Skip to main content
Start main content

Teaching Staff

Professor LI, Guanglian

Professor LI, Guanglian

Assistant Professor, Department of Mathematics, Faculty of Science, HKU

M.Sc. Fudan U; Ph.D. TAMU

  • 2859 1991
  • 2559 2225
  • Room 412, Run Run Shaw Building, University of Hong Kong, Pokfulam Road, Hong Kong

Teaching Areas

  • Financial Calculus
  • Numerical Methods for Financial Calculus


Current Research

  • Homogenization, Multiscale Finite Element Methods (MsFEM), Generalized Multiscale Finite Element Methods (GMsFEM)
  • Model Order Reduction (MOR)
  • High Dimensional Approximation
  • Uncertainty Quantification


Publications  Listing 

Awards and Honors

2018 Cecilia Tanner Research Funding Schemes: Research Impulse, Department of Mathematics, Imperial College London, UK

2017 Newton International fellowship by the Royal Society, UK

2017 Marie Sklodowska-Curie Actions Seal of Excellence by Horizon 2020

2015 Society for Applied and Industrial Mathematics (SIAM) Travel Award

2015 Hausdorff Postdoctoral fellowship, Hausdorff Center for Mathematics, Bonn, Germany

2015 The Association for Women in Mathematics (AWM) Best Poster Award

2015 AWM Travel Grants

2015 American Mathematical Society (AMS) Travel Award

2011 Jun Liu Math Memorial Scholarship, School of Mathematics, Fudan University, China

2011 Excellent Graduate, Fudan University

2010 Guanghua Scholarship, Fudan University