Current Duke Appointments & Affiliations
Professor of Physics
·
2009 - Present
Physics,
Trinity College of Arts & Sciences
Professor of Mathematics
·
2009 - Present
Mathematics,
Trinity College of Arts & Sciences
Professor of Physics and Mathematics at Duke Kunshan University
·
2023 - Present
DKU Faculty
Recent Scholarly Works
Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo
Journal article Research in Mathematical Sciences · September 1, 2026 We study the implicit Langevin Monte Carlo (iLMC) method, which simulates the overdamped Langevin equation via an implicit iteration rule. In many applications, iLMC is favored over other explicit schemes such as the (explicit) Langevin Monte Carlo (LMC). ... Full text CiteOn the discrete PoincarĂ© inequality for B-schemes of 1D Fokker-Planck equations in full space
Journal article Quarterly of Applied Mathematics · March 4, 2026 In this paper, we propose two approaches to derive the discrete PoincarĂ© inequality for the B-schemes, a family of finite volume discretization schemes, for the one-dimensional Fokker-Planck equation in full space. We study the properties of the spatial ... Full text CiteConvergence of Random Batch Method with replacement for interacting particle systems
Journal article Mathematics of Computation · February 27, 2026 The Random Batch Method (RBM) proposed by [J. Comput. Phys. 400 (2020), p. 30] is an efficient algorithm for simulating interacting particle systems (IPS). In this paper, we investigate the Random Batch Method with replacement (RBM- ... Full text CiteRecent Grants
RTG: Training Tomorrow's Workforce in Analysis and Applications
Inst. Training Prgm or CMECo-Principal Investigator · Awarded by National Science Foundation · 2021 - 2027Collaborative Research: Dynamics, singularities, and variational structure in models of fluids and clustering
ResearchPrincipal Investigator · Awarded by National Science Foundation · 2021 - 2025Collaborative Research: Nonlocal models of aggregation and dispersion
ResearchPrincipal Investigator · Awarded by National Science Foundation · 2018 - 2022View All Grants
Education
University of California, Los Angeles ·
1990
Ph.D.
Fudan University (China) ·
1985
M.S.
Fudan University (China) ·
1982
B.S.