Travel is fatal to prejudice, bigotry, and narrow-mindedness, and many of our people need it sorely on these accounts. Broad, wholesome, charitable views of men and things cannot be acquired by vegetating in one little corner of the earth all one's lifetime.
-- Mark Twain

Everyone knows that debugging is twice as hard as writing a program in the first place. So if you're as clever as you can be when you write it, how will you ever debug it?
-- Brian W. Kernighan

Ilya Timofeyev
Professor
Graduate Director
University of Houston
Department of Mathematics
651 Philip G. Hoffman Hall
Houston, TX 77204-3008

Email :

Office : PGH 651D

UH Library,     Academic Calendar.


Research Group Meeting

Monday 2:30 - 3:30 651G

Schedule:

February 26 - Xi Chen presenting the paper by Sura and Barsugli
March 5 - Xi Chen presenting her research "Consistency and Convergence of non-parametric estimation of drift and diffusion coefficients in SDEs from long stationary time-series"
March 12 - Spring Holiday
March 19 - Mohammad Daneshvar, "Deterministic Model of Information Flow for HPC", private report by C. Hauck, ORNL
March 26 - Mohammad Daneshvar presenting his research, "Stochastic Models of Information flow for HPC and recent results"
April 9 - Jeric Alcala, paper by I. Timofeyev and K. Nimsaila on Markov chain parametrizations
April 23 - I. Timofeyev, "Averaging and Homogenization for SDEs"
April 30 - I. Timofeyev, "Averaging and Homogenization for SDEs"

Information for Grad Students

Grad Student Seminar and other Events, Slides from the Orientation, etc.

Stochastic Processes Seminar


Research Interests

  • stochastic processes
  • applied mathematics and numerical simulations of partial differential equations
  • stochastic modeling of large scales in atmospheric fluid dynamics
  • applications of stochastic processes in finance
  • multi-agent spatially extended systems


    Research

    A short description of my current research interests can be found here

    External Funding

    PI: NSF-DMS "Density-enhanced data assimilation for hyperbolic balance laws", 2016-2019, $190,000
    Includes RA support for students interested in this research area

    Co-PI: NSF-DMS Mathematical Biology "Application of Large Deviations to Genetic Evolution of Bacterial Populations", 2014-2017, $297,729 (PI: R. Azencott)

    Graduate Students

    D. Saha (current), Xi Chen (current)
    T. Weber (2016) - Instructor, UH
    P. Ren, Ph.D. (2014) - Zion Bank, Salt-Lake City, UT,
    A. Jain, Ph.D. (2012) - Assistant Professor of the Practice, Department of Applied and Computational Mathematics and Statistics, University of Notre Dame
    A. Beri, Ph.D. (2010) - Senior Quantitative Analyst, CRISIL
    N. Barlas, Ph.D. (2009) - Assistant Professor, University of the Sciences
    K. Nimsaila, Ph.D. (2009) - Analyst, CGGVeritas