JIAYU ZHAI (JERRY)
Graduate Student

RESEARCH INTERESTS:

Numerical Analysis: Stochastic modeling, Numerical methods for stochastic differential equations, Minimum action method for large deviation principle, Uncertainty Quantification.

Stochastic Analysis: Stochastic Integration, White Noise Theory, Stochastic differential equations.


PUBLICATIONS:

1. Xiaoliang Wan, Jiayu Zhai and Bin Zheng, Multigrid minimum action method, In preparation (2017).

2. Huan Lei, Xiaoliang Wan and Jiayu Zhai, The application of tMAM to stochastic differential equation with delay, In preparation (2017).

3. Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô and Jiayu Zhai, Near-martingale property of anticipating stochastic integration, Preprint (2017).

4. Hui-Hsiung Kuo and Jiayu Zhai, A Black-Scholes model with anticipating initial conditions, Preprint (2017).

5. Hui-Hsiung Kuo and Jiayu Zhai, On some anticipative stochastic differential equations, In preparation (2017).

6. Xiaoliang Wan, Haijun Yu and Jiayu Zhai, Convergence analysis of finite element approximation of large deviation principle, Submitted (2017).

7. Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô and Jiayu Zhai, A general Itô formula for adapted and instantly independent stochastic processes, Communications on Stochastic Analysis 10, no.3 (2016) 341–362.

8. Zhongrui Shi and Jiayu Zhai, λ-point and λ-property in generalized Orlicz spaces with Luxemburg norm, Journal of East China Normal University (Natural Science), 1 (2012), 63–73.


WORK EXPERIENCE:

Research Assistant:

Louisiana State University, Feb.2016–Present

NSF Mathematical Sciences Graduate Internship Program:

Pacific Northwest National Laboratory, May.2017-Jul.2017

Teaching Assistant:

Louisiana State University, Aug.2012–Feb.2016

Teaching Assistant:

Shanghai University, Sep.2011–Jan.2012


AWARDS:

Pasquale Porcelli Graduate Student Academic Excellence Award

Louisiana State University, 2013

Graduate School Enrichment

Louisiana State University, 2012-2016

Innovation Fund of Academic Research for Graduate Students

Shanghai University, 2011-2012


CONFERENCES, WORKSHOPS AND SUMMER SCHOOLS:

SIAM Conference on Uncertainty Quantification (UQ18)

Presented Talk: Temporal Minimum Action Method for Delayed System

Garden Grove, Orange County, CA, April 16-19, 2018.

The Finite Element Rodeo 2018

Presented Talk: Temporal Minimum Action Method for Delayed System

Center for Computation and Technology, Louisiana State University, Baton Rouge, LA, February 23-24, 2018.

Scientific Computing Around Louisiana (SCALA 2018)

Presented Talk: Temporal Minimum Action Method for Delayed System

Center for Computation and Technology, Louisiana State University, Baton Rouge, LA, February 2-3, 2018.

Joint Mathematics Meeting (JMM 2018)

San Diego Convention Center, San Diego, CA, January 10-13, 2018.

The Finite Element Circus 2017

Presented Talk: Convergence Analysis of Finite Element Approximation of Large Deviation Principle

College of Natural and Mathematical Sciences, UMBC, Baltimore, MD, October 20-21, 2017.

Scientific Computing Around Louisiana (SCALA2017)

Presented Talk: Convergence Analysis of Finite Element Approximation of Large Deviation Principle

Scientific Computing Around Louisiana (SCALA2016)

Center for Computation and Technology, Louisiana State University, Baton Rouge, LA, February 12-13, 2016.

The 8th International Congresson Industrial and Applied Mathematics (ICIAM2015)

Beijing, China, August 10-14, 2015.

The 3rd International Conference on Analytic Mathematics and its Application

Presented Talk: λ-Point and λ-Property in Generalized Orlicz Spaces

Xinyang, China, August 8-12, 2011.

The 16th National Summer School of Mathematics for Graduate Students

Chern Institute of Mathematics, Nankai University, Tianjin, China, August 1-19, 2011

International Conference on Convex Geometric Analysis, Integral Geometry and Related Topics

Shanghai University, Shanghai, China, June 21-24, 2011.


LOCAL TALKS:

Multilevel Monte Carlo Methods for PDE

Weekly Computational Group Seminar

Louisiana State University, Oct. 2017-Present.

Banach Spaces, Orlicz Spaces and Related Theories

Weekly Graduate Student Seminar on Functional Analysis

Shanghai University, Sep. 2009-May. 2011.

Linear Topological Spaces

Graduate Student Seminar

Shanghai University, Dec. 2009.

Convex Bodies: The Brunn-Minkowski Theory

Graduate Student Seminar

Shanghai University, Dec. 2009.