Jun Lu

School of Mathematics
Georgia Institute of Technology
Atlanta, GA 30332
Office: Skiles 225A
Email: jlu39@math.gatech.edu

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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 Systems
• Computation of Partial Differential Equations and Stochastic Differential Equations
• Optimization

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Teaching

• 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

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Personal and Other Interests

• Emacs