Dianchao Wu

Curriculum Vitae

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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

GCAA Cobalt Golf All-America Scholar (NCAA Division I)2025–26
CSC Academic All-District2025, 2026
Fred Wright Mathematics Endowed ScholarshipMay 2026
Academic All-Big 12 First Team2025, 2026
ISU Athletics O.S.C.A.R.S. AwardMay 2026
ISU Student-Athlete of the MonthSeptember 2026
Academic All-Big 12 Rookie Team2024
Big 12 Commissioner’s Honor RollFall 2023–Spring 2026

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)