Research Interests

numerical analysis

Publications

Zewen Shen and Kirill Serkh. “Rapid evaluation of Newtonian potentials on planar domains. SIAM J. Sci. Compt. 46.1 (2024): A609-A628. [arXiv]

Zewen Shen and Kirill Serkh. “On the evaluation of the eigendecomposition of the Airy integral operator.” Appl. Comput. Harmon. Anal. 57 (2022): 105-150. [arXiv] [slides]

Preprints

Zewen Shen and Kirill Serkh. “On polynomial interpolation in the monomial basis” (2022). [arXiv] [slides] [demo]

Zewen Shen and Kirill Serkh. “Accelerating potential evaluation over unstructured meshes in two dimensions.” (2022). [arXiv]

Education

Ph.D in Computer Science, University of Toronto, Advisor: K. Serkh (May 2021 - Current)

H.B.Sc in Computer Science and Mathematics, University of Toronto (Sept. 2017 - Apr. 2021)

Talks

Aug. 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, ICIAM 2023, Tokyo, Japan

May 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, University of Waterloo, Waterloo, ON

Apr. 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, Yale University, New Haven, CT

Apr. 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, New Jersey Institute of Technology, Newark, NJ

Mar. 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, New York University, New York, NY

Mar. 2023, Is Polynomial Interpolation in the Monomial Basis Unstable?, Flatiron CCM, New York, NY

July 2022, Accelerating Potential Evaluation over Unstructured Meshes in Two Dimensions, SIAM AN22, Pittsburgh, PA

July 2021, Numerical Computation of the Tracy-Widom Distribution, SIAM AN21, virtual

June 2021, Numerical Computation of the Tracy-Widom Distribution, CAIMS 21, virtual

Aug. 2020, Integral Equation Methods for the Numerical Solution of Partial Dfferential Equations, CUMC 20, virtual

Software

lap2d: A fast direct dense solver with machine accuracy for 2-D Laplace’s equation.

hdp: A numerical library for high-dimensional option pricing problems, including Fourier transform methods, Monte Carlo methods and the deep Galerkin method.

Teaching

Teaching Assistant at University of Toronto

  • CSC236: Intro to the Theory of Computation

  • CSC317: Computer Graphics

  • CSC336: Numerical Methods

  • CSC446/2310: Computational Methods for Partial Differential Equations

  • MAT235: Calculus II

Professional Experience

Financial Engineer Intern at Scotiabank, Toronto, ON, Canada (May 2019 - Aug. 2020)

Miscellany

MCGP: An implementation of the paper “Monte Carlo Geometry Processing: A Grid-Free Approach to PDE-Based Methods on Volumetric Domains”.

Numerical methods for high-dimensional option pricing problems: Undergraduate research report (2019).

UofT Profs: Visualizes students’ past feedbacks on both courses and professors at UToronto (the website is down, starting from Jan. 2021).