Research interests
Stochastic processes, partial differential equations.

Dr. Ewald earned his PhD at Indiana University under the direction of Roger Temam. He is interested in just about any aspect of stochastic processes, especially stochastic ordinary and partial differential equations, their numerical approximation, and their application to physical and financial models, including the fluid dynamics of the atmosphere and ocean, stochastic volatility models, and partial differential equations driven by space-time white noises.

Brian Ewald
Brian Ewald
Financial Mathematics Affiliated Faculty
Selected papers
Computing expected transition events in reducible Markov chains, Ewald, Brian D, Humpherys, Jeffrey, West, Jeremy M, SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, 2009.
On modelling physical systems with stochastic models: diffusion versus Levy processes, Ewald Brian and Cécile Penland, Philosophical transactions. Series A, Mathematical, physical, and engineering sciences, 2008.
Accurate integration of stochastic climate models with application to El Niño, Ewald, Brian, Cécile Penland, and Roger Temam, Monthly weather review 132.1, 2004, 154-164.
Department of Mathematics

1017 Academic Way

Florida State University

Tallahassee, FL 32306-2180

Phone: (850) 644-5805
Fax: (850) 644-4053