CMU Campus
Department of         Mathematical Sciences
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Areas of Research

Applied Analysis and Scientific Computing
Calculus of variations; Oscillations, microstructure, Homogenization; Nonlinear problems related to materials; Optimal transport; Partial differential equations; Numerical analysis; Dynamics in fluids and kinetic models

Discrete Mathematics and Operations Research
Algebraic methods; Extremal set theory; Graph theory and Random Graphs; Matroids; Probabilistic method; Ramsey theory; Interior Point Methods for Linear Programming.

Automated theorem proving; Lambda-calculus and combinatory logic; Model theory; Semantics of programming languages; Set theory; Set Theoretic Algebra; Type theory.

Probability and Mathematical Finance
Diffusion approximations of queueing systems; Mathematical theory of finance; Stochastic control; Stochastic differential equations; Viscosity solutions of Hamilton-Jacobi-Bellman equations.