Education
Iowa State University
B.S. Mathematics
Expected May 2027
Cumulative GPA: 3.85/4.00 · Mathematics GPA: 3.89/4.00
Research Experience
Degenerate Diffusions in Finite and Infinite Dimensions: Smoothing and Convergence
Student Researcher · Advisor: David P. Herzog
Summer 2026–Present
NSF-funded research · Award DMS-2246491
- Formulated the Berry–Esseen framework for the unwrapped displacement and proved the overdamped results.
- Proved the main underdamped theorem and supporting propositions via a direct Markov-additive treatment of the displacement; verification of Assumption (A2) was carried out by O. Smith.
- Proved in Proposition 11.1 that, for one-dimensional periodic underdamped dynamics started from equilibrium and sufficiently small positive γ, the Berry–Esseen constant Cγ can be chosen with Cγ ≤ Cγ−1/2, where C is independent of γ.
- Simulated overdamped and underdamped transport, measured the friction-dependent constants, and compared them with the averaged energy dynamics.
The joint manuscript also includes additional numerical analysis by A. Valse.
Random Prepayment Sensitivity in Nonlinear MBS Pricing
Student Researcher · Advisor: Rana D. Parshad
2026–Present
- Analyze bounded continuous prepayment perturbations in the Papi–Briani MBS model at p = 2 using viscosity theory and a Lipschitz BSDE representation.
- Established a bounded linear price response with a uniform second-order remainder, yielding Fréchet differentiability and mean-square sensitivity.
- Derived centered-noise mean-bias and Hilbert-space variance expansions; linked the leading price variance to the input-noise covariance.
- Planned for Spring 2027: extend the MBS evolution to an SPDE with additive noise; study well-posedness, moment bounds, stability, small-noise limits, and numerical simulation.
Random Matrix Theory and Quantum Expanders
ISmART Research Project · Mentor: Dr. Jananan Arulseelan
Spring–Summer 2026
Past exploratory study of Haar-distributed unitary matrices and quantum expanders.
Manuscripts
Coming soon
Berry–Esseen Bounds for Periodic Langevin Dynamics
O. Smith, A. Valse, D. Wu (alphabetical). Mentor: Professor David P. Herzog.
Working manuscript
Random Prepayment Sensitivity in Nonlinear MBS Pricing
Directed Studies
Four faculty-supervised reading courses.
David P. Herzog
Stochastic Calculus
Text: Bernt Øksendal, Stochastic Differential Equations: An Introduction with Applications, 6th ed.
Brownian motion, Itô integration and formula, SDEs, diffusion generators, and stochastic dynamics.
Ruoyu Wu
Foundations of Probability
Text: Ross and Leadbetter, A Basic Course in Measure and Probability.
Measure-theoretic probability, random variables, integration, independence, and modes of convergence.
Ruoyu Wu
Real Analysis and Measure Theory
Text: H. L. Royden and P. M. Fitzpatrick, Real Analysis, 4th ed.
Lebesgue measure and integration, convergence theorems, and Lp spaces.
Rana D. Parshad
Partial Differential Equations I
Text: Lawrence C. Evans, Partial Differential Equations.
Sobolev spaces, weak derivatives and solutions, and functional-analytic methods for PDE.
Selected Coursework
In progress · Fall 2026
- MATH 5010 — Introduction to Real Analysis
- MATH 5540 — Stochastic Process Models
Planned · Spring 2027
- MATH/STAT 6450 — Advanced Stochastic Processes
- MATH 5250 — Numerical Analysis of High-Performance Computing
- STAT 6900A — Advanced Special Topics: Continuous Time Financial Modelling and Its Estimation
Selected coursework · Completed
- MATH 3850 · Introduction to Partial Differential Equations
- MATH 4030 · Intermediate Abstract Algebra
- MATH 4430X · Introduction to Mathematical Finance
- MATH 3010 · Abstract Algebra I
- MATH 3170 · Theory of Linear Algebra
- MATH 4900 · Independent Study, 6 credits
Honors & Awards
Athletics
Iowa State University Men’s Golf
NCAA Division I Student-Athlete
August 2023–Present
- Represent Iowa State University in NCAA Division I tournaments.
- Balance more than 20 hours of weekly training and competition with a full mathematics course load.
- Best World Amateur Golf Ranking: 443.
Technical Skills
- Programming
- Python, MATLAB, C (currently learning)
- Scientific work
- Numerical simulation, stochastic-process simulation, market-data analysis
- Typesetting
- LaTeX
- Languages
- English (fluent); Mandarin and Hakka (native)