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Bertram Duering
Reader in Mathematics (Mathematics)
Co-convenor, MSc Financial Mathematics and MSc Corporate and Financial Risk Management
E:
T: +44 (0)1273 873591


Research

  • Numerics, modelling and analysis of partial differential equations
    • Kinetic and mean-field models for complex socio-economic systems and data-rich phenomena, e.g. wealth distribution and opinion formation in human societies
    • Structure-preserving numerical methods for nonlinear partial differential equations with an underlying gradient flow structure
    • High-order compact finite difference methods
    • Dimensional splitting methods for nonlinear partial differential equations
    • Higher-order nonlinear partial differential equations
  • Financial mathematics
    • Computational finance
    • Models for pricing financial derivatives
    • Calibration, optimal control of partial differential equations

For more information, visit my personal homepage.