Faculty & Staff

My research in applied mathematics is in the field of inverse problems and uncertainty quantification, which involves estimating unknown system parameters using indirect observations and analyzing the changes in predicted outcomes due to changes in the inputs. In particular, I am interested in the design and analysis of efficient and robust nonlinear filtering algorithms for state and parameter estimation within a Bayesian inference framework and the application of such algorithms in analyzing real-world data. Please see my personal website for more information. View Profile

I teach many graduate courses in our Financial Mathematics Professional Master’s Program. I particularly love engaging graduate students in areas of financial mathematics; the material is exciting, cutting edge, and fun to apply and relate to current events and states of financial markets. At the undergraduate level, I teach upper-level optimization electives, as well as calculus courses. I enjoy teaching at this level, showing undergraduate students why the mathematics we study is important and relevant. Currently, I am involved in the study of liquidity modeling in mathematical finance. ... View Profile

Professor Fatemeh Emdad completed her Ph.D. in Applied Mathematics with a concentration in Applied Mathematics at Colorado State University. She is the recipient of the top-ranked student academic award from the President of Shiraz University. She is the author of the book High Dimensional Data Analysis and more than 20 journal and conference articles. She completed her postdoctoral degree with the University of Texas Medical Branch and Shriners Hospital for Children Burn Unit when she was the NIH postdoctoral scientist fellow (under Ruth L. ... View Profile

Teaching at WPI is a great opportunity to help incoming freshmen make the transition from high school to college as well as gain the pleasure and satisfaction that higher education can bring. Further, the WPI Plan is a unique approach to education, and John brings both enthusiasm and a special perspective as one of its first graduates. He appreciates the great people the students are and assists them into making mathematics a successful part of their start. ... View Profile

I am a mathematical physicist working on the development and application of mathematical methods to atmospheric research and satellites orbits. As part of this research, I am also developing new methods for the use of symmetry principles to solve differential equations. I have taught a broad spectrum of applied math courses on the undergraduate and graduate levels. View Profile

The evolution of defects in materials present particularly interesting mathematical challenges. My research is in applied analysis, and my goals are to improve the mathematical models for these problems, as well as to advance the mathematical methods for studying them.  View Profile

Konstantin's research has, since the early '60s, been focused on optimal control of distributed systems, specifically, on optimal material design. The journal papers and books he published since laid a solid foundation of this discipline, as we know it today. The need for optimal design comes from everyday life and from various technological requirements that put forth numerous challenges demanding better quality, less weight, lower cost, faster operation, etc. ... View Profile

Bill Martin's goal is to find mathematical research projects that lie between beautiful and powerful mathematical theory, on the one hand, and pressing technological applications, on the other. This effort requires one to keep abreast of both mathematical developments and applications in computer science and engineering. Professor Martin's mathematical research is in the area of algebraic combinatorics, where tools from linear and abstract algebra are applied to problems in discrete math. ... View Profile

My research focuses on compressed sensing, machine learning, signal processing, and the interaction between mathematics, computer science and software engineering. My interests range from theoretical results to algorithms for tackling practical applied problems, and I enjoy problems most when mathematical results lead to efficient software implementations for big data. I am looking forward to working with students at all levels and backgrounds who share an interest in mathematics, software, or data. ... View Profile

My research is broadly speaking in the area of Nonlinear Partial Differential Equations with applications to physics and materials science. Specifically, I am interested in applying comprehensive techniques from nonlinear partial differential equations, calculus of variations and geometric measure theory to understand complex singularity structures in certain physical systems, including superconductors, liquid crystals, thin film blisters, convection pattern formations and some systems described by hyperbolic conservation laws. The studies of these systems are highly interdisciplinary. ... View Profile

My research in applied statistics focuses on methods for causal inference using large, administrative datasets, primarily with applications in learning sciences and social sciences. I have developed and worked on methods combining machine learning with design-based analysis of randomized trials and matched observational studies, principal stratification and mediation analysis using log data from intelligent tutoring systems, and regression discontinuity designs. ... View Profile

What is a better way of learning, soaking knowledge up like a sponge or like a sieve? A sponge may be saturated quickly, while an appropriate sieve retains the valuable and discards the superfluous.  The essence of teaching is to enable the student to recognize the jewels in a subject, unearth them, and create a valuable collection.   View Profile

I am an applied mathematician specializing in the field of financial mathematics and engineering. Currently, I am most interested in problems involving modeling with stochastic volatility and the implied volatility surface. Another topic of my research interests lies in delegated portfolio optimization and the role played by incentive schemes paid to fund managers. ... View Profile

My main research area of interest is mathematical modeling of problems in scientific and engineering applications. Recent examples include heat transfer properties in patterned liquid-cooled electronics, heat transfer in geothermal energy harnessing applications, and inter-facial pattern formation on thin fluid films and sheets. The mathematical content of these problems focus on, but are not limited to, continuum mechanics, free-boundary problems, nonlinear partial differential equations, and nonlinear differential equations. ... View Profile

Professor Volkov's research is on Partial Differential Equations theory, Integral Equations theory, and asymptotic and numerical methods. He is interested in abstract existence and uniqueness questions as well as inverse problems and their numerical solutions. He has collaborated with geophysicists and engineers to work on problems related to electromagnetic theory, or seismology. He has published over 30 research papers in prestigious scientific journals. He has taught all levels of math classes, such as Linear Algebra II, Introduction to Analysis, and Graduate Analysis. ... View Profile

My research involves analysing size and shape development in biological processes. The form of living systems can be affected by growth and internal force, so it is important to know how they are patterned spatial-temporally. To do this, I develop deterministic approximate inference schemes using static and live imaging data; and develop mathematical models and numerical methods to describe tissue growth and morphogenesis. My research at WPI has attracted interest from all levels of students, and they have become enthusiastic and creative contributors. View Profile

I enjoy teaching and I love interactions with students. In teaching, I teach students how I think and learn their views of my research fields. My current interest is to investigate numerically the propagation of noise using models of stochastic differential equations arising in various applications, especially in  fluid dynamics, biology, and finance. The research is two fold: one is to construct efficient and stable numerical methods to solve stochastic differential equations; the other is to evaluate the constructed and existing methods through theoretical analysis. View Profile