Tenure-track Assistant Professor
Auburn University
Department of Mathematics and Statistics
203 Parker Hall
Auburn, Alabama 36849
Email: le.chen AT auburn.edu
Zoom: 8141875411
I am a tenure-track assistant professor at Auburn University. Before this, I was a visiting assistant professor at Emory University from 2019-2021 for four semesters, a tenure-track assistant professor at the University of Nevada, Las Vegas, from 2018-2019 for three semesters, and the Black-Babcock visiting assistant professor at the University of Kansas from 2015-2017 for five semesters. I obtained my Ph.D. in April 2013 from Swiss Federal Institute of Technology, Lausanne -- École Polytechnique Fédérale de Lausanne. In 2014, I obtained an SNSF (Swiss National Science Foundation) post-doctoral research fellowship to spend one year at the University of Utah. I am an analysist/probabilist, working on stochastic analysis and stochastic partial differential equations.
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Stochastic Analysis Seminar at Auburn (SASA).
Conferences/Special Sessions Location Date Link Frontier Probability Days 2021 Las Vegas, NV, USA Dec. 3-5, 2021 http://webhome.auburn.edu/~lzc0090/FPD20/ Special Session on Stochastic Analysis and Application Virtual Nov. 20-21, 2021 AMS 2021 Fall Southeastern Sectional Meeting Special Session on Stochastic Processes and Related Topics Atlanta, GA, USA Mar. 18-19, 2023 AMS 2023 Spring Southeastern Sectional Meeting
| Course code | Course | Year | Term | University |
|---|---|---|---|---|
| Math 7830 | Stochastic processes II | 2024 | Spring | Auburn |
| Math 7820 | Stochastic processes I | 2023 | Fall | |
| Math 7810 | Probability II (Measure-based) | Spring | ||
| Math 7010 | Applied Mathematics II | |||
| Math 7800 | Probability I (Measure-based) | 2022 | Fall | |
| Math 7000 | Applied Mathematics I | |||
| Math 7210 | Real Analysis II | Spring | ||
| Math 5870/6870 | Mathematical Finance | 2021 | Fall | |
| STAT 3600 | Probability & Statistics - I | |||
| Summer Boost Camp | For Bioinformatics Ph.D. program | Summer | Emory | |
| Math 362 | Mathematical Statistics - II | Spring | ||
| Math 221 (two sessions) | Linear Algebra | |||
| Math 221 (three sessions) | 2020 | Fall | ||
| Math 362 (two sessions) | Mathematical Statistics - II | Spring | ||
| Math 361 (two sessions) | Mathematical Statistics - I | 2019 | Fall | |
| Math 463/663 | Advanced Matrix Theory | Spring | UNLV | |
| Math 283 | Calculus III | |||
| Math 432 | Elementary Complex Analysis | 2018 | Fall | |
| Math 181 | Calculus I | |||
| Math 365 | Computational Linear Algebra | Spring | ||
| Math 526 | Probability and Statistics | 2017 | KU | |
| Math 526 | 2016 | Fall | ||
| Math 526 | Spring | |||
| Math 526 | 2015 | Fall | ||
| Math 526 | Spring |
- Open slides for Linear Algebra (based on Math 221 taught at Emory)
- Open slides for Mathematical Statistics (based on Math 362 taught at Emory)
- Here are some teaching tools that I have been using.
| Co-authors | Title | Ref | Misc | |
|---|---|---|---|---|
| 32 | D. Candil and C.Y. Lee | Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds | arXiv:2301.06435 | 51 pages |
| 31 | N. Eisenberg | Invariant measures for the nonlinear stochastic heat equation on Rd without any drift term | arXiv:2209.04771 | 29 pages |
| 30 | Y. Guo and J. Song | On moments of a class of SPDEs | arXiv:2206.10069 | 40+ pages |
| Co-authors | Title | Journal | Year | Status | |
|---|---|---|---|---|---|
| 29 | J. Huang | Superlinear stochastic heat equation on Rd | Proceedings of American Mathematical Society | 2023 | to appear |
| 28 | R. Balan and Y. Ma | Parabolic Anderson model with rough noise in space and general initial conditions | Electronic Communication of Probability | ||
| 27 | N. Eisenberg | Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics | Stochastic Partial Differential Equations: Analysis and Computation | 2022 | |
| 26 | G. Hu | Hölder regularity of the nonlinear stochastic time-fractional slow and fast diffusion equations on Rd | Fract. Calc. Appl. Anal. | 25 (2), 608-629. | |
| 25 | D. Khoshnevisan, D. Nualart, and F. Pu | Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial conditions. | Journal of Functional Analysis | 282 (2), Paper No. 109290, 35 pp. | |
| 24 | Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method | Stochastic Partial Differential Equations: Analysis and Computation | 2021 | to appear | |
| 23 | Spatial ergodicity for SPDEs via a Poincaré-inequalities | Electronic Journal of Probability | 26, Paper No. 140, 37 pp. | ||
| 22 | A CLT for dependent random variables, with applications to infinitely-many interacting diffusion processes. | Proceedings of American Mathematical Society | 149 (12), 5367–5384 | ||
| 21 | Central limit theorems for parabolic stochastic partial differential equations. | Annales de l'Institut Henri Poincaré, Probabilités et Statistiques | 58 (2), 1052-1077 | ||
| 20 | R. Balan and X. Chen | Exact asymptotics of the stochastic wave equation with time-independent noise. | 58 (2022), no. 3, 1590-1620 | ||
| 19 | Y. Hu and D. Nualart | Regularity and strict positivity of densities for the nonlinear stochastic heat equation. | Memoirs of American Mathematical Society | Vol. 273, no. 1340. | |
| 18 | K. Kim | Stochastic comparison for stochastic heat equation on Rd. | Electronic Journal of Probability | 2020 | 25, article No. 140, 1--38 |
| 17 | J. Huang, D. Khoshnevisan and K. Kim | Dense blowup for parabolic SPDEs. | 2019 | Vol. 24, paper no. 118, 1-33 | |
| 16 | Y. Hu and D. Nualart | Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd. | Stochastic Processes and their Applications | 129, 5073-5112 | |
| 15 | J. Huang | Comparison principle for stochastic heat equation on Rd. | Annals of Probability | Vol. 47, No. 2, 989-1035 | |
| 14 | K. Kim | Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency. | Acta Mathematica Scientia | 2018 | 39B (3): 645-668 |
| 13 | Y. Hu, K. Kalbasi and D. Nualart | Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. | Probability Theory and Related Fields | 171(1), 431-457 | |
| 12 | R. Balan | Parabolic Anderson Model with space-time homogeneous Gaussian noise and rough initial condition. | Journal of Theoretical Probability | 31 (4), 2216-2265 | |
| 11 | Y. Hu and D. Nualart | Two-point correlation function and Feynman-Kac formula for the stochastic heat equation | Potential Analysis | 2017 | 46 (4), 779-797 |
| 10 | K. Kim | On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations | Annales de l'Institut Henri Poincaré, Probabilités et Statistiques | 53 (1), 358-388 | |
| 9 | M. Cranston, D. Khoshnevisan and K. Kim | Dissipation and high disorder | Annals of Probability | 45 (1), 82-99 | |
| 8 | D. Khoshnevisan and K. Kim | A boundedness trichotomy for the stochastic heat equation | Annales de l'Institut Henri Poincaré, Probabilités et Statistiques | 53 (4), 1991-2004 | |
| 7 | Nonlinear stochastic time-fractional diffusion equations on R: moments, Hölder regularity and intermittency | Transactions of the American Mathematical Society | 369 (12), 8497-8535 | ||
| 6 | G. Hu, Y. Hu and J. Huang | Space-time fractional diffusions in Gaussian noisy environment | Stochastics | 89 (1), 171-206 | |
| 5 | D. Khoshnevisan and K. Kim | Decorrelation of total mass via energy. | Potential Analysis | 2016 | 45 (1), 157-166 |
| 4 | R. Dalang | Moment bounds and asymptotics for the stochastic wave equation | Stochastic Processes and their Applications | 2015 | 125 (4), 1605-1628 (This paper corresponds mostly to Section 3 of the unpublished notes arXiv:1401.6506v1) |
| 3 | Moments, intermittency and growth indices for nonlinear stochastic fractional heat equation | Stochastic Partial Differential Equations: Analysis and Computations | 3 (3), 360-397 | ||
| 2 | Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions | Annals of Probability | 43 (6), 3006-3051 | ||
| 1 | Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions | Stochastic Partial Differential Equations: Analysis and Computations | 2014 | 2 (3), 316-352 |
| Advisor | Title | Year | Misc | |
|---|---|---|---|---|
| 0 | Robert C. Dalang | Moments, intermittencey, and growth indices for nonlinear stochastic PDE's with rough initial conditions. | 2013 | The École polytechnique fédérale de Lausanne, Thesis No. 5712 |
| Co-authors | Title | Year | Misc | |
|---|---|---|---|---|
| -1 | R. Dalang | The nonlinear stochastic heat equation with rough initial data: a summary of some new results | 2012 | arXiv:120.1690 |
| -2 | Moment bounds in spde's with application to the stochastic wave equation | 2014 | arXiv:1401.6506 | |
| -3 | The third moment for the parabolic Anderson model | 2016 | arXiv:1609.01005 | |
| -4 | J. Huang | Regularity and strict positivity of densities for the stochastic heat equation on Rd | 2019 | arXiv:1902.02382 |
| Name | University | Counts |
|---|---|---|
| Balan, Raluca | University of Ottawa, CA | 3 |
| Chen, Xia | University of Tennessee | 1 |
| Candil, David | École Polytechnique Fédérale de Lausanne, Switzerland | 1 |
| Cranston, Michael | University of California, Irvine | 1 |
| Dalang, Robert | École Polytechnique Fédérale de Lausanne, Switzerland | 4 |
| Eisenberg, Nicholas | University of Nevada, Las Vegas/Auburn University | 2 |
| Guo, Yuhui | Shandong University, CN | 1 |
| Hu, Guannan | Washburn University | 2 |
| Hu, Yaozhong | University of Alberta, CA | 5 |
| Huang, Jingyu | University of Birmingham, UK | 5 |
| Kalbasi, Kamran | University College Dublin | 1 |
| Khoshnevisan, Davar | University of Utah | 9 |
| Kim, Kunwoo | Pohang University of Science and Technology, Korea | 7 |
| Lee, Cheuk Yin | Taiwan Tsing Hua University | 1 |
| Ma, Yiping | University of Ottawa, CA | 1 |
| Nualart, David | University of Kansas | 9 |
| Pu, Fei | Beijing Normal University | 5 |
| Song, Jian | Shandong University, CN | 1 |
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Ph.D. Students
Name Years Current position Eisenberg, Nicholas 2018 Fall -- 2022 Summer Postdoc at Department of Energy -
Postdocs
Name Years Xia, Panqiu 2022 Fall -- Now
| Social Medias in Academia | Others | |
|---|---|---|
| Google Scholar | arXiv | Github |
| ORCID | Research Gate | Previous work on computer science |
| Mathscinet | My neovim 0.5+ setup | |
| Publon | Hugging Face | |