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.

Employment

Education

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(n^2) 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.