Research

My research focuses on applied mathematics and computational issues in prediction and uncertainty quantification of complex high-dimensional (dynamical) systems. In particular I am intrested in robust and efficient computational methods to combine numerical prediction models with data, which are scalable for big data and high-dimensional systems. I am currently working on sea ice modeling and data assimiation through a MURI grant ONR N00014-20-1-2595.

In the past years, I have worked on

  • Data Assimilation/Bayesian Inference
  • Multiscale/Stochastic modeling, analysis, and simulation
  • Geophysical Fluid Dynamics

Sea Ice Modeling and Data Assimilation MURI team website

Grants

  • PI, An efficient numerical simulation method for sustainable material design, Albree Trust grant from Bank of America Private Bank, 2024, $10,000
  • Co-PI, Integrated Foundations of Sensing, Modeling, and Data Assimilation for Sea Ice Prediction, June 1, 2020 - May 31, 2025, ONR MURI, $7,270,752,
  • PI, Sub-linear complexity methods for multiscale problems without scale separation, August 1, 2019 - July 31, 2022, NSF DMS 1912999, $99,839.

Publications and preprints

Published

Preprints

  • L. Liu, T. Li, A. Gelb, and Y. Lee, Entropy stable conservative flux form neural networks, arXiv:2411.01746, submitted for publication in SIAM Journal on Scientific Computing.

  • B. Choi, J. Han, and Yoonsang Lee, Weighted inhomogeneous regularization for inverse problems with indirect and incomplete measurement data, arXiv:2307.10448, 2024.

  • J. Han and Y. Lee, An analysis of the derivative-free loss method for solving PDEs, arXiv:2309.16829, 2024, submitted for publication in SIAM Journal on Scientific Computing

  • Y. Lee, Sampling Error Correction in Ensemble Kalman Inversion, arXiv:2105.11341.

  • Y. Lee and B. Engquist, Fast integrators for dynamical systems with several temporal scales, arXiv:1510.05728.