Dr Yuying Zhao

Status

Academic Visitor

Research groups

Numerical Analysis

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Major / recent publications

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes

Zhao, Y., Wang, X., Zhang, Z., Journal of Scientific Computing volume 105 issue 2 pages 58 (Nov 2025)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients

Jian, J., Song, Q., Wang, X., Zhang, Z., Zhao, Y., Automatica volume 177 pages 112284 (Jul 2025)

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients

Wang, X., Zhao, Y., Zhang, Z., IMA Journal of Numerical Analysis volume 44 issue 5 pages 3153-3185 (Sep 2024)

Further details

I am currently an academic visitor at the University of Oxford, working with Prof. Michael B. Giles, and also a Postdoctoral Assistant Professor in the Department of Mathematics at Central South University, working with Prof. Xiaojie Wang.

I received my Ph.D. in Mathematics from Central South University in May 2024, under the supervision of Prof. Xiaojie Wang. During my Ph.D. studies, I was also a visiting Ph.D. student at Worcester Polytechnic Institute, where I worked with Prof. Zhongqiang Zhang and Prof. Qingshuo Song.

Research interests

My research lies at the interface of probability theory, analysis, and scientific computing. I am particularly interested in numerical approximations for stochastic dynamical systems, especially McKean–Vlasov stochastic differential equations and mean-field Langevin dynamics. More broadly, I study interacting particle systems and stochastic algorithms, with an emphasis on quantitative analysis, including convergence and approximation error estimates. I am also interested in applications of these ideas to stochastic optimization.