Jiajia Yu

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 Google scholar   ORCID   Github CV

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

• 2023.08-2026.07 Duke University, Department of Mathematics , Durham, NC
  Phillip Griffiths Assistant Research Professor
  Mentors: Prof. Hongkai Zhao and Prof. Xiuyuan Cheng.

Education

• 2018-2023 Rensselaer Polytechnic Institute, Department of Mathematical Sciences, Troy, NY
  Ph.D. in Mathematics
  Advisor: Prof. Rongjie Lai

• 2013-2017 Beijing Normal University, School of Mathematical Sciences, Beijing, China
  B.S in Mathematics and Applied Mathematics

Upcoming Events/Talks

• [2024.08] Theory and Applications for Optimal Control and Generative Models, Purdue, West Lafayette, IN

• [2024.07] Empowering a Diverse Computational Mathematics Research Community, ICERM, Provindence, RI

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.