Charles Tier, Ph.D.
Senior Lecturer
Applied Mathematics
Office: Engineering 1, Room 212
10 W. 32nd Street
Chicago, IL 60616
Office Hours: MWF 12:45 - 1:45 pm or by appointment
Phone: 312.567.3523
Fax: 312.567.3135
Email:
ctier_AT_iit_DOT_edu
Web:
http://www.iit.edu/~ctier
Expertise
- Asymptotic and singular perturbation methods, applied stochastic modelling, queueing theory, computational finance, mathematical biology.
Education
- Ph.D. in Applied Mathematics - Courant Institute at New York University
Curriculum Vitae
Research & Major Accomplishments
Current Projects
Awards/Honors
Patents
Books
Selected Publications
- The log and variance swap contracts under the CEV process, with R. Jordan, submitted for publication.
- Computing the stability regions of Hill's equation, with S. V. Simakhina, Applied Mathematics and Computation 162, 2005, 639-660.
- A dynamic priority queue model for simultaneous service of two traffic types, with D. I. Choi and C. Knessl, SIAM Journal on Applied Mathematics, 63, 2002, 398-422.
- A simple fluid model for servicing priority traffic, with C. Knessl, IEEE Transactions on Automatic Control, 46, 2001, 909-914.
- A queueing system with queue dependent service times, with applications to cell discarding in ATM newtorks, with D. I. Choi and C. Knessl, Journal of Applied Mathematics and Stochastic Analysis, 12, 1999, 35-62.