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flow pass a cylinder with Reynolds number 200. The simulation was done using the augmented immersed interface method.
RESEARCH
Probability, Stochastic Processes, and Financial Mathematics Faculty

Faculty Contact Information

H. Thomas Banks H. Thomas Banks
Distinguished University Professor and Drexel Professor of Mathematics
Director of CRSC;Co-Director of CQSB

PhD, Purdue University, 1967

Control and parameter estimation for delay and partial differential equations; computational methods; statistical and mathematical methods for inverse problems; modeling in biological and physical problems.

SIAM W.T. and Idalia Reid Prize; IEEE Fellow; Institute of Physics Fellow; NCSU Alumni Distinguished Graduate Professor; NCSU Alumni Outstanding Research Award; NCSU Distinguished Scholarly Achievement Award; IEEE-CSS Control Systems Technology Award; Purdue University Distinguished Alumni Award; Elected Chair, SIAM Board of Trustees (4 terms); ASME Best Paper Award; Amer. Chem. Soc Rubber Division Best Paper Award; Professeur Honoraire, Universite Compeigne, France; AFOSR Research Highlight; Turkish's Governor's Medal of Honor Award; President, NCSU Sigma Xi Society; Editorial Board, 12 journals in Applied Math and Biomath.

Robert Buche Robert Buche
Assistant Professor

PhD, Brown University, 2000

Stochastic processes, stochastic control, large deviations; applications to communication and operations research.

Kazufumi Ito Kazufumi Ito
Professor

PhD, Washington University, 1981

Optimal control and inverse problems for partial differential equations, control of Navier-Stokes equations, numerical partial differential equations, semigroup theory, dynamical systems in Banach spaces.

SIAM Outstanding Paper Prize (2006)

Min Kang Min Kang
Assistant Professor

PhD, Cornell University, 1998

Probability theory and stochastic processes, partial differential equations; interacting particle systems.

NC State Outstanding Teacher Award

Carl Meyer Carl Meyer
Professor

PhD, Colorado State University, 1968

Numerical analysis, matrix computations, Markov chains, information retrieval and web search, linear algebra and its applications.

Tao Pang Tao Pang
Assistant Professor

PhD, Brown University, 2002

Stochastic control, probability, mathematical finance.

Jeff Scroggs Jeff Scroggs
Associate Professor
Director of Undergraduate Programs
Interim Director of Financial Math Graduate Program

PhD, University of Illinois, 1988

Numerical analysis, financial mathematics, scientific computation, partial differential equations.

Jack Silverstein Jack Silverstein
Professor

PhD, Brown University, 1975

Probability, statistics; large-dimensional random matrices.

Fellow of the Institute of Mathematical Statistics

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