Academic Staff
Director of CAM, Interim Department Head of MAT, Chair Professor
General area of scientific and engineering computing including parallel algorithms and high performance software for linear and nonlinear partial differential equations, domain decomposition methods, multigrid methods, numerical linear algebra, PDE constrained optimizations, inverse problems, stochastic partial differential equations, computational fluid dynamics, fluid-structure interactions, computational biomechanics, and parallel processing.
Professor
Numerical Linear Algebra, Numerical PDEs, Control Theory, Computational Finance
Distinguished Professor
Scientific Computing, Numerical Linear Algebra – especially on fast iterative solvers for structured systems and their applications, Financial Mathematics
Professor
Random Matrix Theory, Orthogonal Polynomials and Special Functions, Painleve Transcendents and Integrable Systems, Random Matrices Applied to Wireless Communications and Moduli Spaces in QCD, Asymptotic Theory of Large Random Matrices
Professor
Hyperbolic Conservation Laws, Mathematical Theory of Shock Waves, Computational Linear Algebra.
Associate Professor
Matrix theory, including numerical ranges, eigenvalues and singular values, and Hurwitz matrix equations.
Associate Professor
Stochastic Differential Equations, Stochastic Optimal Control Theory, Financial Mathematics and Option Pricing Theory, Probability and Statistics.
Associate Professor
Electronic Structure Calculations, Computational Fluid Dynamics, Adaptive Methods of Partial Differential Equations.
Associate Professor
Fourier Analysis, Clifford Analysis, Windowed Linear Canonical Analysis, Shannon Sampling Theorems, Harmonic Analysis in Euclidean Spaces.
Associate Professor
Numerical Linear Algebra, Numerical Partial Differential Equations, Adaptive Method for Singular Problems, Phase-Field Simulations of Two-Phase Flows.
Associate Professor
Wavelets, Algebraic Geometry and Mathematical Physics, Image Processing.
Associate Professor
Statistical Inference of Stochastic Processes, Statistics of High Frequency Data, Volatility Estimation, Risk Management.
Associate Professor
Computational Intelligence: Neural Networks, Evolutional Optimization, Applications of Mathematics.
Associate Professor
Stochastic Processes, Stochastic PDEs and Ergodic Theory, Probability Limit Theorems and Large (Moderate) Deviations, High Dimensional Probability and Statistics.
Assistant Professor
General areas: probability and statistics, functional analysis, mathematical physics.
Specific fields: spin glasses, random matrices, (noncommutative) martingale/functional inequalities, free probability, approximation properties of groups and operator algebras, application to data science and theoretical computer science, etc
Assistant Professor
Parallel algorithms and high performance software for linear and nonlinear partial differential equations
Computational fluid dynamics (Microfluidics, Biofluid dynamics, Geophysical flows)
Heterogeneous computing (GPU)