Research
The Department has strength in a number of areas of Pure and Applied Mathematics, Statistics, Financial Mathematics, and Mathematical Modeling and Computation. This enables the Department to offer strong undergraduate programs and work alongside disciplines using sophisticated mathematical models. The Department offers also opportunities for graduate students interested in pursuing a Masters in Mathematics for Science and Finance program. Furthermore, many of our faculty are affiliated with nearby PhD-granting institutions, so that the students interested in PhD studies may contact such faculty members directly, depending on their research interests.
Research groups
- Financial Mathematics
- Modelling and Computational Mathematics
- Mathematical Biology
- Theoretical Dynamics
Research interests of individual faculty members
|
Name |
Area of research |
Research interests |
|
Algebra |
Algebraic theory of semigroups, ordered semigroup actions |
|
|
Combinatorial algorithms |
Combinatorial optimization, combinatorial algorithms; graph theory; theory of algorithms; operations research |
|
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Financial mathematics |
High performance computing; mathematical finance; exactly solvable pricing models; path integral and Monte Carlo methods for option pricing; jump diffusion processes in finance |
|
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Dynamical systems |
Systems of differential equations with delay; neural networks; numerical simulation; applications to biological systems |
|
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Dynamical systems |
Applied mathematics; dynamical systems, mathematical modeling in biology and economics |
|
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Statistics |
|
|
| Shengda Hu |
Algebra |
Symplectic geometry and topology; orbifolds; complex geometry; algebraic geometry; mathematical physics |
|
Game theory, decision analysis |
Game theory; operational research and mathematical modeling; applications of mathematics |
|
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Financial mathematics |
Mathematical finance; Monte Carlo and quasi-Monte Carlo methods and applications; stochastic calculus and applications |
|
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Financial mathematics |
Mathematical finance; stochastic analysis; Monte Carlo methods and computational mathematics |
|
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Dynamical systems |
Global stability analysis; dynamical systems; mathematical epidemiology and biology |
|
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Applied and computational mathematics |
Applied and computational mathematics with its enrichments in sciences and technologies; Partial differential equations and approximation theory; Non-smooth control, Mathematical biology and complex dynamic systems |
|
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Dynamical systems |
Dynamical systems; non-linear differential equations; celestial mechanics and chaos |
|
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Dynamical systems |
Geometric mechanics; symmetry and reduction; applications |
|
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Mathematical statistics |
Mathematical statistics, especially asymptotics; design and analysis of experiments; real analysis; Fourier and harmonic analysis, in particular interpolation of operators |
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Statistics |
Survey sampling theory; nonparametric regression techniques and applied statistics |
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|
Statistics |
Applied probability and statistics; climate change; environmental statistics; forest fires; Markov processes; mixture models; point-processes; smoothing and additive models; spatial and/or spatio-temporal statistics |
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Algebra |
Lie algebras; associative algebras (quantum algebras); linear algebra; division algebras |
