Professor of Mathematics
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
Personal Homepage: homepages.warwick.ac.uk/staff/Bertram.During
Most relevant 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, 2023.
- 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, M. Fischer and M.-T. Wolfram.
An Elo-type rating model for players and teams of variable strength.
Phil. Trans. R. Soc. A 380 (2022), 20210155.
- 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.
- Invited participant in Frontiers in kinetic theory: connecting microscopic to macroscopic scales – KineCon 2022 programme, 4 January–24 June 2022, Isaac Newton Institute, Cambridge
- Speaker at workshop Frontiers in numerical analysis of kinetic equations, 23–27 May 2022, Isaac Newton Institute, Cambridge
- Speaker at workshop Contemporary trends in kinetic theory and nonlinear PDEs, 11–12 July 2022, Pavia, Italy
- Speaker in minisymposium Structure preserving methods for evolution equations, Equadiff 15, 11–15 July 2022, Brno, Czech Republic
- Speaker at BIRS-CMO workshop Kinetic Equations: Recent Developments and Novel Applications, 30 October–4 November 2022, Casa Matemática Oaxaca, Oaxaca, Mexico
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 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
Speaker at workshop Gradient flows face-to-face 3, 11–14 September 2023, Lyon, France
- Speaker at workshop Modeling, analysis, and control of multi-agent systems across scales, 22–26 January 2024, Centro De Giorgi, Pisa, Italy
Recent research grants:
- Royal Society International Exchanges Kinetic opinion formation models for digital societies (Co-I, PI: M.-T. Wolfram), 03/2022–03/2024
- 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