Research
My Research Interests
Mesh-free Methods have been developed in recent years to remedy typical numerical problems occurring while solving non-linear partial differential equation. ... (more)
Computational Finance is one of the fastest growing area in modern mathematics. The most prominent equation is the famous Black-Scholes-Merton partial differential equation which allows to price contingent claims, e.g. put or call options. ... (more)
Scattering Resonances are solutions to the eigenvalue equation satisfied by time-harmonic solutions of the wave-equation subject to outgoing radiation conditions, imposed outside the cavity. ... (more)
