Recent research projects
Computational Finance and Economics
Deep Neural Network Framework based on Backward Stochastic Differential Equations for Pricing and Hedging American Option in High Dimensions
Low-bias Simulation Scheme for the Heston Model by Inverse Gaussian Approximation
Robust Numerical Valuation of European and American Options under the CGMY Process
Multigrid Method for Pricing European Options under the CGMY Process
Parallel Quasi-Monte Carlo Approach to Pricing American Options on Multiple Assets
Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean-Field Games
Numerical Methods for Dynamic Bertrand Oligopoly and American Options under Regime Switching
Numerical Methods for Two Person Games arising from Transboundary Pollution with Emission Permit Trading
Medical Image Processing
Metal Artifacts Reduction in CT Scans using Convolutional Neural Network with Ground Truth Elimination
Image Restoration of Medical Images with Streaking Artifacts by Euler's Elastica Inpainting
Segmentation of Bright Field Cell Images
Automated Segmentation of Cellular Images using an Effective Region Force
A Multiscale Graph Cut Approach to Bright-field Multiple Cell Image Segmentation using a Bhattacharya Measure
Bright-field Cell Image Segmentation by Principal Component Pursuit with an Ncut Penalization
Numerical Method for Image Registration Model based on Optimal Mass Transport
Inviscid Model for Nonrigid Image Registration
Multigrid Methods for Solving PDEs
Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean-Field Games
Multigrid methods for Convergent Mixed Finite Difference Scheme for Monge-Ampere Equation
Monotone Mixed Finite Difference Scheme for Monge-Ampere Equation
Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Solving Obstacle Problems
Multigrid Methods for Second Order Hamilton-Jacobi-Bellman and
Hamilton-Jacobi-Bellman-Isaacs Equations
Multigrid Methods for Systems of Hyperbolic Conservation Laws
Multigrid for Convection-Diffusion Equations
Multigrid for Irregular Interface Problems
Computer Graphics Simulation of Natural Phenomena
Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions
Scientific Visualization of the Dynamics of Auroral Phenomena
Simulation of Plant Leaf Growth
Rigid Body Explosions
Simulation of Tornado Dynamics