Research Interest: My research focus is on applied and computational mathematics, in particular on uncertainty quantification, PDE-constrained optimization, optimization under uncertainty, rare and extreme events and inverse problems. The main applications driving my research are the hazard assessment and mitgation of extreme tsunami waves, optimal portfolio allocations, and seismic inversion. Currently, I am also interested in using machine learning methods in scientific computing and uncertainty quantification.

Conferences and News:

Upcoming/Recent

• I will co-organize (with Anirudh Subramanyam) a minisymposium on "Optimization with Rare Events" [MS226, MS249] at the SIAM Conference on Optimization (OP23) on June 2 at the Sheraton Grand Seattle in Seattle, WA. I will also give a talk about Optimization under Rare Chance Constraints on May 31. Welcome to join any related session if you are around!
• Our paper "Estimating earthquake-induced tsunami height probabilities without sampling" has recently been accepted and published by Pure and Applied Geophysics. You can find its version on [arXiv:2111.14325, PAG].
• Our paper "Large deviation theory-based adaptive importance sampling for rare events in high dimensions" has recently been accepted by SIAM/ASA Journal on Uncertainty Quantification (JUQ). You can find its version on [arXiv:2209.06278]
• We successfully organized the first Discussion Panel on Women and Diversity in APAM on April 24. Three female faculty (Lu Zhang, Elizabeth Paul and Renata Wentzcovitch) shared their career experiences and answered questions from the audience.
• We successfully held the first APAM Graduate Research Symposium on April 21. There were 17 presentations from graduate students across all three APAM programs: Applied Physics, Applied Mathematics, and Materials Science.
• Presented in the MSRI (SLMath) Special Session on Summer Research in Mathematics (SRiM): Applied and Computational Mathematics at the Joint Mathematics Meetings (JMM 2023) in Boston on Jan 4, 2023.
• We started a Women and Diversity association at APAM (WDAPAM) to support and increase the visibility of historically marginalized minorities at the Department of Applied Physics and Applied Mathematics, Columbia University. The proposed activities can be found in WDAPAM homepage. If you are interested in participating in WDAPAM activities, please join our Slack Group.

2022

• Presented in APAM Research Conference at Columbia University, NY, Sep 16
• Finalist of Best Paper for Young Researchers Prize and Session at the International Conference on Continuous Optimization (ICCOPT) Lehigh University in Bethlehem, PA, July 23-24.
• Selected attendee in PIMS-IFDS-NSF Summer School on Optimal Transport at University of Washington in Seattle, WA, June 20 - July 1.
• Selected attendee and presented in Rising Stars in Computational and Data Sciences in Albuquerque, NM, April 20-21.
• Presented in Mini-Symposium: Characterization and prediction of rare and extreme events in complex systems at SIAM Conference on Uncertainty Quantification (UQ22), April 12-15.
• Presented in Scientific Computing and Numerics (SCAN) seminar at Cornell University, March 21.
• Presented in CCB Seminar at Center for Computational Biology at Simons Foundation, Jan 21.
• Presented in Applied Mathematical colloquium at APAM at Columbia University, Jan 20.

2021

• Presented in Mini-Symposium: Characterization and prediction of rare and extreme events in complex systems at SIAM conference on Computational Science and Engineering (CSE21), March 1-5.

2020

• Presented in General Session: Optimization under Rare Events at Virtual 2020 INFORMS Annual Meeting, November 7-13.
• Presented in Summer Argonne Students Symposium (SASSy), August 14.
• Attended the ICERM workshop: Computational Statistics and Data-Driven Models, April 20 - 24.
• Presenter in Mini-Symposium: Statistical Prediction and Quantification of Extreme Events in Complex Systems at SIAM Conference on Uncertainty Quantification (UQ20) in Munich, Germany, March 24-27. The conference was cancelled due to COVID-19.
• Presented in Courant modeling & simulation group meeting (MSG) in New York, NY, February 20.

2019

• Presented a poster at ICERM workshop: Mathematical Optimization of Systems Impacted by Rare, High-Impact Random Events in Providence, RI, June 24-28.

2018

• Attended the 2018 Gene Golub SIAM Summer School, Inverse Problems: Systematic Integration of Data with Models under Uncertainty in Breckenridge, CO, June 17-30. Gave a presentation on team project "Data Fitting with Soap Bubble Surfaces: A Minimal Surfaces Problem".