I was born in Dalian, China. My hometown is a beautiful city near by the pacific ocean. Traditionaly, it is famous for seafood, fruits, habor and ship manufacture. In the last decades, modernized city, fashion festives and tourism add to its charming elements. I graduated from Peking University, Peking, China with B.S. at 2002 and M.S. at 2005.
Current
I am a Ph.D. candidate in Applied and Computation Mathmatics (ACM) at Caltech.I am working with Prof. Hou on numerical solution of stochastic ordinary/partial differential equation(SDE/SPDE). Randomness presents itself in many aspect of SDE/SPDE systems, such as initial values, boundary conditions, differential operators or forcing terms. If the randomness manifest itself in the form of scalars or vectors, the problem is relative attackable, which still requires great computation resource and power. However, if the randomness is of forms of functions (spatial heterougeneous) or trajectories (spatial heterougeneous), the problem is almsot computationally infeasible. We are exploring the possibility to develop some novel technique and conquer this problem.