Hi! I am Jiawei. Welcome to my webpage.
I am currently a Lecturer in Probability at the University of Edinburgh. Previously, I was the Zeev Nehari visiting assistant professor at Carnegie Mellon University (2019-2022). I obtained my doctorate from the University of Oxford in 2019, under the supervision of Prof. Zhongmin Qian.
My research interests are probabilistic methods and their applications in physics and engineering. Recently, I have been interested in the probabilistic characterisation of turbulent fields and probabilistic numerical schemes in the study of hydrodynamics. I am also interested in Malliavin calculus and its applications in SPDEs.
My CV can be found here (last update in September 2023).
Office: JCMB 4613, King's Building Campus, University of Edinburgh
Email: jiawei.li@ed.ac.uk
I am the co-organiser of the North British Probability Seminar at the University of Edinburgh this academic year.
If you are interested in doing a PhD with me, please get in touch.
Photo credit: Linhan Li
Selected Publications and Preprints:
Li, J., Qian, Z. and Xu, M., 2023. Twin Brownian particle method for the study of Oberbeck-Boussinesq fluid flows. arXiv preprint arXiv:2303.17260.
Li, J., Qian, Z. and Zhou, M., 2023. On distributions of velocity random fields in turbulent flows. J. London Math. Soc. 108: 54-79.
Li, J., Qian, Z. and Zhou, M., 2022. On the transport equation for probability density functions of turbulent vorticity fields. Proc. R. Soc. A.4782021053420210534.
Gu, Y. and Li, J., 2020. Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher. SIAM Journal on Mathematical Analysis, 52(6), pp.5422-5440.
Teaching:
Semester 2 2023/24 MATH10003 Financial Mathematics
Semester 2 2022/23 MATH10003 Financial Mathematics
Fall 21/22- 21355 A-Principles of Real Analysis 1
Summer 20/21- 21325 S-Probability (lecture notes)
Spring 20/21-21120-Differential and Integral Calculus
Fall 20/21-21355 C-Principles of Real Analysis 1
Spring 19/20-21120-Differential and Integral Calculus