Dr.LI, Guanglian

Assistant Professor, Department of Mathematics, Faculty of Science, HKU

M.Sc. Fudan U; Ph.D. TAMU

WEBSITE

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[javascript protected email address]
2859 1991
2559 2225
Room 412, Run Run Shaw Building, University of Hong Kong, Pokfulam Road, Hong Kong

Teaching Areas

Financial Calculus
Numerical Methods for Financial Calculus

Current Research

Homogenization, Multiscale Finite Element Methods (MsFEM), Generalized Multiscale Finite Element Methods (GMsFEM)
Model Order Reduction (MOR)
High Dimensional Approximation
Uncertainty Quantification

Publications Listing

Awards and Honors

2018 Cecilia Tanner Research Funding Schemes: Research Impulse, Department of Mathematics, Imperial College London, UK
2017 Newton International fellowship by the Royal Society, UK
2017 Marie Sklodowska-Curie Actions Seal of Excellence by Horizon 2020
2015 Society for Applied and Industrial Mathematics (SIAM) Travel Award
2015 Hausdorff Postdoctoral fellowship, Hausdorff Center for Mathematics, Bonn, Germany
2015 The Association for Women in Mathematics (AWM) Best Poster Award
2015 AWM Travel Grants
2015 American Mathematical Society (AMS) Travel Award
2011 Jun Liu Math Memorial Scholarship, School of Mathematics, Fudan University, China
2011 Excellent Graduate, Fudan University
2010 Guanghua Scholarship, Fudan University