GU, YU 谷雨
- Email: yg AT math DOT stanford DOT edu
- Office Address:
Department of Mathematics, Office 382C
Building 380, Stanford University
Stanford, CA 94305, USA
- Szegö Assistant Professor, Stanford University, 2014 - present
- Ph.D. Applied Mathematics, Columbia University, 2010 - 2014
- M.S. Applied Mathematics, Brown University, 2009 - 2010
- B.S. Mathematics and Physics, Tsinghua University, China, 2005 - 2009
My research interest lies in the general areas of applied math, probability and applied analysis, in particular, stochastic homogenization, wave propagation in random media, SPDE, probabilistic methods in mathematical physics. I did my PhD under the supervision of Prof. Guillaume Bal at Columbia University. I was a research member of MSRI in fall 2015. My research is supported by NSF grant DMS-1613301.
Corrector theory for elliptic equations with oscillatory and random potentials with long range correlations. (with G. Bal, J. Garnier and W. Jing),
Asymptotic Analysis, 77 (2012), No. 3-4, pp. 123-145.
- Random homogenization and convergence to integrals with respect to the Rosenblatt process. (with G. Bal),
Journal of Differential Equations, 253 (2012), No. 4, pp. 1069-1087.
- Radiative transport limit of Dirac equation with time dependent electromagnetic field. (with G. Bal), Preprint, 2012.
- Non-local vs local forward equations for option pricing. (with R. Cont),
- An invariance principle for Brownian motion in random scenery. (with G. Bal), Electronic Journal of Probability, 19 (2014), No. 1, pp. 1-19.
- Weak convergence approach for parabolic equations with large, highly oscillatory, random potential. (with G. Bal), Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 52 (2016), No. 1, pp. 261-285.
- Limiting models for equations with large random potential; a review. (with G. Bal), Communication in Mathematical Sciences, 13 (2015), No. 3, pp. 729-748.
- Homogenization of parabolic equations with large time-dependent random potential. (with G. Bal), Stochastic Processes and their Applications, 125 (2015), No. 1, pp. 91-115.
- Fluctuations of parabolic equations with large random potentials. (with G. Bal), Stochastic Partial Differential Equations: Analysis and Computations, 3 (2015), No. 1, pp. 1-51.
- Pointwise two-scale expansion for parabolic equations with random coefficients. (with J.-C. Mourrat), to appear in Probability Theory and Related Fields, 2015.
- Scaling limit of fluctuations in stochastic homogenization. (with J.-C. Mourrat), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 452-481.
- The random Schrödinger equation: homogenization in
time-dependent potentials. (with L. Ryzhik), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 323-363.
- The random Schrödinger equation: slowly decorrelating time-dependent potentials. (with L. Ryzhik), Submitted, 2015.
- A central limit theorem for fluctuations in 1D stochastic homogenization. to appear in Stochastic Partial Differential Equations: Analysis and Computations, 2016.
- On generalized Gaussian free fields and stochastic homogenization. (with J.-C. Mourrat), Submitted, 2016.
- High order correctors and two-scale expansions in stochastic homogenization. Submitted, 2016.
- Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments. (with I. Corwin), Submitted, 2016.
Last Update: June