John Chadam

University of Pittsburgh
Department of Mathematics
Pittsburgh, PA 15260

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My research interests are in Applied Mathematics, especially in the application of methods of Functional Analysis, Asymptotic Analysis and Numerical Simulation to problems that are modeled by Partial Differential Equations. Most recently, I have been studying Free Boundary Value Problems that arise in a wide variety of applications (Solidification, Reservoir Dynamics, Waste Remediation and Finance). These interests have carried over to my teaching. I am actively involved in developing and teaching graduate courses in Mathematical Finance as well as the two mainstream courses in our new BS program in Actuarial Mathematics.

Research supported by NSF award DMS-0707953.

Some of my recent preprints:

  • Analysis of an Inverse First Passage Problem from Risk Management.

    Written in collaboration with Lan Cheng, Xinfu Chen, and David Saunders.
    SIAM J. Mathematical Analysis 38, 845-873, 2006.

    View Article:
    Click Here