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


Personal

Check my Blog for some interesting stuff.