|
 |
Harbir Lamba
Associate Professor
Office: Science & Technology Building I, Room 239
Phone: (703) 993-1489
Fax: (703) 993-1491
E-mail: hlamba@gmu.edu
Personal Homepage:
math.gmu.edu/~harbir |
Education
-
Ph.D., 1994, University of Bristol, Nonsmooth Dynamical Systems
-
M.A., 1990, Cambridge University, Mathematics
-
B.A., 1988, Cambridge University, Mathematics
Research
-
Numerical Solution to ODEs and SDEs
-
Dynamical Systems
-
Mathematical Models in Economics
-
Agent-based financial modelling
Selected Publications
-
An Adaptive Timestepping Algorithm for Stochastic Differential Equations, Journal of Computational and Applied Mathematics. {\bf 161} pp. 417-430 (2003)
-
Frustration Minimization, Hysteresis and the El Farol Problem, with R. Cross, M. Grinfeld and A. Pittock. In "Singular Perturbations and Hysteresis", eds M.P. Mortell, R.E. O'Malley Jr., A. Pokrovskii and V. Sobolev. SIAM 2005. pp. 61-72.
-
A Threshold Model of Investor Psychology, with R. Cross, M. Grinfeld and T. Seaman. Physica A {\bf 354} (2005) pp 463-478.
-
The Effective Stability of Adaptive Timestepping ODE Solvers,
SIAM J. Num. Anal.
Vol 43, pp 1950--1968, 2005.
Professional Awards and Invitations
|
