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 Fehribach has taught and led mathematical research efforts at WPI since 1992. If you are interested in his work, please contact him directly. His research works with Kirchhoff graphs, representing that the null and row spaces of a matrix are orthogonal complements. When the matrix is the stoichiometric matrix for a chemical reaction network, the Kirchhoff graph is effectively a circuit diagram for that reaction network. View Profile

Arthur Heinricher is Interim Provost and Senior Vice President, as well as a Professor of Mathematical Sciences. Previously the Dean of Undergraduate Studies, he was responsible for ensuring the quality and effectiveness of all aspects of the undergraduate experience at WPI, providing leadership and working with the faculty to implement new undergraduate curricular and structural changes. Together with the Dean of Students, he works to ensure an appropriate balance and synergy between academics and student life. ... View Profile

  My research interest includes stochastic calculus, stochastic differential equations, and related applications in quantitative finance. Specifically, I work in the Malliavin calculus of Brownian motion, fractional Brownian motion, and Lévy processes. We establish new series representations of martingales, which are widely applicable in pricing and hedging problems in finance. I also study stochastic differential equations driven by non-Markovian time-changed Brownian motion and the approximation schemes for their solutions. 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

Teaching is an art. It is something you develop within yourself. It needs hard work, time, creativity and dedication. Giving clear and understandable lectures, facilitating group activities, and interacting with students are all important parts of my teaching. My objectives as a statistics educator are: (1) to teach students about statistical tools and how to use them correctly, (2) to expose students to the structure of statistical analysis, and (3) to teach students how to communicate statistical results and concepts to a variety of audiences. ... 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

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 is in the field of Mathematical Finance, which aims at building probabilistic models that provide insights into the behavior of financial market participants, and developing the underlying mathematical theories. My work focuses on the optimal investment and consumption policies in various market settings. I received my Ph.D. in Mathematics from Boston University in 2013, and spend the next two years in the University of Michigan at Ann Arbor as a Postdoctoral Assistant Professor, before joining WPI as a tenure track Assistant Professor. ... View Profile

My research interests lie within the fields of commutative and non-commutative probability theory, and their applications in biology and physics. I am particularly interested in the developing theory of stochastic and quantum simulations. My current work with Professors Andrea Arnold and Sarah Olson focuses on developing parameter estimation techniques for stochastic growth models in biology. ... View Profile

Professor Wu's research interest lies in applying the power of statistical science to promote biomedical researches. In statistical genetics, he is developing novel statistical theory and methodology to analyze genome-wide association (GWA) data and deep (re)sequencing data to hunt new genetic factors for complex human diseases. In epigenetics, he is studying gene expression regulation mechanisms through chromatin interaction, and RNA silencing pathways in the developmental stages of germ-line cells. ... View Profile