Mark M. Meerschaert
Department of Statistics and
Phone: (517) 353-8881
C430 Wells Hall
619 Red Cedar Road
Michigan State University
East Lansing MI
Mark M. Meerschaert
is a University Distinguished Professor in the Department of
Statistics and Probability at Michigan
State University. Meerschaert
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
in Dunedin, New Zealand. His current
research interests include fractional calculus, anomalous diffusion,
continuous time random
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
(Hirsch index H=61),
information about the Academic Press textbook Mathematical
Modeling, the De Gruyter textbook Stochastic
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.
Click here for information on the ICERM Workshop: Fractional PDEs: Theory,
Algorithms, and Applications, to be held in Providence RI on 18 -
22 June 2018.
RECENT PAPERS AND TALKS in PDF format: Click below to
download. Click here for a free PDF
Research Highlights, MURI Annual Review Meeting, Santa Fe NM, 11
Research Highlights, MURI Annual Review Meeting, Columbia
University, 05 December 2016.
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).
Diffusion with Ballistic Scaling: A New Fractional Derivative, Journal of Computational and Applied
Mathematics, to appear in the Special Issue on Modern fractional dynamic systems and
applications (with James F. Kelly,
Department of Statistics and Probability, Michigan State University;
and Cheng-Gang Li, Department of Mathematics, Southwest Jiaotong
University, Chengdu, China).
- A unified spectral method
for FPDEs with two-sided derivatives; part I: A fast solver,
Journal of Computational Physics,
to appear (with Mohsen Zayernouri and Mehdi Samiee, Department
Computational Mathematics, Science and Engineering, Michigan State
- The fractional
advection-dispersion equation for contaminant transport, Handbook of Fractional Calculus with
Applications, to appear (with James F. Kelly,
Department of Statistics and Probability, Michigan State University).
patterns and semi-Markov dynamics (with Bruno Toaldo, Department of
Statistical Sciences, Sapienza - University of Rome).
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).
- A Unified
Spectral Method for FPDEs with Two-sided Derivatives: Stability and
Error Analysis (with Mohsen Zayernouri and Mehdi
Samiee, Department of Computational Mathematics, Science and
Engineering, Michigan State University).
approximation of vector fractional differential equations (with
Yong Zhang, Department of Geological Sciences, University of Alabama).
subordinators and time fractional equations (with Erkan Nane,
Department of Mathematics and Statistics, Auburn University: and P.
Vellaisamy, Department of Mathematics, Indian Institute of Technology
- What Is
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, Dallas, TX).
time random walks and space-time fractional differential equations
(with Hans-Peter Scheffler, Fachbereich Mathematik, University of
estimation for ARTFIMA 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).
conditions for two-sided fractional diffusion (with James F. Kelly, Department of
Statistics and Probability, Michigan State University; and Harish
Sankaranarayanan, Department of Statistics and Probability, Michigan