Shanyin Tong
Assistant Professor in Applied Mathematics
Office: 284A Engineering Terrace
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 problemsBiography
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)