FORD FOUNDATION PROFESSOR OF APPLIED MATHEMATICS  
 


 

My main interests are in stochastic partial differential equations (SPDEs) and their applications. As its name suggests, SPDEs is an interdisciplinary area at the crossroads of stochastic processes and partial differential equations.  In recent years, my research was focused on the development of spectral methods, in particular, the Wiener Chaos expansions for SPDEs and Wick-Malliavin approximations. I am also interested in applications of  SPDEs to fluid dynamics in turbulent flows and nonlinear filtering (Hidden Markov Models) for spatial-temporal processes.