Image of Yifan Chen
Applied Mathematics
Office: Warren Weaver Hall 525
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, advised by Profs. Thomas Y. Hou, Houman Owhadi and Andrew M. Stuart. My thesis focuses on multiscale and statistical numerical methods for computation and inference in PDEs and inverse problems. I obtained my B.S. in Pure and Applied Mathematics at Tsinghua University.

My research interests are at the interface between numerical analysis, randomized algorithms, and sampling/optimization, for heterogeneous or high-dimensional computation and prediction problems in PDEs and data science.

Check out my Research Page and Google Scholar for more details. Feel free to reach out by email if you share similar interest.


  • New preprint on ''Provable Probabilistic Imaging using Score-Based Generative Priors'', Oct 2023 [arXiv]
  • New preprint on ''Sampling via Gradient Flows in the Space of Probability Measures'', Oct 2023 [arXiv] [Slide]