Dr Yue Wu
Lecturer
Mathematics and Statistics
Personal statement
Personal statement
I am Dr. Yue Wu who has expertise in stochastic analysis and numerical analysis. My research interest includes:
- Numerical analysis for stochastic (partial) differential equations (see talk slides given at MCQMC 2018)
- Random periodic solutions of stochastic (partial) differential equations and their numerics (watch my talk given at GPSD 2021 mannheim)
- Rough path theory and its applications in machine learning/data science
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Prize And Awards
- Strathclyde & TU Braunschweig Joint Collaborative Funding
- Recipient
- 1/5/2023
- ICIAM2023 Financial Support Scheme 2
- Recipient
- 2023
- Lower Saxony – Scotland Tandem Fellowship
- Recipient
- 6/2022
- Turing Network Development Award: Trailblazers Competition
- Recipient
- 6/2022
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Publications
- DECOVID : A UK two-center harmonized database of acute care electronic health records for COVID-19 research
- , Aslett Louis J M, Avramescu Andreea, Bakewell Nicholas, Birds Isabel, Bowler Louise, Camilleri Michael P J, Chung Sheng-Chia, Clifton David A, Cohen Samuel N, Constantine-Cooke Nathan, Daub Eric G, Davidson Shaun, Denaxas Spiros, Diaz-Ordaz Karla, Feltbower Richard, Gallier Suzy, Gardiner Stephen, Gasperoni Francesca, Goudie Robert J B, Green Rebecca E, Hall Marlous, Holmes Chris, Hurst John R, Iles Mark M, Jorge Joao, Karoune Emma, Keogh Ruth, King Ruairidh, King Ruth, Kirk Paul D W, Klapaukh Roman, Kouchaki Samaneh, Lai Alvina G, Lea Nathan, Leyrat Clemence, Li Kezhi, Lilaonitkul Watjana, Lu Huiqi Y, Lyons Terry, Mallon Ann Marie, Manderson Andrew, Margaritella Nicolò, Matteson Joshua, Morley Sam, Nicholls Hannah, O’Reilly Martin, Roberts Jack, Robertson David S, Turner Alice, Wu Yue
- Data Vol 10 (2025)
- https://doi.org/10.3390/data10120195
- Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
- Bao Jianhai, Wu Yue
- BIT Numerical Mathematics Vol 65 (2025)
- https://doi.org/10.1007/s10543-025-01091-8
- Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
- Guo Yujia, Pang Chenxu, Wang Xiaojie, Wu Yue
- Communications in Nonlinear Science and Numerical Simulation Vol 152 (2025)
- https://doi.org/10.1016/j.cnsns.2025.109386
- Order-one convergence of the backward Euler method for random periodic solutions of semilinear SDEs
- Guo Yujia, Wang Xiaojie, Wu Yue
- Discrete and Continuous Dynamical Systems - Series B Vol 30, pp. 3222-3242 (2025)
- https://doi.org/10.3934/dcdsb.2025018
- Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
- Pang Chenxu, Wang Xiaojie, Wu Yue
- Journal of Computational Physics Vol 526 (2025)
- https://doi.org/10.1016/j.jcp.2025.113754
- Investigation of logarithmic signatures for feature extraction and application to marine engine fault diagnosis
- Patil Chaitanya, Theotokatos Gerasimos, Wu Yue, Lyons Terry
- Engineering Applications of Artificial Intelligence Vol 138 (2024)
- https://doi.org/10.1016/j.engappai.2024.109299
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Professional Activities
- EDI seminar talk by Prof. Ruth King
- Organiser
- 29/10/2025
- Youness Boutaib
- Host
- 19/10/2025
- Randomised quadratures, stochastic sewing lemma and beyond--Conference on Recent Advances in Rough Path and Signature Theory
- Speaker
- 15/9/2025
- Recent trends in rough analysis and dynamical systems - theory and practice -
- Organiser
- 28/7/2025
- University of Edinburgh , Edinburgh, Midlothian, United Kingdom
- Visiting researcher
- 12/7/2025
- The randomised quadrature and randomised numerical schemes
- Speaker
- 30/6/2025
Projects
- Randomised numerical methods for differential equations on manifolds
- Wu, Yue (Principal Investigator)
- 19-Jan-2025 - 24-Jan-2025
- Partnership Seed Grant Application
- Devlin, Jon (Principal Investigator) Clift, Lee (Co-investigator) Dombi, Erzsebet (Co-investigator) Goodfellow, Martin (Co-investigator) Humphrey, Suzanne (Co-investigator) Huq, Molly (Co-investigator) Murphy, Fiona (Co-investigator) Neves, Karla (Co-investigator) Sprick, Seb (Co-investigator) Wu, Yue (Co-investigator) Young, David (Co-investigator)
- 22-Jan-2025 - 31-Jan-2027
- AI-based multi-sensor data fusion for autonomous navigation around asteroids
- Feng, Jinglang (Principal Investigator) Vasile, Massimiliano (Co-investigator) Wu, Yue (Co-investigator) Zabalza, Jaime (Co-investigator)
- 01-Jan-2024 - 30-Jan-2027
- International Exchanges Round 3: randomised numerical schemes
- Wu, Yue (Principal Investigator)
- 01-Jan-2024 - 31-Jan-2025
- Incylinder pressure prediction using log-signatures
- Patil, Chaitanya (Principal Investigator) Wu, Yue (Principal Investigator)
- 01-Jan-2022 - 30-Jan-2022