Mark M. Meerschaert

East Lansing MI 48823

Mark M. Meerschaert
is a Professor in the Department of
Statistics and Probability at Michigan
State University. Meerschaert
is an ISI Highly Cited Researcher
with 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

Click here for information on the October 2016 Workshop on Future Directions in Fractional Calculus Research and Applications.

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 research monograph Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice.

RECENT PAPERS AND TALKS in PDF format: Click below to
download. Click here for a free PDF
viewer.

- 2016 Research Highlights, MURI Annual Review Meeting, Columbia University, 05 December 2016.
- Backward Fractional Diffusion Equation, Minisymposium MS133: Fractional Partial Differential Equations: Modeling, Simulation, Application, and Analysis, 2016 SIAM Annual Meeting, Boston, 15 July 2016 (with Yong Zhang, Department of Geological Sciences, University of Alabama; and Roseanna M. Neupauer, Department of Civil, Environmental, and Architectural Engineering, University of Colorado).
- Climate data: Long range dependent or nonstationary? Dependence, Stability, and Extremes Workshop, The Fields Institute, Toronto, Ontario, Canada, 6 May 2016 (with Paul L. Anderson, Department of Mathematics and Computer Science, Albion College; Metin Eroglu, Department of Statistics and Probability, Michigan State University; Joshua French, Deparment of Mathematical and Statistical Sciences, University of Colorado, Denver; Piotr Kokoszka, Department of Statistics, Colorado State University; and Stilian Stoev, Department of Statistics, University of Michigan).

- Applications of Inverse Tempered Stable Subordinators, Computers and Mathematics with Applications, to appear in the Special Issue on Time-fractional PDEs (with Mahmoud S. Alrawashdeh, Department of Mathematics and Statistics, Jordan University of Science and Technology; James F. Kelly, Department of Statistics and Probability, Michigan State University; and Hans-Peter Scheffler, Fachbereich Mathematik, Universität Siegen, Germany).
- Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties, Journal of Theoretical Probability, to appear (with Peter Kern, Mathematisches Institut, Heinrich-Heine-Universität Düsseldorf, Germany; and Yimin Xiao, Department of Statistics and Probability, Michigan State University).
- Relaxation
patterns and semi-Markov dynamics (with Bruno Toaldo, Department of
Statistical Sciences, Sapienza - University of Rome).

- Space-time
fractional Dirichlet problems (with Boris Baeumer, Department of
Mathematics and Statistics, University of Otago, Dunedin, New Zealand;
and Tomasz Luks, Institut für Mathematik, Universität
Paderborn, Warburger Strasse 100, D-33098 Paderborn, Germany).

- Space-time
duality for the fractional advection dispersion equation
(with James F. Kelly, Department of Statistics and Probability,
Michigan State University).

- Domain
and range symmetries of operator fractional Brownian fields (with
Gustavo Didier,
Mathematics Department, Tulane University; and Vladas Pipiras,
Department of Statistics and Operations Research, University of North
Carolina at Chapel Hill).

- FracFit: A Robust Parameter Estimation Tool for Fractional Calculus Models (with James F. Kelly, Department of Statistics and Probability, Michigan State University; Diogo Bolster, Department of Civil and Environmental Engineering and Earth Sciences, University of Notre Dame; Jennifer D. Drummond, Integrative Freshwater Ecology Group, Centre for Advanced Studies of Blanes (CEAB-CSIC), Blanes, Girona, Spain; and Aaron I. Packman, Department of Civil and Environmental Engineering, Northwestern University).
- A Unified
Spectral Method for FPDEs with Two-sided Derivatives; part I: A Fast
Solver (with Mohsen Zayernouri and Mehdi Samiee, Department of
Computational Mathematics, Science and Engineering, Michigan State
University).

- A Unified Spectral Method for FPDEs with Two-sided Derivatives; Part II: Stability and Error Analysis (with Mohsen Zayernouri and Mehdi Samiee, Department of Computational Mathematics, Science and Engineering, Michigan State University).
- Parameter Estimation for Tempered Fractional Time Series (with A. Ian McLeod, Department of Statistical and Actuarial Sciences, University of Western Ontario; and Farzad Sabzikar, Department of Statistics, Iowa State University).