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
External positions
Visiting researcher, Alan Turing Institute
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Partnership Seed Grant Application
Devlin, J. (Principal Investigator), Clift, L. (Co-investigator), Dombi, E. (Co-investigator), Goodfellow, M. (Co-investigator), Humphrey, S. (Co-investigator), Huq, M. (Co-investigator), Murphy, F. (Co-investigator), Neves, K. (Co-investigator), Sprick, S. (Co-investigator), Wu, Y. (Co-investigator) & Young, D. (Co-investigator)
22/09/25 → 31/01/27
Project: Knowledge Exchange
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AI-based multi-sensor data fusion for autonomous navigation around asteroids
Feng, J. (Principal Investigator), Vasile, M. (Co-investigator), Wu, Y. (Co-investigator) & Zabalza, J. (Co-investigator)
1/07/24 → 30/06/27
Project: Research - Studentship
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DECOVID: A UK two-center harmonized database of acute care electronic health records for COVID-19 research
DECOVID Consortium & Wu, Y., 24 Nov 2025, In: Data. 10, 12, 27 p., 195.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
Bao, J. & Wu, Y., 17 Nov 2025, In: BIT Numerical Mathematics. 65, 4, 27 p., 48.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Prizes
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ICIAM2023 Financial Support Scheme 2
Wu, Y. (Recipient), 2023
Prize: Prize (including medals and awards)
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Lower Saxony – Scotland Tandem Fellowship
Wu, Y. (Recipient), Jun 2022
Prize: Fellowship awarded competitively
Activities
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Youness Boutaib
Wu, Y. (Host)
19 Oct 2025 → 24 Oct 2025Activity: Hosting a Visitor › Hosting an academic visitor
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EDI seminar talk by Prof. Ruth King
Wu, Y. (Organiser) & Das, D. (Organiser)
29 Oct 2025Activity: Presenting or Organising an Event › Organiser of special symposia