Tiejun Li

Ph.D. 2001, Peking University
Professor of Mathematics CV

Office: Room 1494E in the First Science Building, Peking University.
Tel: 86-10-62757592
Fax: 86-10-62751801
Email: tieli{at} math {dot} pku {dot} edu {dot} cn

Mailing address:

School of Mathematical Sciences,
Peking University,
No. 5 Yiheyuan Road,
Haidian District, Beijing, 100871
P.R. China

北京大学数学科学学院, 100871

Useful links


Research interests

My basic interest is the stochastic modeling and simulations in Science and Engineering. Currently we are mostly interested in developing mathematical theory and computational methods for the problems in chemical reaction kinetics in systems biology. This includes the deeper understanding and development of tau-leaping methods and the rare events for biological systems. Some more research interests include:

Recent research activities

Editorial services

Associate editor of Mathematica Numerica Sinica (计算数学)

Associate editor of Numerical Mathematics: A Journal of Chinese Universities (高等学校计算数学学报)

Past Editorial Board in: Communications in Mathematical Sciences

Academic visits


Our community detection algorithm SAVI (Simulated Annealing algorithm for minimizing Validity Index) based on the optimal reduction of the random walker dynamics on the complex network (see the papers on complex networks below) is integrated here. To use it, unzip the downloaded files and run the main.m file in matlab environment. The matlab codes main.m is the main function. The other .m files are functions called by main.m. Some network data files are also included. The output is the .clu file which can be visualized with the software Pajek.

The code for the geometric Minimum Action Method (gMAM) for the genetic switching dimer model can be downloaded here.


"Numerical Analysis" (in chinese): 《数值分析》(北京大学出版社). An errata is here.

Some publications

Chemical Reaction Kinetics: Currently we focus our research on the understanding of the tau-leaping algorithm and constructing more accurate and stabilized schemes based on solid mathematical analysis. I mainly collaborate with Assyr Abdulle (EPFL), Fangting Li (PKU) and my students Yucheng Hu and Bin Min (PKU) in this research field.

Rare events: We aim to develop the mathematical theory and numerical methods for the rare events in material sciences and systems biology. I mainly collaborate with Wei Zhang (PKU), Pingwen Zhang (PKU) and Xiang Zhou (CityU HK) in this field.

Anderson Localization: The theme is to understand the effect of the noise (time-dependent for linear Schrodinger equation and time-independent for nonlinear Schrodinger equation) to the quantum system. I mainly collaborate with Weizhu Bao (NUS) and Bin Min (PKU) in this field.

Multiscale modeling of complex fluids: We have done some theoretical analysis for the multiscale models of complex fluids, such as the wellposedness of the equations, convergence analysis of the BCF method, and HMM methods. This is an exciting area. I mainly collaborate with Weinan E (Princeton), Eric Vanden-Eijnden (Courant), Hui Zhang (BNU) and Pingwen Zhang (PKU) in this field.

Statistical data analysis: The data is emerging each second in our time. How to extract the information from the data? We consider this problem from different interesting backgrounds such as the complex networks, quantum optics, Netflix problems etc.



If you want to apply as my graduate student, ask me to supervise your undergraduate study, or write recommendation letters for you, please read this at first.

Postdocs: Wanted!!!

We have enough funding for postdoc positions. If you have interests to do related research in stochastic modeling and computations, e.g. numerical methods for SDEs, applications in rare events, computational biology, etc. Please send your CV and application letter to me directly.


  • NSFC, grant 10401004, 2005.1-2007.12
  • NSFC, grant 20490222, 2005.1-2008.12
  • MST, grant 2005CB321704, 2005.11-2010.11
  • NSFC, grant 10871010, 2009.1-2011.12
  • NSFC, grant 11171009, 2012.1-2015.12
  • Major Program of NNSFC, grant 91130005, 2012.1-2015.12
  • NSFC, grant 11222114, 2013.1-2015.12
  • NSFC, grant 11421101, Creative group
  • Major Program of NNSFC, grant 91530322, 2016.1-2018.12

Current students

  • Jifan Shi, PhD student
  • Peijie Zhou, PhD student
  • Tongkai Li, PhD student
  • Yichong Wu, PhD student
  • Haijiao Feng, Master candidate

Former students

  • Xiang Zhou, Master (co-supervise with Professor Pingwen Zhang), currently Assistant Professor in City University of Hongkong
  • Yan Ding, Ph.D (co-supervise with Professor Pingwen Zhang), currently in China Everbright Bank
  • Yibiao Wu, Master (co-supervise with Professor Pingwen Zhang), currently in Ping An Insurance Company of China
  • Jing Huang, Master 2009 (co-supervise with Professor Pingwen Zhang), currently in Baidu
  • Dajiang Tao, Master 2009, currently in IBM
  • Yucheng Hu, Ph.D 2010, currently Assistant Professor in Tsinghua University
  • Jinlong Wu, Ph.D 2010 (co-supervise with Professor Weinan E), currently in Shiji Jiayuan
  • Rensheng Zhu, Master 2010
  • Jian Liu, PhD 2011 (co-supervise with Professor Weinan E), currently in PICC
  • Wei Zhang, PhD 2012 (co-supervise with Professor Pingwen Zhang), currently PostDoc in Freie University of Berlin
  • Bin Min, Ph.D 2013, currently PostDoc in Courant Institute, NYU
  • Ping Qin, Master 2013, currently in Douban
  • Sisi Wang, Master 2015, currently in Renda Fuzhong
  • Xiaoguang Li, Ph.D 2016, currently in CSRC
  • Ye Chen, Ph.D 2016
  • Zhiming Wang, Ph.D 2016
  • Feng Lin, Ph.D 2016
  • Fan Yao, Master 2016, currently in Talking Data
  • Chongning Liao, Master 2016

Last modified: Aug. 27th, 2015.