Terence Chi-Shen Tao is an Australian mathematician. He is a professor of mathematics at the University of California, Los Angeles (UCLA), where he holds the James and Carol Collins chair. His research includes topics in harmonic analysis, partial differential equations, algebraic combinatorics, arithmetic combinatorics, geometric combinatorics, probability theory, compressed sensing and analytic number theory.
Kiyosi Itô was a Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder of so-called Itô calculus.
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.
Lloyd Nicholas Trefethen is an American mathematician, professor of numerical analysis and head of the Numerical Analysis Group at the Mathematical Institute, University of Oxford.
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.
Charles Rogers Doering was a professor of mathematics at the University of Michigan, Ann Arbor. He is notable for his research that is generally focused on the analysis of stochastic dynamical systems arising in biology, chemistry and physics, to systems of nonlinear partial differential equations. Recently he had been focusing on fundamental questions in fluid dynamics as part of the $1M Clay Institute millennium challenge concerning the regularity of solutions to the equations of fluid dynamics. With J. D. Gibbon, he notably co-authored the book Applied Analysis of the Navier-Stokes Equations, published by Cambridge University Press. He died on May 15, 2021.
Avner Friedman is Distinguished Professor of Mathematics and Physical Sciences at Ohio State University. His primary field of research is partial differential equations, with interests in stochastic processes, mathematical modeling, free boundary problems, and control theory.
Robert Leamon Bryant is an American mathematician. He works at Duke University and specializes in differential geometry.
Andrew M. Stuart is a British and American mathematician, working in applied and computational mathematics. In particular, his research has focused on the numerical analysis of dynamical systems, applications of stochastic differential equations and stochastic partial differential equations, the Bayesian approach to inverse problems, data assimilation, and machine learning.
Helge Holden is a Norwegian mathematician working in the field of differential equations and mathematical physics. He was Praeses of the Royal Norwegian Society of Sciences and Letters from 2014 to 2016.
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.
Peter K. Friz is a mathematician working in the fields of partial differential equations, quantitative finance, and stochastic analysis.
Weinan E is a Chinese mathematician. He is known for his pathbreaking work in applied mathematics and machine learning. His academic contributions include novel mathematical and computational results in stochastic differential equations; design of efficient algorithms to compute multiscale and multiphysics problems, particularly those arising in fluid dynamics and chemistry; and pioneering work on the application of deep learning techniques to scientific computing. In addition, he has worked on multiscale modeling and the study of rare events.
Gui-Qiang George Chen is a Chinese-born American-British mathematician. Currently, he is Statutory Professor in the Analysis of Partial Differential Equations, Director of the Oxford Centre for Nonlinear Partial Differential Equations, and Director of the EPSRC Centre for Doctoral Training in Partial Differential Equations at the Mathematical Institute, and Professorial Fellow at Keble College, located at the University of Oxford, as well as Life Member of Clare Hall, University of Cambridge.
In stochastic analysis, a rough path is a generalization of the notion of smooth path allowing to construct a robust solution theory for controlled differential equations driven by classically irregular signals, for example a Wiener process. The theory was developed in the 1990s by Terry Lyons. Several accounts of the theory are available.
Donald Andrew Dawson is a Canadian mathematician, specializing in probability.
Marta Sanz-Solé is a Catalan mathematician specializing in probability theory. She obtained her PhD in 1978 from the University of Barcelona under the supervision of David Nualart.
Thomas G. Kurtz is an American emeritus professor of Mathematics and Statistics at University of Wisconsin-Madison known for his research contributions to many areas of probability theory and stochastic processes. In particular, Kurtz’s research focuses on convergence, approximation and representation of several important classes of Markov processes. His findings appear in scientific disciplines such as systems biology, population genetics, telecommunications networks and mathematical finance.
Panagiotis E. Souganidis is an American mathematician, specializing in partial differential equations.
Alexander "Sandy" Munro Davie is a Scottish mathematician and was the chess champion of Scotland in 1964, 1966, and 1969.
