Institute for Mathematics and its Applications

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Optimal stopping problem Mathematics
Composite materials Engineering & Materials Science
Reflected backward stochastic differential equation Mathematics
Composite media Mathematics
Interface problems Mathematics
Stopping time Mathematics
Modulus of continuity Mathematics
Stochastic optimization Mathematics

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Projects 2008 2012

Harmonic analysis
Partial differential equation
Numerical methods
Partial differential equation

Modern Mathematics Workshop at SACNAS

Shakiban, C.

The National Science Foundation


Project: Research project


Research Output 2004 2017

  • 4 Article
  • 1 Conference contribution

Multilayer diffusion in a composite medium with imperfect contact

Sheils, N. E. Jun 1 2017 In : Applied Mathematical Modelling. 46, p. 450-464 15 p.

Research output: Contribution to journalArticle

Composite materials
Composite media
Interface problems
Explicit solution
Heat conduction

On an optimal stopping problem of an insider

Bayraktar, E. & Zhou, Z. 2017 In : Theory of Probability and its Applications. 61, 1, p. 129-133 5 p.

Research output: Contribution to journalArticle

Optimal stopping problem
Reflected backward stochastic differential equation
Stopping time
Modulus of continuity
Stochastic optimization

Optimal control design for a reparable multi-state system

Hu, W. & Khong, S. Z. Jun 29 2017 2017 American Control Conference, ACC 2017. Institute of Electrical and Electronics Engineers Inc., p. 3183-3188 6 p. 7963437

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Optimal systems