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Tenuretrack Assistant Professor
Auburn University
Department of Mathematics and Statistics
203 Parker Hall
Auburn, Alabama 36849
Email: le.chen AT auburn.edu
Zoom: 8141875411
 About Me
 Funding Supports
 Conferences or Seminars
 Teaching
 Publications
 Math Coauthors
 Supervision of Ph.D. Students and Postdocs
 Open source projects
 Outreach
 Miscs
I am a tenuretrack assistant professor at Auburn University. Prior to this role, I held a position as a visiting assistant professor at Emory University from 20192021, spanning four semesters. From 20182019, I was a tenuretrack assistant professor at the University of Nevada, Las Vegas, for three semesters. Earlier in my career, I held the BlackBabcock visiting assistant professorship at the University of Kansas working closely with David Nualart and Yaozhong Hu, a role I fulfilled from 20152017 over the course of five semesters.
My academic journey began at the Swiss Federal Institute of Technology, Lausanne  École Polytechnique Fédérale de Lausanne, where I obtained my Ph.D. in April 2013 under the supervision of Robert Dalang. Following this, I received an SNSF (Swiss National Science Foundation) postdoctoral research fellowship in 2014, which allowed me to spend a year at the University of Utah working with Davar Khoshnevisan.
My research focus lies within the fields of analysis and probability,
specifically working on stochastic analysis and stochastic partial differential
equations.

I am looking for Ph.D. students; please contact me if you are interested.
 Curriculum Vitae
 Another life on GitHub
 Previous life on Commputer Science

Simons Foundation Collaboration Grant for Mathematicians
 20222027
 Award Number: 959981

NSF DMSProbability
 20232026
 Award Number: 2246850
 A convenient tool for searching NSF awards: NSFAwards
 Past supports
 Seminar on Analysis and Stochastic Analysis (SASA) at Auburn.

Others:
Conferences/Special Sessions Location Date Link Frontier Probability Days 2021 Las Vegas, NV, USA Dec. 35, 2021 http://webhome.auburn.edu/~lzc0090/FPD20/ Special Session on Stochastic Analysis and Application Virtual Nov. 2021, 2021 AMS 2021 Fall Southeastern Sectional Meeting Special Session on Stochastic Processes and Related Topics Atlanta, GA, USA Mar. 1819, 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 (Measurebased)  Spring  
Math 7010  Applied Mathematics II  
Math 7800  Probability I (Measurebased)  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.
 Download the .bib file of mine.
 Open reference bank: SPDEsBib; Download the latest version of All.bib; View the bank in pdf.
 Search for the open reference bank at https://spdesbib.readthedocs.io/en/latest/ where you can download pdf or epub files.
 Source codes of the reference bank at: SPDEsBib.
 Some symbolic tools for the Fox Hfunction.
Coauthors  Title  Ref  Misc  

36  M. Foondun, J. Huang, and M. Salins  Global solution for superlinear stochastic heat equation on Rd under Osgoodtype conditions  arXiv:2310.02153  22 pages 
35  C. Ouyang and W. Vickery  Parabolic Anderson model with colored noise on torus  arXiv:2308.10802  30 pages 
34  P. Xia  Asymptotic properties of stochastic partial differential equations in the sublinear regime  arXiv:2306.06761  50 pages 
Coauthors  Title  Journal  Year  Status  

33  S. Kuzgun, C. Mueller, and P. Xia  On the radius of the selfrepellent fractional Brownian motion  Journal of Statistical Physics  2023  Accepted, pending revision 
32  N. Eisenberg  Invariant measures for the nonlinear stochastic heat equation on Rd without any drift term  Journal of Theoretical Probability  To appear  
31  Y. Guo and J. Song  Moments and asymptotics for a class of SPDEs with spacetime white noise  Transactions of the American Mathematical Society  Accepted, pending revision  
30  D. Candil and C.Y. Lee  Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds  Stochastic Partial Differential Equations: Analysis and Computations  To appear  
29  N. Eisenberg  Interpolating the stochastic heat and wave equations with timeindependent noise: solvability and exact asymptotics  11 (3):12031253  
28  J. Huang  Superlinear stochastic heat equation on Rd  Proceedings of American Mathematical Society  151 (9):40634078  
27  D. Khoshnevisan, D. Nualart, and F. Pu  Central limit theorems for spatial averages of the stochastic heat equation via MalliavinStein's method  Stochastic Partial Differential Equations: Analysis and Computations  11 (1):122176  
26  R. Balan and Y. Ma  Parabolic Anderson model with rough noise in space and general initial conditions  Electronic Communication of Probability  2022  (2022) Paper No. 65, 12 pp. 
25  G. Hu  Hölder regularity of the nonlinear stochastic timefractional slow and fast diffusion equations on Rd  Fractional Calculus and Applied Analysis  25 (2), 608629.  
24  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.  
23  Spatial ergodicity for SPDEs via a Poincaréinequalities  Electronic Journal of Probability  2021  26, Paper No. 140, 37 pp.  
22  A CLT for dependent random variables, with applications to infinitelymany 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), 10521077  
20  R. Balan and X. Chen  Exact asymptotics of the stochastic wave equation with timeindependent noise.  58 (2022), no. 3, 15901620  
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, 138 
17  J. Huang, D. Khoshnevisan and K. Kim  Dense blowup for parabolic SPDEs.  2019  Vol. 24, paper no. 118, 133  
16  Y. Hu and D. Nualart  Nonlinear stochastic timefractional slow and fast diffusion equations on Rd.  Stochastic Processes and their Applications  129, 50735112  
15  J. Huang  Comparison principle for stochastic heat equation on Rd.  Annals of Probability  Vol. 47, No. 2, 9891035  
14  K. Kim  Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency.  Acta Mathematica Scientia  2018  39B (3): 645668 
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), 431457  
12  R. Balan  Parabolic Anderson Model with spacetime homogeneous Gaussian noise and rough initial condition.  Journal of Theoretical Probability  31 (4), 22162265  
11  Y. Hu and D. Nualart  Twopoint correlation function and FeynmanKac formula for the stochastic heat equation  Potential Analysis  2017  46 (4), 779797 
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), 358388  
9  M. Cranston, D. Khoshnevisan and K. Kim  Dissipation and high disorder  Annals of Probability  45 (1), 8299  
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), 19912004  
7  Nonlinear stochastic timefractional diffusion equations on R: moments, Hölder regularity and intermittency  Transactions of the American Mathematical Society  369 (12), 84978535  
6  G. Hu, Y. Hu and J. Huang  Spacetime fractional diffusions in Gaussian noisy environment  Stochastics  89 (1), 171206  
5  D. Khoshnevisan and K. Kim  Decorrelation of total mass via energy.  Potential Analysis  2016  45 (1), 157166 
4 \(^*\)  R. Dalang  Moment bounds and asymptotics for the stochastic wave equation  Stochastic Processes and their Applications  2015  125 (4), 16051628 
3  Moments, intermittency and growth indices for nonlinear stochastic fractional heat equation  Stochastic Partial Differential Equations: Analysis and Computations  3 (3), 360397  
2  Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions  Annals of Probability  43 (6), 30063051  
1  Höldercontinuity for the nonlinear stochastic heat equation with rough initial conditions  Stochastic Partial Differential Equations: Analysis and Computations  2014  2 (3), 316352 
\(^*\) This paper corresponds mostly to Section 3 of the unpublished notes [2] arXiv:1401.6506v1
Adviser  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 
Coauthors  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 
Journal  Counts 

Stochastic Partial Differential Equations: Analysis and Computations  5 
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques  4 
Annals of Probability  3 
Electronic Journal of Probability  3 
Journal of Theoretical Probability  2 
Potential Analysis  2 
Proceedings of American Mathematical Society  2 
Stochastic Processes and their Applications  2 
Transactions of the American Mathematical Society  2 
Acta Mathematica Scientia  1 
Electronic Communication of Probability  1 
Fractional Calculus and Applied Analysis  1 
Journal of Functional Analysis  1 
Journal of Statistical Physics  1 
Memoirs of American Mathematical Society  1 
Probability Theory and Related Fields  1 
Stochastics  1 
Total  33 
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 
Foondun, Mohammud  University of Strathclyde, Glasgow, UK  1 
Guo, Yuhui  Shandong University, CN  1 
Hu, Guannan  Washburn University  2 
Hu, Yaozhong  University of Alberta, CA  5 
Huang, Jingyu  University of Birmingham, UK  6 
Kalbasi, Kamran  University College Dublin  1 
Khoshnevisan, Davar  University of Utah  9 
Kim, Kunwoo  Pohang University of Science and Technology, Korea  7 
Kuzgun, Sefika  University of Rochester  1 
Lee, Cheuk Yin  Taiwan Tsing Hua University  1 
Ma, Yiping  University of Ottawa, CA  1 
Mueller, Carl  University of Rochester  1 
Nualart, David  University of Kansas  9 
Ouyang, Cheng  University of Illinois, Chicago  1 
Pu, Fei  Beijing Normal University  5 
Salins, Mickey  Boston University  1 
Song, Jian  Shandong University, CN  1 
Vickery, William  University of Illinois, Chicago  1 
Xia, Panqiu  Auburn University  2 

I am looking for Ph.D. students starting from Fall 2023; please contact me if you are interested.
Name Years Current position Eisenberg, Nicholas 2018 Fall  2022 Summer Postdoc at Department of Energy
Name  Years 

Xia, Panqiu  2022 Fall  Now 

Auburn University Summer Science Institute (AUSSI)

My AUSSI course materials on github
 2022: An Invitation to Probability
 2023: Embracing the randomness: Intriguing Role of Chance in Science
 2024: TBA

My AUSSI course materials on github

Destination STEM (official website)

My table of exhibition on github
 2023: How Surface Grows, one media photo
 2024: TBA

My table of exhibition on github

Graduate Student Seminars (Github)
 20210927: Introduction to stochastic partial differential equations
 20230118: Introduction to stochastic heat equation
 20230215: Sharpening your saw before cutting down the tree  Personal development environment (PDE)
 20231101: Disorderly surface growth
GitHub Projects  Descriptions  Teaching/Education  Research  Software  Citation/Documentations 

chenle02/SPDEsBib  SPDEsBib: A Comprehensive Bibliography of Stochastic Partial Differential Equations and Related Topics  X  
chenle02/FoxH_Symbolic_Tools  Some symbolic tools for the Fox Hfunction  X  X  
chenle02/Open_Slides_for_Linear_Algebra  Open slides for linear algebra  X  
chenle02/Open_Slides_Statistics  Statistics: Open Slides  X  
chenle02/2022_SSIAU_Probability_by_Le  Probability: Summer Science Institute at Auburn  X  
chenle02/NSFAwards  Awards from National Science Foundation (NSF) with a Focus on Division of Mathematical Sciences (DMS)  X  
chenle02/Graduate_Student_Seminars_by_Le_Chen  Graduate Student Seminars by Le Chen  X  
chenle02/Open_Slides_Financial_Mathematics  Financial Mathematics: Open Slides  X  
chenle02/Simulations_on_Some_Surface_Growth_Models  This is a python package to simulate the surface growth using, e.g, Tetris pieces.  X  X  X  Documentations in html and pdf 
Social Medias in Academia  Others  

Google Scholar  arXiv  Github  Huggingface 
ORCID  Research Gate  Tereminal Cast  Twitwer/X 
Mathscinet  My neovim 0.5+ setup  
Web of Science (Publon) 