Applied Mathematics |
Office: Warren Weaver Hall 525 |
Email: yifan.chen@nyu.edu |
Programming: Julia, Python, MATLAB, LaTeX |
I am a Courant instructor in Courant Institute, New York University, starting from Septermber 2023. I received my Ph.D. at Caltech under the guidance of Profs. Thomas Y. Hou, Houman Owhadi and Andrew M. Stuart. I obtained my B.S. in Pure and Applied Mathematics at Tsinghua University.
My research lies in the intersection of applied and computational mathematics, applied probability and statistics. I am interested in analysis and algorithms for high-dimensional computational problems in physics and data science, with a focus on partial differential equations, multiscale and statistical numerical methods, Bayesian inference, and the sampling and learning of probability distributions.
Check out my Research Page and Google Scholar for more details. Feel free to reach out by email if you share similar interest!
News
- New preprint on ''Convergence of Unadjusted Langevin in High Dimensions: Delocalization of Bias'', 2024 [arXiv]
- New preprint on ''Fisher-Rao Gradient Flow: Geodesic Convexity and Functional Inequalities'', 2024 [arXiv]
- "Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes" published in Mathematics of Computation, 2024 [Journal][Code] [Slide]