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
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 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.
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
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
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).
behavior of semistable Lévy exponents and applications to
fractal path properties, Journal
of Theoretical Probability, to appear (with Peter Kern,
Heinrich-Heine-Universität Düsseldorf, Germany; and Yimin
Xiao, Department of Statistics and Probability,
Michigan State University).
and range symmetries of operator fractional Brownian fields, Stochastic Processes and their Applications,
to appear (with
Mathematics Department, Tulane University; and Vladas Pipiras,
Department of Statistics and Operations Research, University of North
Carolina at Chapel Hill).
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; part I: A Fast
Solver (with Mohsen Zayernouri and Mehdi Samiee, Department of
Computational Mathematics, Science and Engineering, Michigan State
- 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).
Estimation for Tempered Fractional Time Series
(with Farzad Sabzikar, Department of
Statistics, Iowa State University; and A. Ian McLeod, Department of
Statistical and Actuarial Sciences,
University of Western Ontario).
Diffusion with Ballistic Scaling: A New Fractional Derivative (with
James F. Kelly,
Department of Statistics and Probability, Michigan State University;
and Cheng-Gang Li, Department of Mathematics, Southwest Jiaotong
University, Chengdu, China).
Conditions for Fractional Diffusion (with Boris Baeumer, Department
of Mathematics and Statistics, University of Otago, Dunedin, New
Kovács, Department of Mathematics, Chalmers University of
Technology, Sweden; and Harish Sankaranarayanan, Department of
Statistics and Probability, Michigan
State University). Click here to download
the R codes for this paper.