Mark M. Meerschaert
Department of Statistics
C430 Wells Hall
FAX: (517) 432-1405
619 Red Cedar Road
East Lansing MI
Mark M. Meerschaert
is a University Distinguished Professor in the Department of Statistics and
Probability at Michigan State
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
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
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
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
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 TALKS and PAPERS in PDF format:
Click below to download. Click here for a free
- Anomalous diffusion and
turbulence, MURI Annual Review, Aberdeen Proving Ground,
Maryland, 4 December 2018 (with James F. Kelly, Department of
Statistics and Probability, Michigan State University; Mohsen
Zayernouri, Ehsan Kharazmi, Eduardo Moraes, and Mehdi Samiee,
Department of Computational Mathematics, Science, and
Engineering, Michigan State University; Anna Lischke, Guofei
Pang, Mamikon Gulian, Fangying Song, Xiaoning Zheng,
Zhiping Mao, Mark Ainsworth, and George Em Karniadakis, Division
of Applied Mathematics, Brown University; Christian Glusa,
Center for Computing Research, Sandia National Laboratory; Wei
Cai, Department of Mathematics, Southern Methodist University,
Dallas, TX; Svenja Lage and Peter Kern, Mathematical Institute,
Heinrich-Heine-University Düsseldorf, Germany).
calculus and turbulence, ARO Fluid Dynamics Program
Review, Research Triangle Park, North Carolina, August 2018
(with B. Baeumer, Maths & Stats, University of Otago, New
Zealand; D. Benson, Geological Engineering, Colorado School of
Mines; J. Kelly, Statistics and Probability, Michigan State
University; M. Kovács, Chalmers U. Technology, Sweden; T. Luks,
Mathematics, Uni. Paderborn, Germany; M.S. Phanikumar, Civil
& Envir. Eng., Michigan State U; F. Sabzikar, Department of
Statistics, Iowa State University; M. Samiee, Comput. Math. Sci.
Eng., Michigan State U; H.-P. Scheffler, Math, Universität
Siegen, Germany; R. Schumer, Hydrology, Desert Research
Institute, Reno, Nevada; A. Sikorskii, Statistics and
Probability, Michigan State U; C. Tadjeran, happily retired; S.
W. Wheatcraft, Geological Sciences, U. Nevada, Reno; M.
Zayernouri, Comput. Math. Sci. Eng., Michigan State U; A.
Zeleke, Lyman Briggs College, Michigan State U; and Y. Zhang,
Department of Geological Sciences, U. Alabama).
and semi-Markov dynamics, Stochastic Processes and their Applications,
to appear (with Bruno Toaldo, Department of Statistical
Sciences, Sapienza - University of Rome).
- What Is the
Fractional Laplacian? (with Anna Lischke, Guofei Pang,
Mamikon Gulian, Fangying Song, Xiaoning Zheng, Zhiping
Mao, Mark Ainsworth, and George Em Karniadakis, Division of
Applied Mathematics, Brown University; Christian Glusa, Center
for Computing Research, Sandia National Laboratory; and Wei Cai,
Department of Mathematics, Southern Methodist University,
for Fully Distributed-Order Fractional Partial Differential
Equations (with Mohsen Zayernouri, Mehdi Samiee, and Ehsan
Kharazmi, Department of Computational Mathematics, Science and
Engineering, Michigan State University).
fractional d'Alembert's formulas (with Cheng-Gang Li,
Department of Mathematics, Southwest Jiaotong University;
Miao Li, Department of Mathematics, Sichuan University; and
Sergey Piskarev, Science Research Computer Center, Lomonosov
Moscow State University).
Boundary Conditions for Tempered Fractional Diffusion
(with Anna Lischke, Division of Applied Mathematics, Brown
University; and James F.
Kelly, Department of Statistics and Probability, Michigan
- An Integrated
Sensitivity-Uncertainty Quantification Framework for
Stochastic Phase-Field Modeling of Material Damage (with
Eduardo A. Barros de Moraes and Mohsen Zayernouri, Department of
Mechanical Engineering, Michigan State University).