Mathematical Research at FSU
Computational Stochastics and Monte Carlo Methods
Stochastic methods is the focus of several researchers across various fields. Giray Okten works on the theory of Monte Carlo and quasi-Monte Carlo methods and their applications in computational finance and engineering problems. Yousuff Hussaini and Giray Okten consider applications of variance reduction techniques and model reduction in physical problems, such as simulation of fire models and uncertainty quantification. Xiaoming Wang is interested in the impact of noise on deterministic systems, and perturbation problems in random dynamical systems.