Li, Lei

Institute of Natural Sciences; School of mathematical sciences.
Shanghai Jiao Tong University

Office: 323 Science Building No. 5
E-mail: leili2010 AT sjtu DOT edu DOT cn

Here is my CV.


I'm a tenure track Associate Professor at Shanghai Jiao Tong University. My interest lies in applied math, including


Tenure track Associate Professor, SJTU; 2018-present

Assistant Research Professor, Duke University, 2015-2018


2010-2015. Mathematics. Phd. UW-Madison.

2013. Mathematics. MA. UW-Madison

2012. Computer Science. MS. UW-Madison.

2006-2010. Mathematics and Physics(基科). BS. Tsinghua University, Beijing.


A stochastic version of Stein Variational Gradient Descent for efficient sampling
L. Li, J. Liu, Z. Liu, J. Lu
Numerical methods for stochastic differential equations based on Gaussian mixture
L. Li, J. Lu, J. Mattingly, L. Wang
On mean field limit for Brownian particles with Coulomb interaction in 3D
L. Li, J. Liu, P. Yu
Large time behaviors of upwind schemes by jump processes
L. Li, J. Liu
On Runge-Kutta methods for the water wave equation and its simplified nonlocal hyperbolic model
L. Li, J. Liu, Z. Liu, Y. Yang, Z. Zhou


Uniform-in-Time Weak Error Analysis for Stochastic Gradient Descent Algorithms via Diffusion Approximation
Y. Feng, T. Gao, L. Li, J. Liu, Y. Lu Comm. Math. Sci. Accepted
Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise
D. Fang, L. Li ESAIM: Math. Model. Numer. Anal. Accepted
Random batch methods (RBM) for interacting particle systems
S. Jin, L. Li, J. Liu J. Comput. Phys. Accepted
A discretization of Caputo derivatives with application to time fractional SDEs and gradient flows
L. Li, J. Liu SIAM J. Numer. Anal. 2019. Vol. 57, No. 5, 2095-2120 pdf file
Patched peakon weak solutions of the modified Camassa-Holm equation
Y. Gao, L. Li, J. Liu Physica D: Nonlinear Phenomena 2019. Vol. 390. 15-35 pdf file
On the diffusion approximation of nonconvex stochastic gradient descent
W. Hu, C. J. Li, L. Li, J. Liu Annals of Mathematical Sciences and Applications 2019. Vol. 4, No. 1, 3-32 pdf file
Semi-groups of stochastic gradient descent and online principal component analysis: properties and diffusion approximations
Y. Feng, L. Li, J. Liu Comm. Math. Sci. 2018. Vol. 16, No. 3 pdf file
Some compactness criteria for weak solutions of time fractional PDEs
L. Li, J. Liu SIAM: Math. Anal. 2018. Vol. 50, Issue 4. 3963-3995 pdf file
A generalized definition of Caputo derivatives and its application to fractional ODEs
L. Li, J. Liu SIAM: J. Math. Anal. 2018. Vol. 50, Issue 3. 2867-2900 pdf file
A dispersive regularization for the modified Camassa-Holm equation
Y. Gao, L. Li, J. Liu SIAM J. Math. Anal. 2018. Vol. 50, Issue 3. 2807-2838 pdf file
Cauchy problems for Keller-Segel type time-space fractional diffusion equation
L. Li, J. Liu, L. Wang J. Differ. Equations 2018. Vol. 265, Issue 3 pdf file
A note on one-dimensional time fractional ODEs
Y. Feng, L. Li, J. Liu, X. Xu Applied Mathematics Letters 2018. Vol. 83. pdf file
Continuous and discrete one dimensional autonomous fractional ODEs
Y. Feng, L. Li, J. Liu, X. Xu Discrete and Continuous Dynamical Systems- Series B 2018. Vol. 23, Issue 8 pdf file
p-Euler equations and p-Navier-Stokes equations
L. Li, J. Liu J. Differ. Equations 2018. Volume 264, Issue 7 pdf file
A note on deconvolution with completely monotone sequences and discrete fractional calculus
L. Li, J. Liu Quart. Appl. Math. 2018. Vol. 76, Issue 1 pdf file
Fractional stochastic differential equations satisfying fluctuation-dissipation theorem
L. Li, J. Liu, J. Lu J. Stat. Phys. 2017. Vol. 169, Issue 2. pdf file
A locally gradient preserving reinitialization for level set functions
L. Li, X. Xu, S. E. Spagnolie Journal of Scientific Computing. 2017. Vol. 71, Issue 1. pdf file
Swimming and pumping by helical waves in viscous and viscoelastic fluids
L. Li, S. E. Spagnolie Physics of fluids. 2015. Vol. 27, Issue 2. pdf file
Analytical solution for laterally loaded long piles based on Fourier-Laplace integral
F. Liang, Y. Li, L. Li, J. Wang. Applied Mathematical Modelling. 2014. Vol. 38. Issue 21 pdf file
The instability of a sedimenting suspension of weakly flexible fibres
H. Manikantan, L. Li, S. E. Spagnolie, D. Saintillan. Journal of fluid mechanics. 2014. Vol 756. 935-964 pdf file
Swimming and pumping of rigid helical bodies in viscous fluids
L. Li, S. E. Spagnolie, Physics of fluids. 2014. Vol. 26, Issue 4. pdf file
The sedimentation of flexible filaments
L. Li, H. Manikantan, D. Saintillan, S. E. Spagnolie. Journal of fluid mechanics. 2013. Vol 735. 705-736 pdf file


Asymptotic and numerical analysis of fluid-structure interactions at different Reynolds numbers.
2015. UW-Madison.


Shanghai Jiao Tong U.

Computational Methods, Fall, 2019

Advanced Computational Methods, Fall, 2019

Finished teaching