Skip to Content
Mathematics
home > return to last page

Harbir Lamba

Associate Professor

Office: Exploratory Hall, room 4459

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

  • Visiting researcher at the Fields Institute for Research in the Mathematical Sciences, Toronto, during Fall 2001

 

   
Department Home