GU, YU 谷雨
 Email: yug2 AT andrew DOT cmu DOT edu
 Office Address:
Department of Mathematics, Wean Hall 8212
CMU, Pittsburgh, PA 15213, USA
About me:
I’m an assistant professor at CMU. I got my PhD at Columbia and did a postdoc at Stanford. My research interest lies in the general areas of partial differential equations and probability, with focuses on stochastic homogenization, wave propagation in random media, and SPDE. I was a research member of MSRI in fall 2015. My research is supported by NSF grant DMS1613301.
Publication:

Corrector theory for elliptic equations with oscillatory and random potentials with long range correlations. (with G. Bal, J. Garnier and W. Jing),
Asymptotic Analysis, 77 (2012), No. 34, pp. 123145.
 Random homogenization and convergence to integrals with respect to the Rosenblatt process. (with G. Bal),
Journal of Differential Equations, 253 (2012), No. 4, pp. 10691087.
 Radiative transport limit of Dirac equation with time dependent electromagnetic field. (with G. Bal, O. Pinaud), Submitted, 2017.
 Nonlocal vs local forward equations for option pricing. (with R. Cont),
Preprint, 2012.
 An invariance principle for Brownian motion in random scenery. (with G. Bal), Electronic Journal of Probability, 19 (2014), No. 1, pp. 119.
 Weak convergence approach for parabolic equations with large, highly oscillatory, random potential. (with G. Bal), Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 52 (2016), No. 1, pp. 261285.
 Limiting models for equations with large random potential; a review. (with G. Bal), Communication in Mathematical Sciences, 13 (2015), No. 3, pp. 729748.
 Homogenization of parabolic equations with large timedependent random potential. (with G. Bal), Stochastic Processes and their Applications, 125 (2015), No. 1, pp. 91115.
 Fluctuations of parabolic equations with large random potentials. (with G. Bal), Stochastic Partial Differential Equations: Analysis and Computations, 3 (2015), No. 1, pp. 151.
 Pointwise twoscale expansion for parabolic equations with random coefficients. (with J.C. Mourrat), Probability Theory and Related Fields, 166 (2016), No. 1, pp. 585618.
 Scaling limit of fluctuations in stochastic homogenization. (with J.C. Mourrat), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 452481.
 The random Schrödinger equation: homogenization in
timedependent potentials. (with L. Ryzhik), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 323363.
 The random Schrödinger equation: slowly decorrelating timedependent potentials. (with L. Ryzhik), Communications in Mathematical Sciences, 15 (2017), No. 2, pp. 359378.
 A central limit theorem for fluctuations in 1D stochastic homogenization. Stochastic Partial Differential Equations: Analysis and Computations, 4 (2016), No. 4, pp. 713745.
 On generalized Gaussian free fields and stochastic homogenization. (with J.C. Mourrat), Electronic Journal of Probability, 22 (2017), No. 28, pp. 121.
 High order correctors and twoscale expansions in stochastic homogenization. Probability Theory and Related Fields, 169 (2017), No. 3, pp. 12211259.
 KardarParisiZhang equation and large deviations for random walks in weak random environments. (with I. Corwin), Journal of Statistical Physics, 166 (2017), No. 1, pp. 150168.
 Heat kernel upper bounds for interacting particle systems. (with A. Giunti, J.C. Mourrat), submitted, 2016.
 Moments of 2D Parabolic Anderson Model. (with W. Xu), to appear in Asymptotic Analysis, 2017.
 The Schrödinger equation with spatial white noise: the average wave function. (with T. Komorowski, L. Ryzhik), Journal of Functional Analysis, 274 (2018), No. 7, pp. 21132138.
 The EdwardsWilkinson limit of the random heat equation in dimensions three and higher. (with L. Ryzhik, O. Zeitouni), Submitted, 2017.
 Chaos expansion of 2D parabolic Anderson model. (with J. Huang), Submitted, 2017.
 Another look into the WongZakai theorem for stochastic heat equation. (with L.C. Tsai), Submitted, 2018.
 Fluctuations of random semilinear advection equations. (with T. Komorowski, L. Ryzhik), Submitted, 2018.