PhD 2013 (Princeton, Advisor:Weinan E); |
Postdoc 2014-2015 (Warwick, Mentor: Martin Hairer);
Ritt Assistant Professor 2015-2018 (Columbia, Mentor:Ivan Corwin).
Here are some of the previous courses I have taught|
2020 Fall Math 735: Stochastic Analysis
This Stochastic Analysis course will cover discussions on stochastic processes, stochastic integration, and stochastic differential equations. In particular the topics we expect to cover are:
Review of probability theory and conditional expectation;
Generalities about stochastic processes, Brownian motion, Poisson process;
Stochastic integral with respect to Brownian motion;
Stochastic integral with respect to cadlag martingales and semimartingales;
Stochastic differential equations;
Local time for Brownian motion, Girsanov's theorem;
White noise integrals and an introduction to Stochastic Partial Differential Equation
I am interested in stochastic partial differential equations,
and its interaction with quantum field theory, statistical mechanics, interacting particle systems and geometric flows.
Publications and Preprints - in reversed chronological order
Langevin dynamic for the 2D Yang-Mills measure.
(With Ajay Chandra, Ilya Chevyrev, Martin Hairer)
Large N limit of the O(N) linear sigma model via stochastic quantization.
(With Scott Smith, Rongchan Zhu, Xiangchan Zhu)
Scaling limit of a directed polymer among a Poisson field of independent walks.
(With Jian Song, Rongfeng Sun, Lihu Xu)
Stochastic Ricci Flow on Compact Surfaces.
(With Julien Dubédat)
Some recent progress in singular stochastic PDEs.
(With Ivan Corwin) Bulletin of the AMS. 57.3 (2020): 409-454.
Local solution to the multi-layer KPZ equation.
(With Ajay Chandra and Dirk Erhard)
J. Stat. Phys. (2019) Vol 175, Issue 6, pp 1080-1106
The dynamical sine-Gordon model in the full subcritical regime.
(With Ajay Chandra and Martin Hairer)
Stochastic Telegraph equation limit for the stochastic six vertex model.
(With Li-Cheng Tsai)
Proc. Amer. Math. Soc. 147 (2019), 2685-2705
Stochastic PDE Limit of the Six Vertex Model.
(With Ivan Corwin, Promit Ghosal and Li-Cheng Tsai)
Comm. Math. Phys. (2020), pp.1-94
Stochastic quantization of an Abelian gauge theory.
Open ASEP in the weakly asymmetric regime.
(With Ivan Corwin)
Comm. Pure Appl. Math. 71(10), pp.2065-2128.
Glauber dynamics of 2D Kac-Blume-Capel model and their stochastic PDE limits.
(With Hendrik Weber)
J. Funct. Anal. Vol 275, Issue 6, (2018), 1321-1367
Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem.
(With Ajay Chandra)
Electron. J. Probab. Vol 22 (2017), paper no. 68.
ASEP(q,j) converges to the KPZ equation.
(With Ivan Corwin and Li-Cheng Tsai)
Ann. Inst. Henri Poincaré (B) Probab. Stat. (2018), 54, No. 2, 995-1012.
Weak universality of dynamical Φ4_3: non-Gaussian noise.
(With Weijun Xu)
Stoch PDE: Anal Comp (2017).
A central limit theorem for the KPZ equation.
(With Martin Hairer)
Ann. Probab. 45(2017), no. 6B, 4167-4221.
The dynamical sine-Gordon model.
(With Martin Hairer)
Comm. Math. Phys. 341 (2016), no. 3, 933-989
The strict-weak lattice polymer.
(With Ivan Corwin and Timo Seppäläinen)
J. Stat. Phys. 160(2015), no. 4, 1027-1053
Exact renormalization group analysis of turbulent transport by the shear flow.
(With Weinan E)
J. Stat. Phys. 153 (2013), no. 4, 553-571
Mean field limit of a dynamical model of polymer systems.
(With Weinan E)
Sci. China Math. 56 (2013), no. 12, 2591-2598
A renormalization group method by harmonic extensions and the classical dipole gas.
Ann. Henri Poincaré 17 (2016), no. 4, 861-911
Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations.
(With Weinan E and Arnulf Jentzen)
Nonlinear Anal. 142 (2016), 152- 193
PhD Thesis: Renormalization Theory in Statistical Physics and Stochastic Analysis (Advisor: Weinan E)