Mark M. Meerschaert
Department of Statistics
and
Probability
Phone:
(517) 353-8881
C430 Wells Hall
FAX: (517) 432-1405
619 Red Cedar Road
Email:
mcubed@stt.msu.edu
Michigan State
University
Web: http://www.stt.msu.edu/~mcubed/
East Lansing MI
48823
Mark M. Meerschaert
is a University Distinguished Professor in the Department of Statistics and
Probability at Michigan State
University. Meerschaert
has professional experience in the areas of probability,
statistics, statistical physics, mathematical modeling, operations
research, partial differential equations, and applications. He
started his professional career in 1979 as a systems analyst at
Vector Research, Inc. of Ann Arbor
and Washington
D.C., where he
worked on a wide variety of modeling projects for government and
industry. Meerschaert earned his
doctorate in Mathematics from the University of Michigan in 1984. He has
taught at the University
of Michigan, Albion College, Michigan
State University, the University
of Nevada in Reno, the University of Washington in
Seattle, and the University
of Otago
in Dunedin, New Zealand. His
current research interests include fractional calculus, anomalous
diffusion, continuous time random walks, limit theorems and
parameter estimation for infinite variance probability models,
heavy tail models in finance, modeling river flows with heavy
tails and periodic covariance structure, medical imaging,
fractional partial differential equations, and ground water flow
and transport.
See below for some recent preprints. Click here for his resume,
a complete list of publications,
Google Scholar profile,
information about the Academic Press textbook Mathematical
Modeling, the De Gruyter textbook Stochastic
Models for Fractional Calculus, or the Wiley research
monograph Limit
Distributions for Sums of Independent Random Vectors: Heavy Tails
in Theory and Practice.
Click here for a short video clip
about my research, originally shown at the Michigan State
University Distinguished Professor ceremony on 2 Novermber 2017.
RECENT PAPERS in PDF format: Click below
to download. Click here for a free
PDF viewer.
- A
Unified Petrov-Galerkin Spectral Method and Fast Solver for
Distributed-Order Partial Differential Equations, Communications on Applied
Mathematics and Computation, to appear (with Mohsen Zayernouri,
Mehdi Samiee, and Ehsan Kharazmi, Department of Computational
Mathematics, Science and Engineering, Michigan State
University).
- An Integrated
Sensitivity-Uncertainty Quantification Framework for
Stochastic Phase-Field Modeling of Material Damage, International Journal for
Numerical Methods in Engineering, to appear (with
Eduardo A. Barros de Moraes and Mohsen Zayernouri, Department of
Mechanical Engineering, Michigan State University).
- Parsimonious
time series modeling for high frequency climate data (with
Paul L. Anderson, Department of Mathematics and Computer
Science, Albion College; and Farzad Sabzikar, Department of
Statistics, Iowa State University).