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Shanyin Tong

Courant Institute of Mathematical Sciences
New York University
251 Mercer Street
New York City, NY 10012, USA

Email: shanyin.tong@nyu.edu

My research focus is on applied and computational mathematics, in particular on rare events, uncertainty quantification, PDE-constrained optimizations, stochastic optimizations and inverse problems. The main applications driving my research are the hazard assessment of extreme tsunami waves, optimal portfolio allocations, and sesmic inversion.

EDUCATION

EXPERIENCES

  • May 2021 – August 2021 Research Scientist Intern at Amazon, Middle Mile Product & Technology.
  • June 2020 – August 2020 Summer Research Intern at Argonned National Laboratory, worked with Dr. Vishwas Rao and Dr. Anirudh Subramanyam.

RESEARCH

math is the new sexy.

  • Extreme event quantifications , reported on the homepage of SIAM News (Link)
    • Established connections between extreme event probability estimations and constrained optimizations.
    • Extended large deviation theory to systems with uncertain parameters, converted the extreme event quantifications to the PDE-constrained optimizations, guided importance sampling and built asymptotic approximations using the optimizers.
    • Solved shallow water equations to simulate waves, applied the proposed estimation methods to the tsunami hazard assessment.
    • Motivated the formulation and analysis of new classes of PDE-constrained optimization problems.
  • Optimization under rare chance constraints
    • Developed sampling-free methods for solving optimization problem over rare chance constraints.
    • Verified the superiority of our methods in terms of accuracy and efficiency (accelerated by at least 5 times), comparing with the traditional sampling-based methods on the applications in engineering design, stocks investment and optimal control.

PUBLICATIONS

  • S. Tong, E. Vanden-Eijnden, G. Stadler, Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis, Communications in Applied Mathematics and Computational Science, to appear, [arXiv:2007.13930].
  • S. Tong, A. Subramanyam, V. Rao, Optimization under rare chance constraints, [arXiv:2011.06052] .

CONFERENCES & PRESENTATIONS

2021

2020

2019

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".