Bertram Düring Professor of Mathematics Director of Graduate Studies, Mathematics Director of Mathematics Centre for Doctoral Training Office: C1.19 Email: Bertram.During@warwick.ac.uk

 

Teaching Responsibilities 2023/24:

Term 2: MA908 Partial Differential Equations in Finance

Research Interests: applied and computational partial differential equations: modelling, analysis, numerical analysis and optimal control, with a particular interest in applications from finance and socio-economics

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Personal Homepage: homepages.warwick.ac.uk/staff/Bertram.During

Selected recent publications:

• B. Düring, J. Evans and M.-T. Wolfram.
  Steady states of an Elo-type rating model for players of varying strength.
  Kinet. Relat. Models 17(2) (2024), 209-233.
• B. Düring, N. Georgiou, S. Merino-Aceituno and E. Scalas.
  Continuum and thermodynamic limits for a simple random-exchange model.
  Stochastic Process. Appl. 149 (2022), 248-277.
• B. Düring and O. Wright.
  On a kinetic opinion formation model for pre-election polling.
  Phil. Trans. R. Soc. A 380 (2022), 20210154.
• J.A. Carrillo, B. Düring, L.M. Kreusser and C.-B. Schönlieb.
  Equilibria of an anisotropic nonlocal interaction equation: analysis and numerics.
  Discrete Contin. Dyn. Syst. Ser. A 41(8) (2021), 3985-4012.
• B. Düring, M. Torregrossa and M.-T. Wolfram.
  Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects.
  J. Nonlinear Sci. 29(3) (2019), 1095-1128.
• B. Düring and A. Pitkin.
  High-order compact finite difference scheme for option pricing in stochastic volatility jump models.
  J. Comput. Appl. Math. 355 (2019), 201-217.
• J.A. Carrillo, B. Düring, D. Matthes and D.S. McCormick.
  A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes.
  J. Sci. Comput. 75(3) (2018), 1463-1499.
• B. Düring, L. Pareschi and G. Toscani.
  Kinetic models for optimal control of wealth inequalities.
  Eur. Phys. J. B 91(10) (2018), 265.
• M. Burger, B. Düring, L.M. Kreusser, P.A. Markowich and C.-B. Schönlieb.
  Pattern formation of a nonlocal, anisotropic interaction model.
  Math. Models Methods Appl. Sci. 28(3) (2018), 409-451.

Workshops/conferences/seminars:

• Speaker in minisymposium Analysis and Numerical Computations for Kinetic Models at International Conference on Scientific Computation and Differential Equations, 15–19 July 2024, National University of Singapore, Singapore
• Speaker in Imperial–UCL Numerics Seminar, 22 May 2024
• Speaker at Symposium Collective Models for Networked Particle Systems, 16 April 2024, University of Pavia, Italy
• Speaker at NDNS+ session, Netherlands Mathematical Congress 2024, 2–3 April 2024, Lunteren, Netherlands
• Speaker at KineticNet 2nd workshop, 21–22 March 2024, Durham University
• Speaker at workshop Modeling, analysis, and control of multi-agent systems across scales, 22–26 January 2024, Centro De Giorgi, Pisa, Italy
• Speaker at workshop Gradient flows face-to-face 3, 11–14 September 2023, Lyon, France
• Speaker in minisymposium Interfaces between kinetic equations and many-agent social systems at 10th International Congress on Industrial and Applied Mathematics (ICIAM 2023), 20–25 August 2023, Tokyo, Japan
• Co-organiser of minisymposium Many-agent systems and mean-field models for socio-economic and life sciences dynamics at 10th International Congress on Industrial and Applied Mathematics (ICIAM 2023), 20–25 August 2023, Tokyo, Japan
• Speaker at BIRS-CMO workshop Kinetic Equations: Recent Developments and Novel Applications, 30 October–4 November 2022, Casa Matemática Oaxaca, Oaxaca, Mexico
• Speaker in minisymposium Structure preserving methods for evolution equations, Equadiff 15, 11–15 July 2022, Brno, Czech Republic
• Speaker at workshop Contemporary trends in kinetic theory and nonlinear PDEs, 11–12 July 2022, Pavia, Italy
• Speaker at workshop Frontiers in numerical analysis of kinetic equations, 23–27 May 2022, Isaac Newton Institute, Cambridge
• Invited participant in Frontiers in kinetic theory: connecting microscopic to macroscopic scales – KineCon 2022 programme, 4 January–24 June 2022, Isaac Newton Institute, Cambridge

Recent research grants:

• Royal Society International Exchanges Kinetic opinion formation models for digital societies (Co-I, PI: M.-T. Wolfram), 03/2022–07/2024
• Travel grant LMS-8ECM, financed by London Mathematical Society, 03/2021
  
• Novel discretisations for higher-order nonlinear PDE, Research Project Grant by The Leverhulme Trust (principal investigator), 09/2015–08/2019