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Center for Nonlinear Analysis (CNA)

The Center for Nonlinear Analysis (CNA) is an international resource for research and training in applied mathematics. Established in 1991 with ARO and NSF funding, it continues with major support from the NSF. Main areas of research at the CNA are Calculus of Variations, Partial Differential Equations, Numerical Analysis and Scientific Computation. A primary focus for CNA involvement in applications is in materials, and increasingly in the life sciences.

Center for Computational Finance (CCF)

The Center for Computational Finance hosts the Nash Lecture Series, which brings to campus distinguished researchers who have applied mathematical methods to solve problems in finance. Past lecturers were Robert Merton, Stephen Ross, Harry Markowitz and Darrell Duffie. The series is named for John F. Nash, Jr., who earned his bachelor's and master's degrees in mathematics in 1948 from the Carnegie Institute of Technology, which has since been renamed Carnegie Mellon University. In 1994 Nash shared in the Alfred Nobel Memorial Prize in Economics. The Center also hosts the Heath Lecture Series, in honor of David Heath, who retired from Carnegie Mellon in 2006. Heath is best known for the Heath-Jarrow-Morton model of the term structure of interest rates.