Chia Ying Lee
I am a Postdoctoral Fellow in the Department of Mathematics at the University of British Columbia, BC Canada. Prior to this, I was a postdoctoral researcher at the Statistical and Applied Mathematical Sciences Institute (SAMSI) and jointly at the Department of Statistics and Operations Research at the University of North Carolina.
Office: Rm 126F, LSK Building
Phone: 1-604-822-9388
Email:
before the @: Lchiaying
after the @: math.ubc.ca
LinkedIn Profile
Education
- Ph.D, Applied Mathematics, May 2011 (Brown University, Divison of Applied Mathematics)
Thesis Advisor: Boris Rozovskii - MS, Applied Mathematics, May 2007 (Brown University, Divison of Applied Mathematics)
- B.Sc., Mathematics and Music, Aug 2005 (The University of Michigan at Ann Arbor)
Research Interests
My research interests lie in the intersection between stochastic analysis and numerical simulation, where I study stochastic processes and stochastic partial differential equations. My thesis work develops the existence and uniqueness theory for a class of stochastic PDE models driven by spatial white noise, using Wiener chaos expansion techniques and the Malliavin calculus, as well as derives the error analysis for numerical solutions from a stochastic finite element method. More recently, I am interested in applying the weak convergence approach for proving large deviation results in SPDEs, as well as in applying the large deviation principle to design efficient rare event simulation techniques. In this vein, my recent work at SAMSI focuses on designing optimal importance sampling schemes for simulating rare events, with applications in stochastic differential equations, reflected diffusions, and random graphs.
Currently, I am studying the formation of spatio-temporal patterns in the stochastic Swift-Hohenberg equation with delay, where I investigate how stochasticity and delayed feedback effects the stability and the evolution of the amplitude equations on the slow timescale.
I am also involved in stochastic inverse problems for a seismic imaging project to use stochastic simulation approaches, such as Markov chain Monte Carlo, to estimate distributional properties of model coefficients from observational data.
Other simulation problems I am interested in is the Gillespie's Stochastic Simulation Algorithm for simulating biochemical reactions, where I have developed a modification of the algorithm for enzymatic reactions that are catalyzed by enzymes that fluctuate randomly between its conformers.
Publications & Preprints
- Large deviations for a stochastic Korteweg-de Vries equation. (with L. Setayeshgar.)
Manuscript submitted. - The importance sampling technique for understanding rare events in Erdos-Renyi random graphs. (with J. Nolen, S. Bhamidi, J. Hannig.)
Resubmitted. arXiv:1302.6551v2, 31 pages. - On Stochastic Navier-Stokes Equation Driven by Stationary White Noise. (with B. Rozovskii.)
Malliavin Calculus and Stochastic Analysis, Eds.: F. Viens et al., Springer Proceedings in Mathematics, 2012, pp. 219-250. PDF - Effective Approximations of Stochastic Partial Differential Equations based on Wiener Chaos expansions and the Malliavin Calculus.
Ph.D Thesis (2011). PDF - A stochastic finite element method for stochastic parabolic equations driven by purely spatial noise. (with B. Rozovskii.)
Communications on Stochastic Analysis, 2010, Vol. 4, No. 2, pp. 271-297. PDF - Randomization of forcing in large systems of PDEs for improvement of energy estimates. (with B. Rozovskii and H. M. Zhou.)
SIAM Journal of Multiscale Modeling and Simulation, 2010, Vol. 8, No. 4, pp. 1419-1438. PDF/ DOI
Current and other work
- Designing importance sampling schemes for reflected SDEs. (with A. Budhiraja)
- Analysis of pattern formation in Swift-Hohenberg equation with delay (with R. Kuske)
- Statistical inverse problem for seismic imaging (with F. Hermann, Z. Fang)
- Signal Detection for Drug Safety. Faculty mentor for this project at the 2012 Industrial Mathematical and Statistical Modeling Workshop for Graduate Students. Report
- Stochastic simulation of biochemical systems with randomly fluctuating rate constants.
Preprint. arXiv:1202.1266, 17 pages.
Curriculum Vitae
- CV (current as of April 2014)
Teaching
- Winter 2014, Term 1: MATH 184 Sections 101 & 102: Differential Calculus with Applications to Commerce and Social Sciences
- Winter 2013, Term 1:
MATH 104 Section 104: Differential Calculus with Applications to Commerce and Social Sciences
Did you know that I'm an...
- accomplished pianistwith a Rachmaninoff Sonata under my belt?
- avid figure skater and one-time competitor at the US Synchronized Skating Championships?