Shanyin Tong

Assistant Professor in Applied Mathematics

Mail: 200 S.W. Mudd, Mail Code: 4701
New York, NY 10027

Research Interests

Applied and computational mathematics - particularly rare events, uncertainty quantification, PDE-constrained optimization, stochastic optimization, and inverse problems

Biography
Shanyin Tong received her B.Sc. in computational mathematics at Peking University (2017). She received her Ph.D. in mathematics under the supervision of Georg Stadler and Eric Vanden-Eijnden at New York University’s Courant Institute of Mathematical Sciences (2022). She is now an Assistant Professor in Applied Mathematics in the Department of Applied Physics and Applied Mathematics at Columbia University.

Research Interests
Shanyin Tong's research focus is on applied and computational mathematics, in particular on uncertainty quantification, PDE-constrained optimization, optimization under uncertainty, rare events and inverse problems. The main applications driving her research are the hazard assessment of extreme tsunami waves, optimal portfolio allocations, and seismic inversion. Currently, She is also interested in using machine learning methods in scientific computing and uncertainty quantification. 

 

Select Publications

1. S. Tong, A. Subramanyam, V. Rao, Optimization under rare chance constraints, SIAM Journal on Optimization 32.2 (2022)

2. S. Tong, E. Vanden-Eijnden, G. Stadler, Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis, Communications in Applied Mathematics and Computational Science 16-2 (2021), 181--225. DOI 10.2140/camcos.2021.16.181 

3. S. Tong, E. Vanden-Eijnden and G. Stadler, Estimating earthquake-induced tsunami inundation probabilities without sampling, arXiv:2111.14325 (2021) 

4. S. Tong, Extreme event probability estimation with application to tsunamis, SIAM News (2021)

 

Research Experience

Research Assistant at Courant Institute, New York University, Aug 2017 - Jun 2022

Summer Research Intern at Argonne National Lab, Jun - Aug 2020

Summer Research Intern at UCLA, Jun - Sep 2016

Topics: 

1. Extreme event probability estimation and uncertainty quantification at New York University
2. PDE-constrained optimization at New York University
3. Optimization with probabilistic constraints at Argonne National Lab
4. Parallel and distributed computing for ADMM algorithm at UCLA

Professional Experience

Instructor, recitation leader, grader at New York University, Sep 2018 - Dec 2021

Research Scientist Intern at Amazon, May - Aug 2021

Givens Associate at Argonne National Lab, Jun - Aug 2020

Professional Affiliations

Member, Association for Women in Mathematics at Courant

Member, Women Enhancing Technology (WeTech) Program 

Honors & Awards

Finalist of Best Paper for Young Researchers Prizes at 2022 International Conference on Continuous Optimization (2022)

Rising Star in Computational and Data Sciences (2022)

SIAM Student Travel Award (2020, 2021, and 2022)

Bella Manel Prize (2020)

Isaac Barkey and Ernesto Yhap Fellowship (2019)