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

Accepting Postdocs Salary can be raised to a satisfactory level. Email to discuss. Those who are familiar with analysis and/or probability are more preferred.

About

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

• Scientific Computing (random algorithms for particle systems and machine learning etc, numerical SDEs and PDEs)
• Applied Analysis (time fractional differential equations, PDE models, optimal transport etc)
• Fluid-Structure interaction

Here is my CV.

Positions

Tenure track Associate Professor, SJTU; 2018-present

Assistant Research Professor, Duke University, 2015-2018

Education

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

2013. Mathematics. MA. UW-Madison

2012. Computer Science. MS. UW-Madison.

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

Links

Study seminar on many-body systems

Preprints

Publications

1. A random batch Ewald method for charged particles in the isothermal-isobaric ensemble
   J. Liang, P. Tan, L. Hong, S. Jin, Z. Xu, L. Li J. Chem. Phys. Accepted
2. A splitting Hamiltonian Monte Carlo method for efficient sampling
   L. Li, L. Liu, Y. Peng CSIAM Tran. Appl. Math. Accepted
3. On Energy Stable Runge-Kutta Methods for the Water Wave Equation and Its Simplified Non-Local Hyperbolic Model
   L. Li, J. Liu, Z. Liu, Y. Yang, Z. Zhou Communications in Computational Physics 2022, Vol. 32, Issue 1. pdf file
4. Some random batch particle methods for the Poisson-Nernst-Planck and Poisson-Boltzmann equations
   L. Li, J. Liu, Y. Tang Communications in Computational Physics 2022, Vol. 32, Issue 1. pdf file
5. On the Random Batch Method for second order interacting particle systems
   S. Jin, L. Li, Y. Sun (SIAM) Multiscale Modeling and Simulation 2022, Vol. 20, Issue 2 pdf file
6. Numerical stability of Gr\"unwald-Letnikov method for time fractional delay differential equations
   L. Li, D. Wang BIT Numerical Mathematics 2022. Vol. 62, 995--1027. pdf file
7. Energy and quadratic invariants preserving methods for Hamiltonian systems with holonomic constraints
   L. Li, D. Wang J. Comput. Math. Accepted.
8. On the mean field limit of Random Batch Method for interacting particle systems
   S. Jin, L. Li. Science China Mathematics 2022. Vol. 65, Issue 1.pdf file
9. Superscalability of the random batch Ewald method
   J. Liang, P. Tan, Y. Zhao, L. Li, S., Jin, L. Hong, Z. Xu J. Chem. Phys. 156, 014114 (2022). pdf file
10. Scheduling fixed length quarantines to minimize the total number of fatalities during an epidemic
    Y. Feng, G. Iyer, L. Li. J. Math. Biology 2021. 82(69), 1-17pdf file
11. A random batch Ewald method for particle systems with Coulomb interactions
    S. Jin, L. Li, Z. Xu, Y. Zhao SIAM J. Sci. Comput. 2021. 43(4),B937-B960. pdf file
12. Numerical methods for stochastic differential equations based on Gaussian mixture
    L. Li, J. Lu, J. Mattingly, L. Wang. Comm. Math. Sci.2021. Vol. 19, No. 6 pdf file
13. Complete Monotonicity-preserving numerical methods for time fractional ODEs
    L. Li, D. Wang Comm. Math. Sci. 2021. Vol. 19, No. 5, pp. 1301-1336 pdf file
14. Convergence of Random Batch Method for interacting particles with disparate species and weights
    S. Jin, L. Li, J. Liu SIAM J. Numer. Anal. 2021. Vol. 59, Issue 2, 746--768.pdf file
15. A consensus-based global optimization method for high dimensional machine learning problems
    J. A. Carrillo, S. Jin, L. Li, Y. Zhu ESAIM: Control, Optimisation and Calculus of Variations 2021. Vol. 27, S5 pdf file
16. Large time behaviors of upwind schemes and B-schemes for Fokker-Planck equations on R by jump processes
    L. Li, J. Liu Math. Comp. 2020. Vol. 89, No. 235, 2283--2320 pdf file
17. A stochastic version of Stein Variational Gradient Descent for efficient sampling
    L. Li, Y. Li, J. Liu, Z. Liu, J. Lu Commun. Appl. Math. Comput. Sci.(CAMCoS) 2020. Vol. 15, Issue 1, 37--63
18. A random-batch Monte Carlo method for many-body systems with singular kernels
    L. Li, Z. Xu, Y. Zhao SIAM J. Sci. Comput. 2020. Vol. 42, No. 3, A1486-A1509 pdf file
19. 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. 2020. Vol. 18, Issue 1 pdf file
20. Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise
    D. Fang, L. Li ESAIM: Math. Model. Numer. Anal. 2020. Vol. 54, No. 2, 431-463 pdf file
21. Random batch methods (RBM) for interacting particle systems
    S. Jin, L. Li, J. Liu J. Comput. Phys. 2020. Vol. 400, No. 1 pdf file
22. On the mean field limit for Brownian particles with Coulomb interaction in 3D
    L. Li, J. Liu, P. Yu J. Math. Phys. 2019. Vol. 60. 111501 pdf file
23. 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
24. 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
25. 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
26. 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
27. 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
28. 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. 2867-2900pdf file
29. A dispersive regularization for the modified Camassa-Holm equation
    Y. Gao, L. Li, J. Liu SIAM J. Math. Anal. 2018. Vol. 50, Issue 3. 2807-2838pdf file
30. 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
31. A note on one-dimensional time fractional ODEs
    Y. Feng, L. Li, J. Liu, X. Xu Applied Mathematics Letters 2018. Vol. 83. pdf file
32. 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
33. p-Euler equations and p-Navier-Stokes equations
    L. Li, J. Liu J. Differ. Equations 2018. Volume 264, Issue 7 pdf file
34. 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
35. Fractional stochastic differential equations satisfying fluctuation-dissipation theorem
    L. Li, J. Liu, J. Lu J. Stat. Phys. 2017. Vol. 169, Issue 2.pdf file
36. 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
37. 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
38. Analytical solution for laterally loaded long piles basedon Fourier-Laplace integral
    F. Liang, Y. Li, L. Li, J. Wang. Applied Mathematical Modelling. 2014. Vol. 38. Issue 21 pdf file
39. 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. 935-964pdf file
40. 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
41. The sedimentation of flexible filaments
    L. Li, H. Manikantan, D. Saintillan, S. E. Spagnolie. Journal of fluid mechanics. 2013. Vol 735. 705-736pdf file

Book chapters, thesis

1. Random Batch Methods for classical and quantum interacting particle systems and statistical samplings
   S. Jin, L. Li Active particles, Bellomo (ed.), Accepted
2. Asymptotic and numerical analysis of fluid-structure interactions at different Reynolds numbers.
   Thesis, UW-Madison, 2015.