 |
Halil Mete Soner is a Turkish American mathematician born in Ankara and is the Normal John Sollenberger Professor at Princeton University. Soner's research interests are nonlinear partial differential equations; asymptotic analysis of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance. Currently he is working on mean field games and control and related nonlinear partial differential equations on Wasserstein spaces.
After graduating from the Ankara Science High School (Ankara Fen Lisesi), he started his university education at the Middle East Technical University in Ankara, later transferred to Boğaziçi University, Istanbul in 1977. He received a B.Sc. in mathematics and another in electrical engineering simultaneously in 1981, both in first-rank. Soner then attended Brown University in Providence, RI, U.S. on a research fellowship, where he obtained his M.Sc. (1983) and Ph.D. (1986) in applied mathematics. [1]
In 1985, Soner was research associate at the Institute for Mathematics and Applied Sciences in Minneapolis, MN and, assistant professor and then professor between 1986-1998 in the Department of Mathematical Sciences at the Carnegie Mellon University in Pittsburgh, PA. During 1997-1998 he was Research Associate at the Feza Gursey Institute for Basic Sciences in Istanbul and visiting professor of Mathematics at the Boğaziçi University, Istanbul and the University of Paris, Paris, France. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at Princeton University. Then, he moved to Koç University where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in Sabancı University. From 2009 to 2019 he was a Professor of Financial Mathematics at ETH Zürich. [2] Currently he is the chair of the department of Operations Research and Financial Engineering at Princeton. The meeting METE held in ETH Zurich in 2018 provides an account of his contributions. [3]
Soner co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control; Controlled Markov Processes and Viscosity Solutions (Springer-Verlag) in 1993, (second edition 2006). He authored or co-authored papers on nonlinear partial differential equations, viscosity solutions, stochastic optimal control, mathematical finance, martingale optimal transport and mean field games and control.
He received the TÜBITAK-TWAS Science award in 2002, was the recipient of an ERC Advanced Investigators Grant [4] in 2009 and the Alexander von Humboldt Foundation Research Award in 2014 and was elected as a SIAM Fellow in 2015.
He lives in Princeton with his wife Serpil and they have a son, Mehmet Ali.
The Hamilton-Jacobi-Bellman (HJB) equation is a nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function. Its solution is the value function of the optimal control problem which, once known, can be used to obtain the optimal control by taking the maximizer of the Hamiltonian involved in the HJB equation.
Pierre-Louis Lions is a French mathematician. He is known for a number of contributions to the fields of partial differential equations and the calculus of variations. He was a recipient of the 1994 Fields Medal and the 1991 Prize of the Philip Morris tobacco and cigarette company.
Lawrence Craig Evans is an American mathematician and Professor of Mathematics at the University of California, Berkeley.
Bernt Karsten Øksendal is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway.
Information-based complexity (IBC) studies optimal algorithms and computational complexity for the continuous problems that arise in physical science, economics, engineering, and mathematical finance. IBC has studied such continuous problems as path integration, partial differential equations, systems of ordinary differential equations, nonlinear equations, integral equations, fixed points, and very-high-dimensional integration. All these problems involve functions of a real or complex variable. Since one can never obtain a closed-form solution to the problems of interest one has to settle for a numerical solution. Since a function of a real or complex variable cannot be entered into a digital computer, the solution of continuous problems involves partial information. To give a simple illustration, in the numerical approximation of an integral, only samples of the integrand at a finite number of points are available. In the numerical solution of partial differential equations the functions specifying the boundary conditions and the coefficients of the differential operator can only be sampled. Furthermore, this partial information can be expensive to obtain. Finally the information is often contaminated by noise.
Moshe Zakai was a Distinguished Professor at the Technion, Israel in electrical engineering, member of the Israel Academy of Sciences and Humanities and Rothschild Prize winner.
Peng Shige is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance.
Sir Martin Hairer is an Austrian-British mathematician working in the field of stochastic analysis, in particular stochastic partial differential equations. He is Professor of Mathematics at EPFL and at Imperial College London. He previously held appointments at the University of Warwick and the Courant Institute of New York University. In 2014 he was awarded the Fields Medal, one of the highest honours a mathematician can achieve. In 2020 he won the 2021 Breakthrough Prize in Mathematics.
Nicolai Vladimirovich Krylov is a Russian mathematician specializing in partial differential equations, particularly stochastic partial differential equations and diffusion processes. Krylov studied at Lomonosov University, where he in 1966 under E. B. Dynkin attained a doctoral candidate title and in 1973 a Russian doctoral degree. He taught from 1966 to 1990 at the Lomonosov University and is since 1990 a professor at the University of Minnesota. At the beginning of his career he, in collaboration with Dynkin, worked on nonlinear stochastic control theory, making advances in the study of convex, nonlinear partial equations of 2nd order, which were examined with stochastic methods. This led to the Evans-Krylov theory, for which he received with Lawrence C. Evans in 2004 the Leroy P. Steele Prize of the American Mathematical Society. They proved the second order differentiability of the solutions of convex, completely nonlinear, second order elliptical partial differential equations and thus the existence of "classical solutions". He was in 1978 at Helsinki and in 1986 at Berkeley an invited speaker for the ICM. He received the Humboldt Research Award in 2001. In 1993 he was elected a member of the American Academy of Arts and Sciences (1993). He should not be confused with the mathematician Nikolay M. Krylov.
Wendell Helms Fleming was an American mathematician, specializing in geometrical analysis and stochastic differential equations.
Michael Grain Crandall is an American mathematician, specializing in differential equations.
Irena Lasiecka is a Polish-American mathematician, a Distinguished University Professor of mathematics and chair of the mathematics department at the University of Memphis. She is also co-editor-in-chief of two academic journals, Applied Mathematics & Optimization and Evolution Equations & Control Theory.
Viorel P. Barbu is a Romanian mathematician, specializing in partial differential equations, control theory, and stochastic differential equations.
Hitoshi Ishii, a Japanese mathematician, who is specialized in partial differential equations.
Darryl Holm is an American applied mathematician, and Professor of Applied Mathematics and Mathematical Physics in the Department of Mathematics at Imperial College London. He studied Physics at the University of Minnesota (1963-1967), and Physics and Mathematics at the University of Michigan (1967-1971). He joined the Theoretical Design Division of Los Alamos National Laboratory (LANL) in 1972 where he worked on the physics of strong shock waves and high-temperature hydrodynamic phenomena. At LANL Darryl also wrote his PhD dissertation entitled "Symmetry breaking in fluid dynamics: Lie group reducible motions for real fluids", receiving his PhD in 1976, supervised by Roy Axford. A result discovered in this work was later used to substantiate the accuracy of the Los Alamos on-site yield verification method (CORRTEX) for the US-USSR Threshold Test Ban Treaty (TTBT). In 1980, Darryl moved to the Theoretical Division, where he helped found the Center for Nonlinear Studies and served as one of its acting directors.
Robert Ronald Jensen is an American mathematician, specializing in nonlinear partial differential equations with applications to physics, engineering, game theory, and finance.
Panagiotis E. Souganidis is an American mathematician, specializing in partial differential equations.
Osman Alp Eden is a Turkish mathematician, scientist and professor of mathematics. He is a retired member of the Boğaziçi University Mathematics Department in Istanbul, Turkey.
Assyr Abdulle was a Swiss mathematician. He specialized in numerical mathematics.
Ulisse Stefanelli is an Italian mathematician. He is currently professor at the Faculty of Mathematics of the University of Vienna. His research focuses on calculus of variations, partial differential equations, and materials science.
| International | |
|---|---|
| National | |
| Academics | |
| Other | |
