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
- Turing Network Development Award: Trailblazers Competition
- Recipient
- 6/2022
- Lower Saxony – Scotland Tandem Fellowship
- Recipient
- 6/2022
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Publications
- 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
- 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
- Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
- Pang Chenxu, Wang Xiaojie, Wu Yue
- Journal of Complexity Vol 83 (2024)
- https://doi.org/10.1016/j.jco.2024.101842
- NODE-ImgNet : a PDE-informed effective and robust model for image denoising
- Xie Xinheng, Wu Yue, Ni Hao, He Cuiyu
- Pattern Recognition Vol 148 (2024)
- https://doi.org/10.1016/j.patcog.2023.110176
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
- Przybyłowicz Paweł, Wu Yue, Xie Xinheng
- Applied Numerical Mathematics Vol 197, pp. 143-163 (2024)
- https://doi.org/10.1016/j.apnum.2023.11.008
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
- Wu Yue, Yuan Chenggui
- Journal of Theoretical Probability Vol 37, pp. 133-159 (2024)
- https://doi.org/10.1007/s10959-023-01236-x
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Professional Activities
- Recent trends in rough analysis and dynamical systems - theory and practice -
- Organiser
- 28/7/2025
- The randomised quadrature and randomised numerical schemes
- Speaker
- 30/6/2025
- 30th Biennial Conference on Numerical Analysis
- Speaker
- 25/6/2025
- Signatures and rough paths: from stochastics, geometry and algebra to machine learning
- Organiser
- 19/5/2025
- EDI seminar
- Organiser
- 16/5/2025
- Applied Math Seminar talk- "Randomised quadrature and randomised numerical schemes"
- Speaker
- 18/3/2025
Projects
- 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