Tzu-Wei Yang

I am a postdoctoral fellow in Department of Mathematics at Stanford University. My Ph.D. adviser is Professor George Papanicolaou.

Contact:

email: twyang AT (name of the university) DOT edu

Research Interests:

large deviations, mean-field models, partial differential equations, financial mathematics, uncertainty quantification

Educations:

• BS: Applied Mathematics (major) and Electronic Engineering (minor), National Chiao Tung University, Taiwan.

• MS: Electrical Engineering, National Taiwan University, Taiwan.

• MS: Institute for Computational and Mathematical Engineering, Stanford University, USA.

• Ph.D.: Institute for Computational and Mathematical Engineering, Stanford University, USA.

Publications:

1. George Papanicolaou, Nicolas West and Tzu-Wei Yang, Probability of Failure in Hypersonic Engines Using Large Deviations, in preperation.

2. Josselin Garnier, George Papanicolaou and Tzu-Wei Yang, Anomalous Shock Displacement Probabilities for a Perturbed Scalar Conservation Law, submitted.

3. Josselin Garnier, George Papanicolaou and Tzu-Wei Yang, Large deviations for a mean field model of systemic risk, submitted.

4. Josselin Garnier, George Papanicolaou and Tzu-Wei Yang, Diversification in financial networks may increase systemic risk, will appear in Handbook of Systemic Risk.

Last Modified: 10/07/12