Projects per year
Personal profile
Personal Statement
I am Dr. Yue Wu who has expertise in stochastic analysis and numerical analysis. My research interest includes:
- Numerical analysis for stochastic (partial) differential equations (see talk slides given at MCQMC 2018)
- Random periodic solutions of stochastic (partial) differential equations and their numerics (watch my talk given at GPSD 2021 mannheim)
- Rough path theory and its applications in machine learning/data science
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
External positions
Visiting researcher, Alan Turing Institute
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Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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The valuation of American and barrier options under continuous time Markov chains and application
Xie, X., Wu, Y., Hong, Y. & Yang, C.
1/10/22 → …
Project: Internally funded project
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NODE-ImgNet: a PDE-informed effective and robust model for image denoising
Xie, X., Wu, Y., Ni, H. & He, C.
1/10/22 → 18/05/23
Project: Non-funded project
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The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
Wu, Y. & Yuan, C., Mar 2023, In: Journal of Theoretical Probability. 36, 1, p. 1-27 27 p., 2.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
Liu, W., Mao, X. & Wu, Y., 28 Feb 2023, In: Applied Numerical Mathematics. 184, p. 137-150 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile44 Downloads (Pure)
Prizes
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Lower Saxony – Scotland Tandem Fellowship
Wu, Yue (Recipient), Jun 2022
Prize: Fellowship awarded competitively
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Turing Network Development Award: Trailblazers Competition
Wu, Yue (Recipient), Jun 2022
Prize: Prize (including medals and awards)
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ICMS Retreat for Women in Applied Mathematics
Apala Majumdar (Organiser), Angela Mihai (Organiser), Alison Ramage (Speaker), Erzsebet Dombi (Member of programme committee), Sophie McLauchlan (Participant), Yue Wu (Speaker), Hannah-May D'Ambrosio (Speaker) & Yucen Han (Participant)
9 Jan 2023 → 13 Jan 2023Activity: Participating in or organising an event types › Participation in conference
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Application of Artificial Intellegence in Engineering
Chaitanya Patil (Organiser) & Yue Wu (Organiser)
22 Sept 2022Activity: Participating in or organising an event types › Organiser of special symposia