Dr. Jens Lorenz
Dr. Jens Lorenz
Professor Jens Lorenz
Department of Mathematics and Statistics
University of New Mexico
Albuquerque, NM 87131
Office: Science and Mathematics Learning Center 394
Fax: (505) 277-5505
E-Mail: lorenz@math.unm.edu

Office Hours: M 10-11:30, W 3:30-5


TEACHING


RESEARCH

My areas of reseach are Applied Analysis and Scientific Computing. Specific problems that I have worked on lately include: the stability of shock and spiral waves; the modeling of ocean circulations for climate studies; the transition from smooth to rough attractors and Lyapunov–type numbers. I am broadly interested in partial differential equations and their numerical approximation.

Most of the applications I have worked on are related to fluids, but a recent interest is a nonlinear Black–Scholes equation in financial mathematics. The Black–Scholes equation is used extensively for option pricing; it becomes nonlinear if one assumes dependence of the volatility on the asset price.


lorenz@math.unm.edu
Last updated: July 2017