PSU
Mark
Eberly College of Science Mathematics Department

Anna Mazzucato - Students

Postdocs

  1. Yuanyuan Feng, Chowla Research Assistant Professor (2019-2022), PDEs and fluid mechanics, PhD 2019, CMU, Adviser Gautam Iyer.

PhD Students

  1. Anping Pan (ongong), project on mixing and optimal tranposrt (co-advised with Alexei Novikov).
  2. Arum Lee (ongoing), project on elasticity and fault detection.
  3. Chao Tian, Thesis project on non-local derivative problems(co-adviser Qiang Du, Columbia). Chao graduated March 2022.
  4. Juan Batista, Thesis project on numerical methods for the Richards equation in Hydrology, co-adviser Ludmil Zikatanov (partially supported with funds from my NSF grant DMS-1615457). Juan graduated December 2019. Note on CONVERGENCE OF THE MODIFIED PICARD ITERATION FOR THE RICHARDS EQUATION.
  5. Yaji Zhang, Thesis project on parabolic transmission problems in corner domains, (partially supported with funds from my NSF grants DMS-1009713 and DMS-1312727). Yajie graduated August 2017 .
  6. Siyan Zhang, Thesis project on degenerate parabolic equations and the mean-reverting SABR model (partially supported with funds from my NSF grants DMS-1009713 and DMS-1312727). Siyan graduated August 2016.
  7. Wen Cheng*, Thesis project on Approximate Solutions to Parabolic Equations with applications to Volatility Models. Wen graduated December 2011.
  8. Qingqin Qu*, Thesis project on GFEM for Transmission Problems (partially supported with funds from my NSF grant DMS-0708902 and DMS-1009713). Qingqin graduated August 2012.

Master Students

  1. Federico Vesentini , University of Verona, Italy, graduated March 2018. Tesis title: The Dyson-Taylor commutator method applied to the CEV model: analytical and numerical results, co-supervisor, Adviser: Luca Di Persio.
  2. Giada Ruzza , University of Verona, Italy, graduated March 2017. Tesis title: Efficient approximation schemes to the solution of pricing problems for American type options, co-supervisor, Adviser: Luca Di Persio.

Graduate Research Assistants

  1. Chao Liang, Summer 2014, partially supported with funds from my NSF grant DMS-1009713 (PhD adviser Victor Nistor)
  2. Qingtian Zhang, 2013-2014, partially supported with funds from my NSF grant DMS-1009714 (PhD adviser Alberto Bressan).
  3. Carol Gaertner, 2011, partially supported with funds from my NSF grant DMS-1009714. Carol graduated with a Master in May 2012 (supervised by Victor Nistor).

Undergraduate Students.

  1. Hrishikesh Deshpande and Tianhao Zhao (2021-2022), option pricing models.
  2. Jiawei Wu (2020-2021), project on solution methods for interest rate models
  3. Zhengyang Shan (2019-2020), project on efficient solution methods for CIR/CEV models.
  4. Xinyu Wang (2017-2019), Honors Thesis: Interest Rate Models and Option Pricing.
  5. Ivan Cheng (2016-2017), project on interest rate models.
  6. Simranjeet Singh (2016-2017), Honors Thesis: Approximating Parabolic PDEs with Applications to Financial Option Pricing.
  7. Bingqian Lu (2011-2014), Honors thesis: TRANSFORMATION OPTICS METHODOLOGY REVIEW AND ITS APPLICATION TO ANTENNA LENS DESIGNS . Past Project: Monte Carlo simulations and option pricing.
  8. Yifan Jiang (2013-2014), Project report: Finite Element Analysis of a One-dimensional Helmholtz Equation.
  9. Matt Fennema* (Fall 2011) and Luke Edwards* (2011-present), Project report: A GREEN'S FUNCTION NUMERICAL METHOD FOR SOLVING PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS, SIAM Undergraduate Research Online Vol. 9 (2016).
  10. Anirban Roy* (2008-2010), Project report: On numerical methods for elliptic transmission eigenvalue problems, published in SIAM Undergraduate Research Online Vol. 4 (2011).
  11. Lance Boyer (Fall 2010), Maple Project on Taylor expansions and commutators of operators.
  12. Fara Delitzky* (2007-2008), Project report: Numerical methods for elliptic equations and linear algebra.

* Students co-advised with Victor Nistor.

REU Students.

Funded by my NSF Grants DMS-1312727, DMS-1615457, DMS-1909103.

2022

  1. Ayodeji Odetola, project on machine learning and inverse problems (co-supevised with Leonid Berlyand).

2017-2019

  1. Stephen Thorton, project on MHD, Honors Thesis (2019): Helical Symmetry Solutions to the Equations of Magnetohydrodynamics.

2015

  1. Javier Mosquera, project on numerical methods for parabolic equations (confinuing into the Fall 2017).
2014
  1. Creed Reilly: project on solving a transmission problem for the 1D diffusion equation (poster)
  2. Adam stawski: project on unstable modes for the Kuramoto-Sivashinski equation.
2013
  1. Cory Grube and Patrick Mangan: Project on Application of the Finite Element Method to Poisson's equation (poster).
  2. Hongyuan Zhan and Yikun Zhao: Project on Visualization of mixing of a passive tracer by incompressible flows (poster).



© Anna Mazzucato
Last modified: Tues Jul 5, 11:29:40 EDT 2022