My Projects

Stochastic Simulation:

My research work on stochastic simulation and computation were implemented using Matlab.

• Numerical solution and approximation of spatio-temporal pattern formation in complex stochastic dynamical systems
• Simulation of rare events in random graph networks, queuing networks, and reflected stochastic differential equations
• Implementation of Kalman filter for tracking position of objects from noisy data
• Numerical solution of stochastic partial differential equations using Wiener chaos expansions
• Simulation of biochemical reactions using the Stochastic Simulation Algorithm, based on a Markov chain Monte Carlo approach

Machine learning and data Analysis:

Some of my data projects using R and Python can be found on my GitHub page.

Other side projects:

I enjoy picking up new technology and programming languages.

• Learnt HTML, Javascript and CSS to create this webpage and desgin my own webpage for the MATH184 course which I taught at the University of British Columbia.
  I also created interactive education Javascript applets for illustrating calculus concepts:
  • derivatives
  • derivative definition through limits
  • power series of $e$
• Learnt Java programming through the Algorithms course on Coursera, and completed the course's programming projects
  • A percolation problem: a Monte Carlo simulation using a union-find algorithm
  • Dequeue and Randomized queues
  • Pattern Recognition: Identifying collinear points, and an exercise on Comparable interfaces
  • 8 puzzle problem: implementing the A* algorithm to solve the 8-puzzle problem
  • Kd trees: a geometric search algorithm using a binary search tree
• Familiar with Linux commands which I use on cygwin.