Professor Bertram Düring
Teaching Responsibilities 2020/21:
Term 2: MA3G1 Theory of PDEs
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
Most relevant recent publications:
- 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, 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, 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.
- 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.
- B. Düring and J. Miles.
High-order ADI scheme for option pricing in stochastic volatility models.
J. Comput. Appl. Math. 316 (2017), 109-121.
- Workshop on Continuum Models and Optimisation for Deep Neural Networks, BIRS, Banff, 2021
- Workshop on Kinetic equations: recent developments and novel applications, CMO, Oaxaca, 2021
- Co-organiser (with M.-T. Wolfram) of minisymposium Inverse problems and optimal control for mean-field models in socio-economics, IFIP TC7 Conference on System Modelling and Optimization, 30 August–3 September 2021, Quito, Ecuador
- Workshop Contemporary trends in kinetic theory and nonlinear PDEs, Pavia, 2021
Recent research grants:
- Travel grant LMS-8ECM, financed by London Mathematical Society, 07/2020
- Novel discretisations for higher-order nonlinear PDE, Research Project Grant by The Leverhulme Trust (principal investigator), 09/2015–08/2019
Personal Homepage: homepages.warwick.ac.uk/staff/Bertram.During