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
- August 2017 – present Doctoral Degree Program in Applied Mathematics at Courant Institute of Mathematical Sciences, New York University, advised by Prof. Georg Stadler and Prof. Eric Vanden-Eijnden.
- September 2013 – July 2017 Bachelor of Science in Computational Mathematics and Applied Softwares at School of Mathematical Sciences, Peking University.
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
- Presenter 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".