Chia Ying Lee

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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

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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

Current and other work

Curriculum Vitae


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