiersma, A hybrid weighted interacting particle filter for multi-target tracking.      The Proceedings of SPIE AeroSense Conference on Sign al Processing, Sensor Fusion, and Target Recognition XII, Volume 5096, Ed. by I. Kadar, 2003, pp. 244-255.

[13] Hongwei Long and I. Simao, On the essential self-adjointness of   perturbed Ornstein-Uhlenbeck  operators on Hilbert spaces, Communications in Applied  Analysis   5 (2001), 371-382.

[14] Hongwei Long, An approximation criterion for essential self-adjointness of Dirichlet operators on certain Banach spaces,   Potential Analysis 13 (2000),   409-421.

[15] Hongwei Long,  Necessary and sufficient conditions for the symmetrizability of differential operators over infinite dimensional state spaces,  Forum Mathematicum 12 (2000), 167-196.

[16] Hongwei Long and Isabel Simao,  Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators,   Osaka J. Math. 37 (2000), 185-202.

[17] Hongwei Long,   Kato's inequality and essential self-adjointness of Dirichlet operators on certain Banach spaces,  Stochastic Analysis and Applications  16 (1998), 1019-1047.

[18] Hongwei Long, Anticipating quadrant and symmetric integrals in the plane with application to Wiener space,  Acta Math. Sci. 17  (1997), 1-11.

[19] Hongwei Long, On the rate of convergence in the central limit theorem for two-parameter martingale differences,  Acta Math. Sci.  16 (1996), no. 3,  287-295.

[20] Hongwei Long, The pathwise uniqueness of solutions of non-Markovian stochastic differential equations with jumps in plane, Chinese Science Bulletin  39  (1994), 1853-1858.

[21] Hongwei Long, The approximation theorem of stochastic differential   equations in the plane, Acta Math. Sci.  14   (1994), 272-282.

[22] Yaozhong Hu and Hongwei Long, Symmetric integral and the approximation theorem of stochastic integrals in the plane,   Acta Math. Sci. 13   (1993),  153-166.

[23] Hongwei Long, On the -optimal control of stochastic differential equations  in  the  plane, In: Development of Enterprises and System Engineering, Ed. by Chinese Association of System Engineering, pp. 428-438, Chinese Science  and Technology Press, 1992 (in Chinese).

 

Manuscripts:

[24] Michael A. Kouritzin and Hongwei Long, On extending the classical filtering equations, Submitted to Statistics and Probability Letters, 2007.

[25] Yaozhong Hu and Hongwei Long, Least squares estimator for Ornstein-Uhlenbeck processes driven by alpha-stable motions, Submitted to Stochastic Processes and their Applications, 2007.

[26] Hongwei Long and Lianfen Qian, Nadaraya-Watson estimator for stochastic processes driven by additive Levy motions, Submitted to Bernoulli, 2007.

 

Conferences and Invited Talks:

 

2005

 

  • Conference on Martingales, Stochastic Analysis, and Potential Theory, Nov. 10-13, 2005, University of Florida, USA.

Talk: ``On Generalizing the Classical Filtering Equations to Financial Log-stable Models”.

 

  •  The Joint Meeting of the Chinese Society of Probability and Statistics and the Institute of Mathematical Statistics, July 9-12, 2005, Beijing, China.

Talk: ``Markov Chain Approximations to Filtering Equations for Reflecting Diffusion Processes”.

 

  • Workshop on Stochastic Partial Differential Equations and Environmental and Geophysical Modeling, June 13-July 1, 2005, University of Wyoming, Laramie, USA.

 

 

 

2004

 

  •  The 8th PIMS-MITACS Industrial Problem Solving Workshop, May 17-21, 2004, University of British Columbia, Vancouver, Canada.

Mentor for the project ``Network Security” presented by Random Knowledge Inc.

 

 

2003

  •  Workshop on Stochastic Partial Differential Equations and Related Topics, August 4-15,       2003, University of Warwick, United Kingdom.

          Talk: ``On Markov Chain Approximations to SPDEs Driven by Poisson Measure Noise".

  • SPIE's 17th International Symposium: AeroSense Conference on Signal Processing, Sensor Fusion, and Target Recognition XII, April 21-25, 2003, Orlando, USA.

          First talk: ``Hybrid Weighted Interacting Particle Filter for Multitarget Tracking",

          Second Talk: ``Non-recursive and Recursive Methods for Parameter Estimation in

           Filtering   Problems".

2002

  • Member of the Organizing Committee (Prof. Robert Elliott, Prof. Michael Kouritzin, Prof. Tom Kurtz, Dr. Hongwei Long )

         for the International Conference on Filtering Theory and Applications, July 25-30, Edmonton          and Jasper, Canada.

         Talk: ``Markov Chain Approximations to Filtering Equations".

  • 2002 IMS Probability Symposium, July 31-August 2, Banff, Canada.

   

2001

  • MITACS (The Mathematics of Information Technology and Complex Systems)  IT Theme Meeting, November 2001, Montreal, Canada.

          Talk: ``Markov Chain Approximations to Nonlinear Filters".

  • MITACS 2nd Annual General Meeting and Conference, May 2001, Montreal, Canada.

 

2000

  • MITACS IT-Theme Meeting, November 2000, Vancouver, Canada.

          Talk:  ``Stochastic Modelling for Pollution Tracking, and Filtering in Random Environments".

  • MITACS 1st Annual General Meeting and Conference, May 2000, Toronto, Canada.

          Poster: ``Markov Chain Approximations to Stochastic Reaction Diffusion  Equations".

 

1999

  • International Conference on Infinite Dimensional (Stochastic) Analysis and Quantum Physics, January 18-22, Leipzig, Germany.
  • International Conference on Stochastic Analysis and Mathematical Physics,  May 24-29, 1999, Lisbon, Portugal.

          Talk: ``Invariant Measures for Stochastic Evolution Equations in M-type 2 Banach  Spaces".

  • Workshop on Stochastic Evolution Equations, May 17-19, 1999, Lisbon, Portugal.

          Talk: ``Invariant Measures for Stochastic Evolution Equations in M-type 2 Banach  Spaces”.