Professor Xuerong Mao
Mathematics and Statistics
Personal statement
He is an FRSE (Fellow of Royal Society of Edinburgh) and 1969 Chair of Statistics. He also received the Royal Society Wolfson Research Merit Award.
He is a very active and extremely highly cited stochastic analyst.聽 He is among the top list of Best Mathematics Scientists in United Kingdom:
https://research.com/scientists-rankings/mathematics/gb
ranked number 3 in the UK and 70 in the World for Mathematics according to Research.com 2026.
He has made many influential contributions to the study of existence and long-term behaviour of solutions to nonlinear stochastic differential equations (SDEs). His seminal discoveries and new research directions include:
(1) Mao initiated a new research direction in the study of SDEs and Markov processes, developed a new set of analytical tools and established some fundamental results. His work is now the default reference in the area. Currently he is investigating the stability of highly nonlinear hybrid SDEs and stabilisation by feedback controls based on discrete-time observations.
(2) Mao and his coauthors were the first to study the strong convergence of numerical solutions of SDEs under a local Lipschitz condition. Their theory has formed the foundation for several recent very popular methods, including tamed Euler-Maruyama method and truncated Euler-Maruyama. Currently Mao is investigating the numerical stability of nonlinear SDEs under a local Lipschitz condition. This is a very hard and important problem.
(3) Mao discovered a surprising and far-reaching result: environmental Brownian noise can suppress explosions in population systems. This discovery has inspired many researchers to use SDEs as models of ecological and biological systems. His current research in this direction is concerned with linking experimental and theoretical analysis of biochemical systems subject to external noise.聽
Prize And Awards
- Recipient
- 2026
- Recipient
- 2026
- Recipient
- 2025
- Recipient
- 2025
- Recipient
- 2024
- Recipient
- 2024
Publications
- Xu Henglei, , Yin George
- SIAM Journal on Control and Optimization Vol 64, pp. 2844 - 2869 (2026)
- Zhou Shijie, Lin Wei,
- SIAM Journal on Control and Optimization (2026)
- Cai Yongmei, Liu Wei,
- IMA Journal of Numerical Analysis (2026)
- , Xu Henglei,
- Journal of Computational and Applied Mathematics Vol 472 (2026)
- Dong Ran, Bahar Arifah,
- Discrete and Continuous Dynamical Systems - Series B Vol 31, pp. 498-522 (2026)
- Li Wenrui, Xu Henglei, Chen Fei, , Fei Weiyin
- IEEE Transactions on Automatic Control Vol 70, pp. 7939-7954 (2025)
Research Interests
My research interests are mainly in the areas of stochastic differential equations and their applications. The reseach topics include the existence-and-uniqueness theory of the solutions to SDEs, stochastic stability, stochastic stabilisation by feedback controls, stationary distributions, asymptotic estimations, finite-time convergences of numerical solutions, asymptotic analysis of numerical solutions as well as stochastic modelling in finance, engineering, population systems, ecology etc.
Professional Activities
- Chair
- 14/5/2026
- Speaker
- 16/4/2026
- Keynote/plenary speaker
- 5/10/2025
- Organiser
- 5/10/2025
- Chair
- 15/5/2025
- Editorial board member
- 2025
Projects
- Mao, Xuerong (Principal Investigator)
- 02-Jan-2025 - 09-Jan-2025
- Mao, Xuerong (Principal Investigator)
- 01-Jan-2025 - 31-Jan-2027
- Mao, Xuerong (Principal Investigator)
- 01-Jan-2022 - 31-Jan-2023
- Mao, Xuerong (Principal Investigator)
- 16-Jan-2017 - 15-Jan-2020
- Mao, Xuerong (Principal Investigator)
- 01-Jan-2016 - 30-Jan-2021
- Mao, Xuerong (Principal Investigator)
- 01-Jan-2015 - 30-Jan-2017