Research

Research

The Centre for Industrial and Applied Mathematics research strengths lie in four areas:

The following list of projects illustrates the breadth of CIAM research.


Modelling

Electrokinetics of concentrated colloidal dispersions
Contact: Lee White

Extensional flow of viscous filaments
Contact: Bronwyn Hajek


Finance, risk and stochastic modelling

Approximate hedging in incomplete markets
Contact: Gerald Cheang

American-style option pricing
Contact: Gerald Cheang

Stochastic volatility and jump-diffusion models
Contact: Gerald Cheang

Detecting hidden terrorist cells in high dimensional communications networks
Contact: Belinda Chiera

Motor vehicle emissons inventory modelling
Contact: Belinda Chiera

Modelling the El Nino Southern Oscillation
Contact: Belinda Chiera

Credit migration modelling
Contact: Malgorzata Korolkiewicz

Spread and basket option pricing
Contact: Malgorzata Korolkiewicz

Hidden Markov models
Contact: John van der Hoek

Expert opinions
Contact: John van der Hoek

Spatial statistics
Contact: John van der Hoek

Filtering
Contact: John van der Hoek

Malliavin calculus and white noise analysis
Contact: John van der Hoek

Dependence modelling
Contact: John van der Hoek

Real options
Contact: John van der Hoek


Scheduling and control

Energymiser: Saving energy and improving timekeeping on trains
Contact: Peter Pudney

Adaptive rescheduling of airline flights
Contact: Kevin White

Scheduling for railways and underground mines
Contact: Peter Pudney

Smart charging of electric vehicles
Contact: Peter Pudney

Water management
Contact: Julia Piantadosi


Analysis

Numerical methods for multiobjective optimization and control
Contact: Regina Burachik

Inexact restoration methods for optimal control
Contact: Yalcin Kaya

Duality for optimization in Banach spaces and an application to optimal control problems
Contact: Regina Burachik

Generalized Lagrangian duality for nonsmooth optimisation
Contact: Regina Burachik

Generalized Newton method for nonlinear equations
Contact: Regina Burachik

Interpolation via Optimal Control Theory
Contact: Yalcin Kaya

Computational techniques for signal and image processing
Contact: Anatoli Torokhti

Complex analysis: Harmonic measure and Brownian motion in planar regions
Contact: Lesley Ward

New Lagrangian formulations of the solution of nonsmooth and nonconvex problems
Contact: Regina Burachik

Linear and nonlinear operators
Contact: Phil Howlett

Duality, singular perturbations and numerical analysis in infinite dimensional linear programming problems related to problems of control of nonlinear dynamical systems
Contact: Vladimir Gaitsgory

Linear programming approach to nonlinear deterministic and stochastic control problems: perturbations methods and numerical analysis
Contact: Vladimir Gaitsgory

Areas of study and research

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