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Wilfrid Laurier University Faculty of Science
April 23, 2014
 
 
Canadian Excellence

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

Research interests of individual faculty members

Name

Area of research

Research interests

Kathie Cameron

Combinatorial algorithms

Combinatorial optimization, combinatorial algorithms; graph theory; theory of algorithms; operations research

Joe Campolieti

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

Yuming Chen

Dynamical systems

Systems of differential equations with delay; neural networks; numerical simulation; applications to biological systems

Ross Cressman

Dynamical systems

Applied mathematics; dynamical systems, mathematical modeling in biology and economics

Richard Elliott

Statistics


Shengda Hu
Algebra
Symplectic geometry and topology; orbifolds; complex geometry; algebraic geometry; mathematical physics

Marc Kilgour

Game theory, decision analysis

Game theory; operational research and mathematical modeling; applications of mathematics

George Lai

Financial mathematics

Mathematical finance; Monte Carlo and quasi-Monte Carlo methods and applications; stochastic calculus and applications

Roman Makarov

Financial mathematics

Mathematical finance; stochastic analysis; Monte Carlo methods and computational mathematics

Connell McCluskey

Dynamical systems

Global stability analysis; dynamical systems; mathematical epidemiology and biology

Adam Metzler

Financial Mathematics, Applied Probability

Credit risk, applications to financial regulation, correlation modeling; Rare event simulation, hitting times for stochastic processes

Roderick Melnik
(Tier I CRC)

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

Manuele Santoprete

Dynamical systems

Dynamical systems; non-linear differential equations; celestial mechanics and chaos

Cristina Stoica

Dynamical systems

Geometric mechanics; symmetry and reduction; applications

David Vaughan

Mathematical statistics

Mathematical statistics, especially asymptotics; design and analysis of experiments; real analysis; Fourier and harmonic analysis, in particular interpolation of operators

Zilin Wang

Statistics

Survey sampling theory; nonparametric regression techniques and applied statistics

Chester Weatherby

Number Theory

Transcendence and rationality of special values of various functions; gamma values; zeta and multiple zeta values; Baker's theorem on linear forms in logs; math education

Douglas Woolford

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

Kaiming Zhao

Algebra

Lie algebras; associative algebras (quantum algebras); linear algebra; division algebras

Events and Seminars