Jun Lu
School of Mathematics
Georgia Institute of Technology
Atlanta, GA, 30332
Email: jlu39@math.gatech.edu
Office: 225A, Skiles
Research Interests
I'm currently a third year Ph.D student under the supervision of professor Haomin Zhou. My main interest is to design algorithms and numerical methods for problems that can be solved using stochastic techniques or differential equations. The areas of application I am working on include path planning problems and stochastic control and optimization in finance. For more information and publications, see:
- Level Set Methods
- Random Dynamical System
- Computation of Partial Differentail Equations and Stochastic Differential Equations
- Optimization
Teaching
- Summer 2012: Probability and Statistics
- Spring 2012: Applied Combinatorics
- Summer 2011: Linear and Discrete Math
- Spring 2011: Calculus II
- Fall 2010: Differential Equations
- Summer 2010: Differential Equations
- Spring 2010: Calculus III
Personal
Check my Blog for some interesting stuff.