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

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 

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

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

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 

Financial mathematics 
Mathematical finance; Monte Carlo and quasiMonte Carlo methods and applications; stochastic calculus and applications 

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

Dynamical systems 
Global stability analysis; dynamical systems; mathematical epidemiology and biology 

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

Applied and computational mathematics 
Applied and computational mathematics with its enrichments in sciences and technologies; Partial differential equations and approximation theory; Nonsmooth control, Mathematical biology and complex dynamic systems 

Dynamical systems 
Dynamical systems; nonlinear differential equations; celestial mechanics and chaos 

Dynamical systems 
Geometric mechanics; symmetry and reduction; applications 

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

Statistics 
Survey sampling theory; nonparametric regression techniques and applied statistics 

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 

Statistics 
Applied probability and statistics; climate change; environmental statistics; forest fires; Markov processes; mixture models; pointprocesses; smoothing and additive models; spatial and/or spatiotemporal statistics 

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