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
I’m an assistant professor at CMU. I got my PhD at Columbia in 2014 and did a postdoc at Stanford in 2014-2017. I was a research member of MSRI in fall 2015.
I work on PDE and probability, with a focus on stochastic homogenization, wave propagation in random media, and SPDE.
My research is supported by NSF grant DMS-1613301/1807748 and by the Center for Nonlinear Analysis of CMU.
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. 3-4, pp. 123-145.
- Random homogenization and convergence to integrals with respect to the Rosenblatt process. (with G. Bal),
Journal of Differential Equations, 253 (2012), No. 4, pp. 1069-1087.
- Radiative transport limit of Dirac equation with time dependent electromagnetic field. (with G. Bal, O. Pinaud), to appear in Communications in Partial Differential Equations, 2018.
- Non-local vs local forward equations for option pricing. (with R. Cont),
- An invariance principle for Brownian motion in random scenery. (with G. Bal), Electronic Journal of Probability, 19 (2014), No. 1, pp. 1-19.
- 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. 261-285.
- Limiting models for equations with large random potential; a review. (with G. Bal), Communication in Mathematical Sciences, 13 (2015), No. 3, pp. 729-748.
- Homogenization of parabolic equations with large time-dependent random potential. (with G. Bal), Stochastic Processes and their Applications, 125 (2015), No. 1, pp. 91-115.
- Fluctuations of parabolic equations with large random potentials. (with G. Bal), Stochastic Partial Differential Equations: Analysis and Computations, 3 (2015), No. 1, pp. 1-51.
- Pointwise two-scale expansion for parabolic equations with random coefficients. (with J.-C. Mourrat), Probability Theory and Related Fields, 166 (2016), No. 1, pp. 585-618.
- Scaling limit of fluctuations in stochastic homogenization. (with J.-C. Mourrat), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 452-481.
- The random Schrödinger equation: homogenization in
time-dependent potentials. (with L. Ryzhik), Multiscale Modeling and Simulation, 14 (2016), No. 1, pp. 323-363.
- The random Schrödinger equation: slowly decorrelating time-dependent potentials. (with L. Ryzhik), Communications in Mathematical Sciences, 15 (2017), No. 2, pp. 359-378.
- A central limit theorem for fluctuations in 1D stochastic homogenization. Stochastic Partial Differential Equations: Analysis and Computations, 4 (2016), No. 4, pp. 713-745.
- On generalized Gaussian free fields and stochastic homogenization. (with J.-C. Mourrat), Electronic Journal of Probability, 22 (2017), No. 28, pp. 1-21.
- High order correctors and two-scale expansions in stochastic homogenization. Probability Theory and Related Fields, 169 (2017), No. 3, pp. 1221-1259.
- Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments. (with I. Corwin), Journal of Statistical Physics, 166 (2017), No. 1, pp. 150-168.
- Heat kernel upper bounds for interacting particle systems. (with A. Giunti, J.-C. Mourrat), to appear in Annals of Probability, 2018.
- 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. 2113-2138.
- The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher. (with L. Ryzhik, O. Zeitouni), to appear in Communications in Mathematical Physics, 2018.
- Chaos expansion of 2D parabolic Anderson model. (with J. Huang), Electronic Communications in Probability, 23 (2018), No. 26, pp. 1-10.
- Another look into the Wong-Zakai theorem for stochastic heat equation. (with L.-C. Tsai), Submitted, 2018.
- Fluctuations of random semi-linear advection equations. (with T. Komorowski, L. Ryzhik), Submitted, 2018.
- The 1D Schrödinger equation with a spacetime white noise: the average wave function. Submitted, 2018.