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Yu, 29, took the final three frames, closing with breaks of 66 and 70, for a 6-4 victory and a place in the last 32.
World champion Mark Selby held his nerve to see off world number 68 Daniel Wells 6-4 after trailing 4-3.
Scotland's three-time champion John Higgins came back from 3-2 down to beat Thailand's Noppon Saengkham 6-4.
Welshman Mark Williams eased past England's Andrew Higginson 6-2, while Matthew Stevens beat Michael White 6-4 in an all-Welsh contest.
England's Ali Carter beat Robbie Williams 6-2, but fellow Englishman Barry Hawkins went down 6-5 to Ireland's Fergal O'Brien, who made five centuries including three in a row at one stage.
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"It was a battle," Selby told World Snooker.
"My focus dipped in and out. It is still the early stages of the tournament, I don't want to peak too soon."
Higgins won four of the last five frames to overcome Saengkham, ranked 69 places below him at 73 in the world.
"I dodged a bullet there, I'm just delighted to get through," said Higgins.
"I really did think I'd be heading up the road when I went 4-3 down. A lot of these boys are not frightened of top players any more. I felt as if the luck had ran out but the luck's still with me just now."
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Robert Norman, 54, is charged with misconduct in a public office while working at Belmarsh, a top-security prison in south-east London.
He was allegedly paid more than Â£10,000 for 40 tips to reporter Stephen Moyes between 30 April 2006 and 1 May 2011.
Mr Norman, of Swanscombe, Kent, denies the charge against him.
Opening the case at the Old Bailey, prosecutor Julian Christopher QC said Mr Norman was an "extremely experienced" prison officer and a member of the Prison Officers Association, acting as union representative to colleagues.
The court heard Mr Norman first phoned the Daily Mirror in 2006 and gave Mr Moyes a story about staff cuts at the prison, for which he was paid Â£400.
The exclusive story described Belmarsh as a "terror prison" and ran alongside a photograph of one of its most notorious prisoners, radical preacher Abu Hamza al-Masri, the court heard.
As the relationship developed, it became a "two-way affair" and Mr Norman carried on dealing with Mr Moyes when the journalist moved to the News of the World, the court heard.
Mr Christopher said: "Sometimes Robert Norman would approach Stephen Moyes with something he thought would be of interest, at other times Stephen Moyes would approach Robert Norman for inside information about a topic in which he was interested, or for confirmation which he would not be able to get for free from the official channels at the Ministry of Justice press office.
"Effectively, Robert Norman became the journalist's paid mole within HMP Belmarsh."
The court heard that when Mr Norman was arrested in 2013 he maintained he had acted in the public interest as a whistleblower.
Cheques for the stories were made out to Mr Norman's son Daniel and the money was then transferred into Mr Norman's account, showing he was "worried about the trouble he would get into" if found out, Mr Christopher said.
The trial continues.

The Norway international, 29, was substituted in the 36th minute of Tuesday's 2-1 home defeat by Chelsea after a collision with Eden Hazard.
"It's not good news but we have got strength in depth in midfield," Neil said before Saturday's trip to Swansea.
The Canaries are 18th in the Premier League after an eight-game winless run.
World number two Stuart Bingham suffered a shock defeat by world number 62 Yu Delu of China in the second round of the UK Championship in York.
[NEXT_CONCEPT]
A prison officer became the "paid mole" of a reporter working at the Daily Mirror and News of the World over five years, a court has heard.
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Norwich midfielder Alex Tettey needs ankle surgery and is likely to miss the rest of the season, says Canaries manager Alex Neil.