Eberly College of Science Mathematics Department

Anna Mazzucato - Students

PhD Students

  1. 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 .
  2. 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.
  3. Wen Cheng*, Thesis project on Approximate Solutions to Parabolic Equations with applications to Volatility Models. Wen graduated December 2011.
  4. 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. 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. Stephen Thorton (2017-present), project on numerical solutions of PDEs.
  2. Ivan Cheng (2016-present), project on interest rate models.
  3. Simranjeet Singh (2016-2017), Honors Thesis: Approximating Parabolic PDEs with Applications to Financial Option Pricing.
  4. 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.
  5. Yifan Jiang (2013-2014), Project report: Finite Element Analysis of a One-dimensional Helmholtz Equation.
  6. 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).
  7. Anirban Roy* (2008-2010), Project report: On numerical methods for elliptic transmission eigenvalue problems, published in SIAM Undergraduate Research Online Vol. 4 (2011).
  8. Lance Boyer (Fall 2010), Maple Project on Taylor expansions and commutators of operators.
  9. 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 Grant DMS-1312727 and DMS-1615457.


  1. Javier Mosquera, project on numerical methods for parabolic equations (confinuing into the Fall 2017).
  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.
  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: Fri May 12 05:29:29 EDT 2017