Research Interest

Scientific machine learning,  scientific computing, math biology 

Academic Employment:

Postdoctoral researcher, Department of Mathematics, Dartmouth College, Hanover, NH, USA (2020.9-2024.7

Postdoctoral researcher, Department of Mathematics, University of Toronto, Toronto, ON, Canada (2019.8-2020.8) 

Industrial Employment:

Quantitative Researcher, 3-Sphere Trading and Investment (Remote) (2024.8-Present)

Senior data scientist, Samsung Fire & Marine Insurance,  Seoul, South Korea (2017.7-2019.8)

Education:

PhD in Mathematics, Courant Institute, New York University, New York, NY, USA (2011.9-2017.8)  - Advisor: Charles Peskin

MS in Mathematics, KAIST, Daejeon, South Korea (2010.9-2011.8)

BS in Mathematics, KAIST, Daejeon, South Korea (2004.3-2010.8, military leave 2007.7-2009.6) - summa cum laude 

Publications [Google scholar]

       A mesh-free method for solving Eikonal equations using stochastic alignment of local propagation

       In preparation.

Distinctive patterns of HeLa cell migration and morphology on various extracellular matrix components 

Submitted.

Robust Fourier neural networks

Submitted, available at: arXiv:2409.02052 

A stochastic approach for elliptic problems in perforated domains

Journal of Computational Physics, 519, 113426, 2024 [more]

Learning in-between imagery dynamics via physical latent spaces

SIAM Journal on Scientific Computing, 46 (5), C608-C632, 2024 [movies]

An analysis of the derivative-free loss method for solving PDEs

Submitted, available at: arXiv:2309.16829

Weighted inhomogeneous regularization for inverse problems with indirect and incomplete measurement data

Submitted, available at: arXiv:2307.10448 

A neural network approach for homogenization of multiscale problems

SIAM Multiscale Modeling and Simulation, 21:2, 716-734, 2023

Hierarchical learning to solve partial differential equations using physics-informed neural networks

 Lecture Notes in Computer Science, 10475, 548-562, Springer Nature SwitzerlandThe International Conference on Computational Science (ICCS 2023)

Inhomogeneous regularization with limited and indirect data

Journal of Computational and Applied Mathematics, 428, 115193, 2023 , appeared in special issue 'Computational Methods and Models in Deep Learning for Inverse Problems' 

A derivative-free method for solving elliptic partial differential equations with deep neural networks

 Journal of Computational Physics, 419 (15), 109672, 2020

Spontaneous oscillation and fluid-structure interaction of cilia

 Proceedings of the National Academy of Sciences (PNAS), 115 (17) 4417-4422, 2018 [movies]

The intrinsic bounds on the risk premium of Markovian pricing kernels

Finance Research Letters 13, 36-44,2015


Programming:

Proficient in Python (TensorFlow 1 & 2, OpenCV), experienced in CUDA (cuDNN), C++ (OpenCV), C# (EMGU), old experienced in Fortran (BLAS, LAPACK, FFTW)