Ford Foundation Professor Emeritus of Applied Mathematics, Professor of Applied Mathematics (Research)


I obtained my Ph.D. from Moscow State Lomonosov University.  My central  interests are in stochastic partial differential equations (SPDEs) and their applications. As its name suggests, SPDEs is an interdisciplinary area at the crossroads of stochastic processes and partial differential equations.  In recent years, my research has focused on the development of spectral methods, in particular, the Wiener Chaos expansions for SPDEs. Applications of  SPDEs to fluid dynamics in turbulent flows and nonlinear filtering (Hidden Markov Models) for spatial-temporal processes are the applications of SPDEs in which I am most interested.  


Brown Affiliations

Research Areas