Beijing Institute of Mathematical Sciences and Applications

Stephen S-T. Yau

Jiayi Kang

Friday, October 6, 2023 8:30 PM - 9:00 PM

Online

The mean field limit is widely used to derive macroscopic PDEs from large systems of interacting particles, as a useful method to reduce the complexity of systems. It is often natural to consider particle systems subjected to random perturbations, mainly by independent Brownian motions. In this report, I will introduction several facts of SPDE, especially the SPDE with transport noise.

Jiayi Kang received his Ph.D. in Mathematics from Tsinghua University in 2024. He joined the Beijing Institute of Mathematical Sciences and Applications (BIMSA) as an Assistant Researcher in July 2024, and became an Assistant Professor at the Hetao Institute for Mathematical and Interdisciplinary Sciences (HIMIS) in November 2025. His research focuses on the intersection of deep learning, nonlinear filtering, and computational biology. His main research interests include: neural network-based filtering algorithms and their mathematical foundations, sampling methods in Wasserstein geometry, nonlinear filtering theory (including the Yau-Yau method) and its applications in climate science and other fields, as well as computational genomics and evolutionary system modeling. He is committed to solving complex problems in science and engineering using mathematical and machine learning methods.