[ Research Interests and Curriculum Vitae |
Publications | Distinctions, Awards and Grants | Invited Talks and Conferences | Teaching
| Links]
In July 2009, I'm joining the faculty at the Division of Applied Math, Brown University as a Prager assistant professor. Before moving to Providence, I spent five amazing years as a PhD student at the University of Maryland at College Park, advised by Professor Mark Freidlin. My undergraduate studies were in Applied Mathematics and Physics at the National Technical University of Athens in Greece
(NTUA).
My research focuses on Probability Theory, Stochastic Processes and PDE's and mostly on asymptotic problems.
Research interests:
My research lies broadly in the area of probability theory and asymptotic problems for stochastic processes and partial differential equations . In particular:
- Stochastic Processes and Partial Differential Equations. In particular:
- Asymptotic Problems for Stochastic Processes and Partial Differential Equations (PDE's)
- Reaction-Diffusion Equations (RDE's) and Wave Front Propagation
- Asymptotic problems for stochastic PDE's and in particular for stochastic RDE's
- Statistical Inference for Stochastic Processes and Sequential Analysis
- Applications to:
- Propagation in Thin Waveguides
- Mathematical Biology
- Financial Mathematics
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Publications:
- "Wiener Process with Reflection in Nonsmooth Narrow Tubes", 2008, submitted
- "Reaction Diffusion Equations with Non-Linear Boundary Conditions in Narrow Domains",
(with Mark Freidlin), 2008, Asymptotic Analysis, Volume 59, Number 3-4, pp.227-249 article in pdf [with corrected misprints]
- "A note on the Smoluchowski- Kramers
approximation for the Langevin equation with reflection", 2007, Stochastics and Dynamics, Vol. 7, No. 2,
141-153 ( SD )[copyright World Scientific Publishing Company]
: article in pdf
- "Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General Levy Process", 2008, in preparation, part of it is on the [ArXiv]
- "Large Deviations Principle for a Large Class of One-Dimensional Homogeneous Strong Markov Processes", 2009, in preparation.
Other Publications:
- PhD Thesis. "Asymptotic problems for stochastic processes with reflection and related PDE's", University Of Maryland, College Park, USA, May 2009,
Thesis
Advisor: Professor Mark Freidlin.
- M.A. scholarly paper. "The Smoluchowski-Kramers approximation for the Langevin equation with reflection in 1-D", University Of Maryland, College Park, USA, May 2006,
Scholarly paper
Advisor: Professor Mark Freidlin.
- Undergraduate thesis. "Extension of Ito Formulae to Sobolev Spaces and some Applications", National Techincal University
of Athens, Greece,June 2004, Thesis in Greek
Advisor: Professor Ioannis Spiliotis.
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Distinctions, Awards and Grants:
- 2008-2009, Monroe Martin Talk Award in the presentation competition of the Spotlight on Graduate Research at the University of Maryland.
- Fall 2008, Awarded Department of Mathematics Dissertation Fellowship, University of Maryland.
- 2007-2008, Seymour Goldberg Paper Award in the written competition of the Spotlight on Graduate Research at the University of Maryland.
- 2007, Levermore Foundation Travel Grant, University of Maryland.
- 2006, Goldhaber Travel Grant, Graduate School, University of Maryland.
- 2004-2006, Block Grant Fellowship from the Department of Mathematics
of the University of Maryland.
- 2004-2005, Award from Eygenidio Foundation for outstanding Greek Students that
are pursuing graduate studies.
- 2003-2005, Three times awarded from the Technical Chamber of Greece for academic excellence
at the School of Applied Mathematics and Physical Sciences of the National Technical
University of Athens, Greece.
- 2003-2005, Three times awarded from the Greek State Scholarships Foundation for academic
excellence at the School of Applied Mathematics and Physical Sciences of the National
Technical University of Athens, Greece.
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Invited Talks and Lectures:
- April 2009, Invited talk at the Department of Mathematics at the University of Illinois at Urbana-Champaign.
Title: Reaction-Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains and Wave Front Propagation.
- April 2009, Invited talk at the Department of Statistics at Warwick University.
Title: Reaction-Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains and Wave Front Propagation.
- January 2009, Invited talk at the Department of Statistics and Applied Probability and the Center for Financial Mathematics and Statistics (CRFMS) at the University of Santa Barbara.
Title: Reaction-Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains and Wave Front Propagation.
- October 2008, Talk at the Applied Partial Differential Equations Research Interaction Team (RIT) at the University of Maryland.
Title: Reaction-Diffusion Equations in Narrow Domains and Wave Front Propagation.
- September 2008, Invited talk at the School of Applied Mathematics and
Physics of the National Technical University
of Athens, Greece
Title: Reaction-Diffusion Equations with Non-Linear Boundary
Conditions in Narrow Tubes and Wave Front Propagation.
- May 2008-2007, Invited lectures on Advanced Analytic Methods with Applications (Graduate course at the University of Maryland)
Title: Lectures in homogenization with probabilistic methods.
- May 2008, Invited talk at the Graduation Conference at the University of Maryland.
Title: Reaction Diffusion Equations with Non-Linear Boundary Conditions in Narrow Domains. (presentation)
- April 2008, Invited talk at the Graduate Research Interaction Day at the University of Maryland.
Title: Wave Front Propagation In Narrow Domains.
- November 2007, Talk at the Mathematical Finance Research Interaction Team (RIT) at the University of Maryland.
Title: Log Prices following General Levy Driven Ornstein- Uhlenbeck Processes.
- September 2007, Invited talk at the Graduate Students Statistics and Probability seminar at the University of Maryland.
Title: Probabilistic Approach in Homogenization: An Introduction. (presentation)
- September 2007, Invited talk at the Summer School ''De Ludo Aleae''
on probability, Universita' ``La Sapienza'' Roma, Italy.
Title: Reaction Diffusion Equations with Non-Linear Boundary Conditions in Narrow Domains. (presentation)
- June 2006, Invited talk at the Workshop: Large Scale Stochastic Dynamics
and Interaction with Kinetic Theory, Foundation for Research and Technology, Heraklion Crete, Greece.
Title: The Smoluchowski-Kramers approximation for the Langevin equation with reflection. (presentation)
Some other Seminars and Conferences that I have attended:
- June 9-13, 2008, Participant at The 12th International Conference on Hyperbolic Problems: Theory, Numerics, Applications CSCAMM, University of Maryland at College Park.
- February 21-22 2008, Participant at the February Fourier Talks at the University of Maryland at College Park.
- April 13-15 2007, Minicourse in C++ by Daniel Duffy: Preparation for a Life in Quantitative Finance.
- October 2006, Participant at the Mathematical Finance Conference in honor of the 60th Birthday of Dilip B. Madan,
University of Maryland, College Park, USA.
Seminars at University of Maryland:
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Graduate Teaching Experience:
Undergraduate Teaching Experience:
- Summer 2008, Instructor for Calculus I (Math 140-University of Maryland at College Park)
- Spring 2008, Discussion leader for College Algebra (Math 113-University of Maryland at College Park)
- Spring 2007, Discussion leader for Intoduction to Differential Equations (Math 246-University of Maryland at College Park)
- Fall 2006, Discussion leader for Calculus III (Math 241-University of Maryland at College Park)
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Other Links:
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The more I study, the more I know. The more I know, the more I forget. The more I forget, the less I know... So why I study?
