Department of Applied Mathematics
Faculty with a Primary or Secondary Interest in Applied Analysis
- Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar
- Stochastic and Multiscale Modeling and Computation Seminar
Recent Research Grants
- NSF DMS- 2309798 (PI S. Li), Collaborative Research: : Mathematical modeling and computation of morphological instabilities in reactive fluids driven out of equilibrium. Start date: 07/01/2023; End date: 06/30/26. $242,677. Shuwang’s Role: PI.
- NSF DMS- 2244553, REU Site: Summer Undergraduate Research Experience (SURE) at Illinois Tech. Start date: 05/01/2023; End date: 04/30/2026. $404,893. Shuwang’s Role: Senior personnel (PI: Yuhan Ding).
- NSF DMS-2205751 (PI S. Nadtochiy), 2022–2025.NSF CAREER Grant DMS-1855309 (PI S. Nadtochiy), 2017–2022.
- NSF DMS-1620449 (PI X. Li and Co-PI J. Duan): Theoretical and Numerical Studies of Nonlocal Equations Derived from Stochastic Differential Equations with Lévy Noises, 2016-2020.
- NSF DMS-1642545 (PI J. Duan and Co-PI X. Li): CBMS Conference: Nonlocal Dynamics — Theory, Computation and Applications, 2017-2018.
- Dong, H., Zhao, Z., Li, S. et al. Second Order Convergence of a Modified MAC Scheme for Stokes Interface Problems. J Sci Comput 96, 27 (2023). https://doi.org/10.1007/s10915-023-02239-w
- Tang, X., Li, S., Lowengrub, J.S. et al. Phase field modeling and computation of vesicle growth or shrinkage. J. Math. Biol. 86, 97 (2023). https://doi.org/10.1007/s00285-023-01928-2
- A. Barua, R. Chew, S. Li, et al. Sharp-interface problem of the Ohta-Kawasaki model for symmetric diblock copolymers, Journal of Computational Physics 481, 112032, (2023).https://doi.org/10.1016/j.jcp.2023.112032
- Z. Jin, Y. Cao, S. Li, W. Ying and M. Krishnamurthy. A Kernel-Free Boundary Integral Method for 2-D Magnetostatics Analysis. IEEE Transactions on Magnetics, vol. 59, no. 4, pp. 1-19, April 2023, Art no. 7400319, doi: 10.1109/TMAG.2023.3247444
- H Feng, A Barua, S Li, X Li. Boundary integral simulations of boundary layers in linear viscoelastic flow. Physics of Fluids 35, 023108 ( 2023). https://doi.org/10.1063/5.0138344
- Lu, MJ., Hao, W., Hu, B. et al. Bifurcation analysis of a free boundary model of vascular tumor growth with a necrotic core and chemotaxis. J. Math. Biol. 86, 19 (2023). https://doi.org/10.1007/s00285-022-01862-9
- G. Alonso Alvarez, S. Nadtochiy, and K. Webster “Optimal brokerage contracts in Almgren-Chriss model.” To appear in SIAM Journal on Financial Mathematics
- S. Nadtochiy and M. Shkolnikov “Stefan problem with surface tension: global existence of physical solutions under radial symmetry.” Probability Theory and Related Fields, published online, 2023
- S. Nadtochiy, M. Shkolnikov, and X. Zhang “Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem.” To appear in Annales de l’Institut Henri Poincare
- J.-F. Chassagneux, S. Nadtochiy, and A. Richou “Reflected BSDEs in non-convex domains.”Probability Theory and Related Fields, 183:1237-1284, 2022
- S. Nadtochiy “A simple microstructural explanation of the concavity of price impact. Mathematical Finance, 32(1):78-113, 2022
- I. Ekren and S. Nadtochiy “Utility-based hedging and indifference price of contingent claims in Almgren-Chriss model with temporary impact.” Mathematical Finance, 32(1):172-225, 2022
- F. Delarue, S. Nadtochiy and M. Shkolnikov “Global Solution to Super-cooled Stefan Problem with Blow-ups: Regularity and Uniqueness.” Probability and Mathematical Physics, 3(1):171-213, 2022
- S. Nadtochiy and M. Shkolnikov “Mean Field Systems on Networks, with Singular Interaction through Hitting Times.” Annals of Probability, 48(3):1520–1556, 2020
- R. Gayduk and S. Nadtochiy “Control-Stopping Games for Market Microstructure and Beyond.” Mathematics of Operations Research, 45:1289–1317, 2020