I am a tenure-track Goenka Family Assistant Professor at the Department of Mathematics, Cornell University.
I obtained my Ph.D. in 2018 from the Department of Mathematics, UT Austin, supervised by Prof. Björn Engquist. I was a Courant Instructor at Courant Institute of Mathematical Sciences, NYU, from 09/2018 to 08/2021, and a Simons-Berkeley Research Fellow at Simons Institute for the Theory of Computing in Fall 2021. I was an Advanced Fellow at the Institute for Theoretical Studies, ETH Zürich from 01/2022 to 06/2023.
I am interested in Inverse Problems, Numerical Analysis, Nonconvex Optimization, Optimal Transport, and Machine Learning. Here is my Curriculum Vitae.
Office: Malott Hall 582, Tower Rd, Ithaca, NY 14853, USA
Email: yunan.yang@cornell.edu
is formalized curiosity. It is poking and prying with a purpose. — Zora Neale Hurston
The optimal mass transport problem seeks the most efficient way of transforming one mass distribution to the other relative to a given cost function.
It was first brought up by Monge in 1781 and later expanded by Kantorovich. The topic of optimal transportation has been a prominent subject of study for several decades,
owing to the sound theoretical foundation established over the past two centuries through mathematical analysis. One of my main research interests is exploring the potential of
optimal transport in Applied Mathematics. My PhD thesis work was on this topic.
Here is a list of my work focusing on the application and extension on the topic of optimal transportation, especially on seismic inversion, e.g., Full-Waveform Inversion (FWI):
Studying Inverse Problems is like solving a puzzle. You are given a partial clue about the ground truth (i.e., data and model), and you must figure out the answer following the clue. Sometimes,
we are concerned about whether it is solvable or not (i.e., the problem's ill-/well-posedness). Sometimes, we are interested in developing a way to find the solution (computational inverse problem).
Different inverse problems exhibit totally different properties, making the entire subject extremely fun to study!
Here is a list of my related work on Inverse Problems (minus those solved using Optimal Transport):
Many challenging inverse problems, optimal control, and optimal design tasks are eventually translated into optimization problems to be solved on the computer. Most of them are nonlinear,
and the resulting optimization problems suffer from severe nonconvexity, for example, PDE-constrained optimization problems and machine learning training.
My interests in designing optimization algorithms originated from dealing with these challenges. The main ideas are to design algorithms (1) for global optimization
(i.e., the iterates converge to the global minimizer), (2) for faster convergence with the minimal computational cost, and
(3) to incorporate the special property of forward model (e.g., the modeling PDE, or specific NN architecture) into the choice of optimization algorithms.
Here is a list of my related work:
Machine Learning has immense potential and is a crucial subject in today's world. There are many similarities between Machine Learning concepts and other areas of Applied Mathematics,
and understanding these connections is key to a comprehensive understanding of Machine Learning.
Additionally, Machine Learning can be utilized to tackle persistent challenges in various domains of Applied Mathematics.
Here is a list of my related work on understanding and utilizing Machine Learning:
In a sequence of works, I investigate how to mathematically "differentiate" a Monte Carlo method, which is random in nature, with respect
to parameters of interest. In particular, I studied such Monte Carlo methods designed to solve certain Partial Differential Equations (PDEs),
including the Radiative Transport Equation (RTE) and the Boltzmann Equation.
Here is a list of my related work:
Working with dynamical systems is always a humbling experience as the complexity of the trajectory behavior is so rich and case-dependent. However, there are many aspects to explore, especially from a data-driven perspective.
Here is list of my related work on data-driven approaches for learning dynamical systems: