Dianchao Wu

Curriculum Vitae

Download as PDF Updated September 2026

Education

Iowa State University

B.S. Mathematics

Expected May 2027

Cumulative GPA: 3.85/4.00 · Mathematics GPA: 3.89/4.00

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
  • IE 3120 — Optimization

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 2660 · Elementary Differential Equations
  • MATH 2010 · Introduction to Proofs
  • MATH 4900 · Independent Study, 6 credits

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

  • Develop quantitative finite-time Gaussian-approximation results for displacement in periodic Langevin dynamics.
  • Proved a one-dimensional Berry–Esseen estimate with Kolmogorov error bounded by C/√(γT), identifying γT as the effective relaxation scale.
  • Use measure-theoretic probability, Lp moment estimates, Markov-additive processes, semigroup mixing, martingale methods, and diffusion limits.
  • Implemented Python numerical experiments for Langevin dynamics and effective-diffusion estimation.

Nonlinear MBS Pricing Models

Student Researcher · Advisor: Rana D. Parshad

2026–Present

  • Study whether stochastic perturbations and nonlinear p-Laplacian diffusion improve the predictive performance of an MBS pricing equation.
  • Reconstructed analytical arguments for weak solutions and p-diffusion extensions from the research literature.
  • Built an initial backtesting workflow with real transaction data and conducted numerical and financial interpretation of selected model regimes.
  • Current direction: stochastic analysis, mean-square sensitivity, noise-driven simulation, and model-risk interpretation.

Random Matrix Theory and Quantum Expanders

ISmART Research Project · Advisor: Jananan Arulseelan

Spring 2026–Present

  • Study Haar-distributed unitary matrices, malnormal matrices, commutator lower bounds, and quantum expanders.
  • Developed numerical experiments on non-normal spectral behavior and pseudospectra.
  • Produced a technical note on Haar random unitaries, commutator bounds, and pseudospectral behavior.

Manuscripts

In Progress

Berry–Esseen Bounds for Periodic Langevin Dynamics

In Progress

Prediction, Model Risk, and Stochastic Sensitivity in Nonlinear MBS Pricing Models with p-Laplacian Diffusion

Directed Studies

Four faculty-guided studies form the analytical preparation behind my work in stochastic dynamics, probability, PDE, and mathematical finance.

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; these tools are used extensively in my stochastic-dynamics research.

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.

Honors & Awards

Fred Wright Mathematics Endowed ScholarshipMay 2026
ISU Athletics O.S.C.A.R.S. AwardMay 2026
Big 12 Conference All-Academic TeamSpring 2026
CSC Academic All-District2025
Academic All-Big 12 First Team2025
Academic All-Big 12 Rookie Team2024
Big 12 Commissioner’s Honor RollFall 2023–Fall 2025

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)