Carnegie Mellon University

Applied Analysis and Scientific Computing

  • Calculus of variations
  • Computational Mathematics
  • Numerical Analysis
  • Partial Differential Equations

    with applications in
    • Data Science
    • Fluid Dynamics
    • Imaging
    • Kinetic Theory
    • Materials Science

CNA

Applied Analysis and Scientific Computing

Faculty

Irene Fonseca
William J. Hrusa
Gautam Iyer
David Kinderlehrer
Giovanni Leoni
Robert Pego
Hayden Schaeffer
Jack Schaeffer
Dejan Slepčev
Shlomo Ta'asan
Ian Tice
Noel J. Walkington
Franziska Weber

Discrete Mathematics and Operations Research

  • Extremal combinatorics
  • Probabilistic method
  • Random Graphs and Randomized Algorithms
  • Ramsey theory
  • Topological methods in combinatorics

ACO

Discrete Mathematics and Operations Research

Faculty

Egon Balas
Tom Bohman
Boris Bukh
Gerard Cornuejols
Florian Frick
Alan Frieze
Po-Shen Loh
Wesley Pegden

Logic

  • Lambda-calculus and combinatory logic
  • Model theory
  • Semantics of programming languages
  • Descriptive set theory
  • Large cardinals, forcing and inner models
  • Type theory
Logic

Faculty

Clinton Conley
James Cummings
Rami Grossberg
Ernest Schimmerling
Richard Statman

Probability and Mathematical Finance

  • Diffusion approximations of queueing systems
  • Homogenization
  • Mathematical theory of finance
  • Stochastic control
  • Stochastic differential equations
  • Viscosity solutions of Hamilton-Jacobi-Bellman equations

BSCF MSCF

Probability and Mathematical Finance

Faculty

Yu Gu
Gautam Iyer
Dmitry Kramkov
John P. Lehoczky
Johannes Muhle-Karbe
Agoston Pisztora
Steven E. Shreve
Tomasz Tkocz