PhD – New York University, USA

Office: | Y6530 Academic 1 |
---|---|

Phone: | +852 3442-4203 |

Fax: | +852 3442-0250 |

Email: | mazq@cityu.edu.hk |

- Mathematical Finance
- Interfacial Instabilities
- Computational Fluid Dynamics
- Mathematical Physics

Prof. Qiang Zhang receives his BSc from Fudan University, MA and PhD from New York University. Prior to joining City University of Hong Kong, Prof. Zhang had been with New York University and State University at Stony Brook. Prof. Zhang's research interests include financial mathematics, risk management, optional portfolio selection, fluid dynamics, granular materials and mathematical physics.

Bachelor of Science, Fudan University, Oct 1982

Master of Science, New York University, Jun 1983

Doctor of Philosophy, New York University, Oct 1986

- Financial Mathematics
- Computational Fluid Dynamics
- Fluid Instability
- Turbulence
- Nonlinear Dynamics
- Chaos
- Ground Water Ecology
- Environmental Protection and Remedation
- Applied Physics
- Computer Science

- Scientific computing – large scale numerical simulation - front tracking
- Compressible Rayleigh-Taylor instability
- Nonlinear theory of Richtmyer-Meshkov instability
- Environmental protection – ground water ecology – oil recovery process
- Stochastic PDE – random field – heterogeneous porous media – nonFickian dispersion
- Turbulent mixing – scaling laws – multifractal theory – transient behavior
- Applications of renormalization group theory to multi-phase flow.
- Fluid dynamics – gas dynamics
- Algorithm design – data structure design – dynamical grid generation
- Computational geometry – computer graphics
- Financial mathematics – option pricing – portfolio management – risk analysis

- The s-d mixing – local moment in metals – Anderson model
- Magnetic coupling between moments in metals
- Interaction in spin glasses

- P. M. Levy and Q. Zhang, "Long range interaction and the spin glass temperature of metallic alloys, Journal of Magnetism and Magnetic materials", 54, pp. 133–134 (1986).
- P. M. Levy and Q. Zhang, "Long range interactions between local moments on metal: Application to spin glass systems", Physical Review B33 (Rapid Communication), pp. 665–667 (1986).
- Q. Zhang and P. M. Levy, "Spin coupling between magnetic impurities in metals", Physical Review B34, 1884–1898 (1986).
- Q. Zhang and P. M. Levy, "Concentration dependence of the spin-glass temperature of metallic alloys", Physical Review B34, 7965–7968 (1986).
- C. Gardner, J. Glimm, J. Grove, O. McBryan, R. Menikoff, D. H. Sharp and Q. Zhang. "A Study of Chaos and Mixing in Rayleigh-Taylor and Meshkov Unstable Interfaces", Nuclear Physics B, 2, 441–452 (1987).
- C. Gardner, J. Glimm, O. McBryan, R. Menikoff and D. H. Sharp and Q. Zhang, "The Dynamics of Bubble Growth for Rayleigh-Taylor Unstable Interface", Phys. of Fluids, 31, 447–465 (1988).
- X. L. Li, W. B. Lindquist, R. Menikoff, D. H. Sharp and Q. Zhang, "Front Tracking and the Interaction of Nonlinear Hyperbolic Waves", Proceedings of the US-ROC Joint Symposium, Lecture Notes in Engineering, Springer-Verlag, 43, 99–111 (1989).
- J. Glimm, X. L. Li, R. Menikoff, D. H. Sharp and Q. Zhang, "A Numerical Study of Bubble Interactions in Rayleigh-Taylor Instability for Compressible Fluids", Phys. of Fluids A, 2, 2046–2054 (1990).
- J. W. Grove, R. Menikoff and Q. Zhang, "Unstable interfaces and Anomalous Waves in Compressible Fluids", Transactions of The Seventh Army Conference on Applied Mathematics and Computing, ARO Report 90–1, 345–369 (1990) .
- Y. Deng, J. Glimm, Y. Wang and Q. Zhang, "Parallel Algorithms for Fluid Interface Problems", Transactions of The Eighth Army Conference on Applied Mathematics and Computing, ARO Report, 497–509 (1991).
- J. Glimm, Q. Zhang and D. H. Sharp, "The Renormalization Group Dynamics of Chaotic Mixing of Unstable Interfaces", Phys of Fluids A, 3, 1333–1335 (1991).
- J. Glimm and Q. Zhang, "A Quantitative Theory of Fluid Chaos", in: Viscous Profiles and Numerical Methods for Shock Waves, Ed. M. Shearer, SIAM, Philadelphia, 49–65 (1991).
- J. Glimm, W. B. Lindquist and Q. Zhang, "Front Tracking, Oil Reservoirs, Engineering Scale Problems and Mass Conservation", in: IMA Volumes in Mathematics and its Applications, Eds. J. Glimm and A. Majda, Vol 29, 123–139 (1991).
- J. Glimm, X. L. Li, R. Menikoff, D. H. Sharp and Q. Zhang, "The Growth and Interaction of Bubbles in Rayleigh-Taylor Unstable Interfaces", in: IMA Volumes in Mathematics and its Applications, Eds. J. Glimm and A. Majda, Vol 29, 107–122 (1991).
- Q. Zhang, "The Motion of a Bubble or Spike in Rayleigh-Taylor Unstable Interfaces", IMPACT, 3, 277–304 (1991).
- Q. Zhang, "Validation of the Chaotic Mixing Renormalization Group Fixed Point", Physics Letters A, 151, 18–21 (1991).
- F. Furtado, J. Glimm, W. B. Lindquist, F. Pereira and Q. Zhang, "Time Dependent Anomalous Diffusion for Flow in Multi-fractal Porous Media", Proceedings of the Workshop on Numerical Methods for the Simulation of Multiphase and Complex Flow. Lecture Notes in Physics, Ed. T.M.M. Verheggan, Springer Verlag, New York, Vol. 398, 79–89 (1992).
- J. Glimm, X. L. Li, R. Menikoff, D. H. Sharp and Q. Zhang, "Statistical Theory of Rayleigh-Taylor Instability for Compressible Fluids", In: Advances in Compressible Turbulent Mixing, Eds. W.P.Dannevick, A.C.Buckingham and C.E.Leith, Lecture Notes in Engineering, Springer-Verlag, 85–94 (1992).
- Q. Zhang, "A Multi-Length Scale Theory of Mixing Length Growth For Tracer Flow in Heterogeneous Porous Media", Journal of Statistical Physics, 66, 485–501 (1992).
- Q. Zhang, "Length Scales, Multi-Fractal and Non-Fickian Diffusion", Proceedings of the IX International Conference on Computational Methods in Water Resources, June 9–12, 1992, Denver CO. vol. 2: Mathematical Modeling in Water Resources, Eds. T.F.Russell, R.E.Ewing,C.A.Brebbia, W.G.Gray and G.F.Pinder, 59–70 (1992).
- Q. Zhang and J. Glimm, "Inertial Range Scaling of Laminar Shear Flow as a Model of Turbulent Transport", Communication in Mathematical Physics, 146, 217–229 (1992).
- B. Boston, J. W. Grove, R. Holmes, L. F. Henderson, D. H. Sharp, Y. Yang and Q. Zhang, "Shock Induced Surface Instabilities and Nonlinear Wave Interactions", Transactions of The Eleventh Army Conference on Applied Mathematics and Computing, ARO Report, 13 pages, (1993).
- Y. Chen, Y. Deng, J. Glimm, G. Li, D. H. Sharp and Q. Zhang, "A Renormalization Group Scaling Analysis For Compressible Two-Phase Flow", Phys. of Fluids A, 5, 2929–2937 (1993).
- J. Glimm, W. B. Lindquist, F. Pereira and Q. Zhang, "A Theory of Macrodispersion for the Scale Up Problem", Transport in Porous Media, 13, 97–122 (1993).
- J. Glimm, J. Grove an Q. Zhang, "Multiscale Structure for Hyperbolic Waves", Proceedings of International Conference on Nonlinear Evolution PDE, Beijing, China, (1993).
- J. W. Grove, R. Holmes, D. H. Sharp, Y. Yang and Q. Zhang, "Quantitative Theory of Richtmyer-Meshkov Instability", Phys. Rev. Lett. 71, 3473–3476 (1993).
- J. W. Grove, Y. Yang, D. H. Sharp, J. Glimm, B. Boston, R. Holmes and Q. Zhang, "The Application of Front Tracking to the Simulation of Shock Refractions and Shock Accelerated Interface Mixing", Proceedings of the 4th International Workshop on the Physics of Compressible Turbulent Mixing, Cambridge University, Cambridge England, (1993).
- X. L. Li, J. W. Grove and Q. Zhang, "Parallel Computation of Three Dimensional Rayleigh-Taylor Instability in Compressible Fluids through the Front Tracking Method and Level Set Methods", Proceedings of the 4th International Workshop on the Physics of Compressible Turbulent Mixing, Cambridge University, Cambridge England, (1993).
- Y. Yang and Q. Zhang, "General Properties of a Multilayer Stratified Fluids System", Phys. of Fluids A, 5, 1167–1181 (1993).
- Q. Zhang and J. Glimm, "The Scaling Laws for Fluid Mixing", Transactions of The Eleventh Army Conference on Applied Mathematics and Computing, ARO Report, (1993).
- Y. Yang, Q. Zhang and D. H. Sharp. "Small Amplitude Theory of Richtmyer-Meshkov Instability", Phys. of Fluids A, 5, 1856–1873 (1994).
- Q. Zhang, "Fluid Mixing Induced by Random Fields", in: Proceedings of Fifth International Conference on Hyperbolic Problems – Theory, Numerics, Applications, 268–277, World Scientific (1994).
- L. An, J. Glimm, D. H. Sharp and Q. Zhang, "Scale Up of Flow in Porous Media", in: Mathematical Modeling of Flow Through Porous Media B Editors: A. Burgeat, C. Carasso, S. Luckhaus and A. Mikelic, 26–44, World Scientific (1995).
- Q. Zhang, "The Asymptotic Scaling Behavior of Mixing Induced by a Random Velocity Field", Advances in Applied Mathematics, 16, 23–58 (1995).
- Q. Zhang, "The Transient Behavior of Mixing Induced by a Random Velocity Field", Water Resources Research, 31, 577–591 (1995).
- Y. Chen, J. Glimm, D. Saltz, D. H. Sharp and Q. Zhang, "A Two-Phase Flow Formulation for the Rayleigh-Taylor Mixing Zone and its Renormalization Group Solution", Proceedings of the 5th International Workshop on the Physics of Compressible Turbulent Mixing, Stony Brook, NY (1996).
- Y. Chen, J. Glimm, D. H. Sharp and Q. Zhang. "A Two Phase Flow Model of the Rayleigh-Taylor Mixing Zone", Phys. of Fluids, 8, 816–825 (1996).
- J. Glimm, J. W. Grove, X. L. Li, R. Young, Y. Zeng and Q. Zhang, "Front Tracking : A Parallelized Approach for Internal Boundaries and Interfaces", in Applied Parallel Computing. Lecture Notes in Computer Science 1041 Editors: J. Dongarra, K. Masden and J. Wasniewski, 257–266, Springer Verlag (1996).
- Q. Zhang and S. I. Sohn, "An Analytical Nonlinear Theory of Richtmyer-Meshkov Instability", Phys. Lett. A 212, pp 149–155 (1996).
- Q. Zhang and S.-I. Sohn, "Quantitative Theories for the Nonlinear Growth Rates in Richtmyer-Meshkov Instability", Proceedings of the 5th International Workshop on the Physics of Compressible Turbulent Mixing, Stony Brook, NY (1996).
- Q. Zhang and S.-I. Sohn, "Padé Approximation to an Interfacial Fluid Mixing Problem", Appl. Math. Lett., 212, 149–155 (1996).
- R. L. Holmes, G. Dimonte, B. Fryxell, M. L. Gittings, J. W. Grove, M. B. Schneider, D. H. Sharp, A. Velikovich, R. P. Weaver and Q. Zhang, "Single Mode Richtmyer-Meshkov Instability: Experiment, Simulation and Theory",Proceedings of the 6th International Workshop on the Physics of Compressible Turbulent Mixing, Marseille, France, pp. 197–202, (1997).
- X. L. Li and Q. Zhang, "A Comparative Numerical Study of the Richtmyer-Meshkocv Instability with Nonlinear Analysis in Three Dimensions", Proceedings of the 6th International Workshop on the Physics of Compressible Turbulent Mixing, Marseille, France, pp. 325–330, (1997).
- X. L. Li and Q. Zhang, "A Comparative Numerical Study of the Richtmyer-Meshkov Instability with Nonlinear Analysis in Two and Three Dimensions", Phys. of Fluids, 9, pp. 2719–2727 (1997).
- Q. Zhang, "Multilength Scale Theories for Scale-Up Problem and Renormalized Perturbation Expansion", Advances in Water Resources, 20, 317–333 (1997).
- Q. Zhang and M. J. Graham, "Scaling Laws for Unstable Interfacial Fluid Mixing Driven by Strong Shocks", Physical Review Letters 79, pp. 2674–2677, (1997).
- Q. Zhang and M. J. Graham, "A Numerical Study of the Richtmyer-Meshkov Instability in Cylindrical Geometry", Proceedings of the 6th International Workshop on the Physics of Compressible Turbulent Mixing, Marseille, France, pp. 557–562, (1997).
- Q. Zhang and S. Sohn, "A Nonlinear Theory for Spike and Bubble Growth Rates in Richtmyer-Meshkov Instability", Proceedings of the 6th International Workshop on the Physics of Compressible Turbulent Mixing, Marseille, France, pp. 563–568, (1997).
- Q. Zhang and S. I. Sohn, "Nonlinear Theory of Unstable Fluid Mixing Driven by Shock Waves", Phys. of Fluids, 9, 1106–1124 (1997).
- J. Glimm, J. W. Grove, X. L. Li, K.-M. Shyue, Y. Zeng and Q. Zhang, "Three Dimensional Front Tracking", SIAM Journal of Scientific Computing, 19, 703–727(1998).
- J. Glimm, M. J. Graham, J. Grove, X. L. Li, T. M. Smith, D. Tan, F. Tangerman and Q. Zhang, "Front Tracking in Two and Three Dimensions", Journal of Computational Mathematics, 35,1–11 (1998).
- R. L. Holmes, G. Dimonte, B. Fryxell, M. L. Gittings, J. W. Grove, M. B. Schneider, D. H. Sharp, A. Velikovich, R. P. Weaver and Q. Zhang, "A Comparison Study of Richtmyer-Meshkov Instability: Experiment, Simulation and Theory", Journal of Fluid Mechanics, (1998).
- Q. Zhang, "Analytical solutions of Layzer-type Approach to Unstable Interfacial Fluid Mixing", Physical Review Letters, 81, 3391–3394 (1998).
- Q. Zhang and S. Sohn, "Quantitative Theory of Richtmyer-Meshkov Instability in Three Dimensions", ZAMP, 50, 1–46 (1998).
- Q. Zhang and M. J. Graham, "A Numerical Study of Richtmyer-Meshkov Instability in Cylindrical Geometry", Physics of Fluids, 10, 974–992 (1998).
- M. J. Graham and Q. Zhang, "Numerical Simulations of Deep Nonlinear Richtmyer-Meshkov Instability", J. of Astrophysics.
- J. Yan, Q. Zhang and S. Zhang, "Growth Optimal Portfolio in a Market Driven by Jump-Diffusion-Like Process or a Levy Process", Annals of Econ. and Fin., 1, 101–116 (2000).
- D. Yang and Q. Zhang, "Drift-independent Volatility Estimation Based on High, Low, Open and Close Prices", J. of Business, 73 (2000), 477–491.
- S. I. Sohn and Q. Zhang, "Late Time Behavior of Bubbles at Unstable Interfaces in Two dimensions", Physics of Fluids, 13 (2001).
- S. L. Luo, J. A. Yan and Q. Zhang, "Arbitrage Pricing Systems in a Market Driven by an Ito Process", in Recent Developments in Mathematical Finance, Proceedings of the International Conference on Mathematical Finance, Ed. Jiongmin Yong, World Scientific, 2002.
- S. Luo and Q. Zhang, "Dynamic Inside Trading", Studies in Advanced Mathematics, 26, 93–104 (2002).
- S. Luo, Z. Wang and Q. Zhang, "An inequality for characteristic functions and its applications to uncertainty relations and the quantum zero effect", J. of Phys. A. 35, 5935–5941 (2002).
- J. J. Wylie and Q. Zhang, "Periodic orbits of a one-dimensional inelastic particle system", Comptes Rendus 339, 603–606 (2004)
- S. L. Luo and Q. Zhang, "Informational Distance on Quantum-state Space", Physical Review A, 69, 032106–1 to 8 (2004).
- S. L. Luo and Q. Zhang, "On Skew Information", IEEE Transactions on Information Theory, 50, pp. 1778–1782 (2004).
- J. J. Wylie, Q. Zhang and X. X. Sun,, "Fingering Instabilities in Particle Systems", J Comp. & Appl. Math (2005).
- S. Ben Hariz, J.J. Wylie and Q. Zhang, "Nonparametric change-point estimation for dependent sequences", Comptes Rendus, V. 341 pp. 627–630 (2005).
- J. Wylie and Q. Zhang, "Collapse of periodic orbits in a driven inelastic particle system", Physical Review E, 74, 011305 (2006).
- S. Ben Hariz, J.J. Wylie and Q. Zhang, "Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences", Annual of Statistics, 35, pp. 1802–1826 (2006).
- J. J. Wylie, Q. Zhang, and X. X. Sun, "Anomalous Richtmyer-Meshkov fingering in dissipative particle systems", Physical Review Letters, 97, 104501 (2006).
- D. X. Kong, Q. Zhang and Q. Zhou, "The dynamics of relativistic strings moving in the Minkowski space R^{n+1}". Communication in Mathematical Physics, 269, 153–174 (2007).
- S.L. Luo and Q. Zhang, "Decreasing of Skew Information under Quantum Measurements", Theoretical and Mathematical Physics, 151, pp. 529–538 (2007).
- M. Yu, Q. Zhang and D. Yang, "Bankruptcy in Long-term Investment", Quantitative Finance, 8, pp. 777–794 (2008).
- J. J. Wylie, Q. Zhang, and H. Y. Xu and X. X. Sun, "Drag-induced particle segregation with vibrating boundaries", Europhysics Letters 81 (5) P54001 (2008).
- G. M. Wang, S. Ben Hariz and Q. Zhang, "Change-point detection for continuous processes with high-frequency sampling", Comptes Rendus Mathematiques 346 (7–8), pp. 467–470 (2008).
- Y. Fang, M. Gao, J. J. Wylie and Q. Zhang, "Anomalous behavior of a single particle falling through a funnel", Physical Review E. 77 (4) P041302 (2008).
- S. Luo and Q. Zhang, "Superadditivity of Wigner-Yanase-Dyson Information Revisited", J. Stat. Phys. 131, pp. 1169–1177 (2008).
- M. Gao, J. J. Wylie and Q. Zhang, "Inelastic Collapse in a Corner", Communication in Pure and Applied Analysis 8, pp. 275–293 (2008).
- Q. Zhang and T. Taksar, "Analytical Approximate Solutions to American Barrier and Lookback Option Values", in Mathematical Modelling and Numerical Methods in Finance – Handbook of Numerical Analysis Vol. XV, Publisher Elsevier, 665–684 (2009).
- M. J. Yu, Q. Zhang and D. Yang, "Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time", in Mathematical Modelling and Numerical Methods in Finance – Handbook of Numerical Analysis Vol. XV, Publisher Elsevier, 189–226 (2009).
- W. Nie, S. Ben Hariz, J.J. Wylie and Q. Zhang, "Detection of Change-points Near the End Points of Long-range Depedent Sequences" Comptes Rendus, 347 (7–8), 425–428 (2009)
- D. Kong and Q. Zhang, "Solution Formula and Time Periodicity for the Motion of Relativistic Strings Moving in Minkowski Space", Physica D 238, 902–922 (2009).
- J. J. Wylie, Q. Zhang, Y. Li and H. Y. Xu, "Driven Inelastic-particle System with Drag", Phy Rev E. 79 (3) 031301 (2009).
- S. Luo and Q. Zhang, "Observable Correlations in Two-Qubit States", J. Stat. Phys. 136 (1), 165–177 (2009).
- W. Nie, S. Ben Hariz, J. J. Wylie and Q. Zhang, "Chang-point detection for long-range dependent sequences in a general setting", Nonlinear Analysis: Theory Method & Applications, 71 e2398–e2405 (2009).
- Y. H. Deng, J. J. Wylie and Q. Zhang, "Theoretical analysis for the deflection of granular jets", Comptes Rendus Mathematiques 348 (1–2), 111–114 (2010).
- J. J. Wylie; Q. Zhang and T. K. Siu, "Can expected shortfall and Value-at-Risk be used to statically hedge options?", Quantitative Finance, 10:6, 575–583 (2010).
- Y. H. Deng, J. J. Wylie and Q. Zhang, "Theoretical Analysis of a High-Mach-Number Dilute Inelastic Gas Impinging on a Surface", Acta Mathematica Scientia 30B(2), 633–644 (2010).
- Y. Y. Deng, J. J. Wylie, and Q. Zhang, "Deflection of a dilute stream of particles", Physical Review E 82, 011307 (2010).
- Q. Zhang, Y. Fang, and J. J. Wylie, "Critical role of friction for a single particle falling through a funnel", Physical Review E 83, 051303 (2011).
- J. J. Wylie, R. Yang, and Q Zhang, "Periodic orbits of inelastic particles on a ring", Physical Review E, 86 (2) No. 026601 (2012).
- S. L. Luo, J A. Yan and Q. Zhang, "A functional transformation approach to interest rate modelling", in Stochastic Processes, Finance and Control: Afestschrift in Honor of Robert J. Elliott, edited by S. N. Cohen, D. Madan, T. K. Siu and H. Yang, World Scientific, pp. 303–316, (2012).
- J. G. Han, M. Gao, Q. Zhang, Y. T. Li, Option Prices under stochastic volatility", Applied Mathematical Letters 26 (1). pp 1-4 (2013).
- Q. Zhang, J. G. Han, and M. Gao, Option price with stochastic volatility for both fast and slow mean-reverting regimes", Comptes Rendus Mathematique, 351 (9-10), 411-414,(2013).
- Q. Zhang and J. G. Han, Option Prices in Incomplete Markets" Applied Mathematical Letters 26. pp 975-978 (2013).
- De-Xing Kong, Changhua Wei, Q. Zhang, "Formation of singularities in one- dimensional Chaplygin gas", J of Hyper Differential Equation. 11 (3) pp. 521-561 (2014).
- W. X. Guo, Q. Zhang and J. J. Wylie, "Dynamic Behavior of Convergent Rapid Granular Flows", Comptes Rendus Mathematique, 354, 864-868 (2016).
- Q. Zhang and L. Ge, "Optimal strategies for asset allocation and consumption under stochastic volatility", Applied Mathematics Letters, 58, pp 69-73 (2016).
- Wenxuan Guo, Q. Zhang and Jonathan J. Wylie, "Intermittency in dilute granular flows",Europhysics Letters, 115, 14003 (2016).
- Q. Zhang and W. GUO, "Universality of Finger growth in two-dimensional Rayleigh-Taylor and Richtmyer-Meshkov instabilities with all density ratios", Journal of Fluid Mechanics, 786, pp 47-61, (2016).

- Shuyan DENG
- Yuan FANG
- Ming GAO
- Lei GE
- Wenxuan GUO
- Mary Jane GRAHAM
- Jiguang HAN
- Ju-Hong KIM
- Tatiana KUZNETSOVA
- Won-Suck LEE
- Qian LI
- Weiling NIE
- Sung-Ik SON
- Guangming WANG
- Tailun WANG
- Mingjie YU
- Yunfei ZHAN

- Leung-Lung CHAN
- Jialing DENG
- Yuhui DENG
- Yuan FANG
- Ming GAO
- Wenxuan GUO
- Junbo HUANG
- Yun LI
- Xiaodan ZHOU