Jiajia Yu

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Phillip Griffiths Assistant Research Professor in
Department of Mathematics
Duke University

Office: 120 Science Drive, 274F Physics Building, Durham, NC, 27708
Email: jiajia dot yu at duke dot edu

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Research Interests

Overall, I am interested in applied and computational math.
Currently, I work on numerical methods and applications of mean-field games and optimal transport.



Upcoming Talks

Recent News

  • [2024.02] Our draft Zeroth-order Low-rank Hessian Estimation via Matrix Recovery is online. In this paper, we study how to estimate the Hessian matrix with less than 𝒪(n2) function evaluation when the Hessian is approximately low-rank.

  • [2024.01] Our draft A Bilevel Optimization Method for Inverse Mean-Field Games is online. In this paper, we formulate the inverse mean-field game problem as a bilevel optimization problem and propose and implement an alternating gradient algorithm to solve it. We also study the model's unique identifiability and the algorithm's convergence.

  • [2023.03] I successfully passed my Ph.D. dissertation defense. I will join the math department at Duke University as a Phillip Griffiths Assistant Research Professor in fall 2023.