Faculty & Staff Directory
Harbir Lamba
- Associate Professor
Contact Info
- Name
- Dr. Harbir Lamba
- Job Title
- Associate Professor
- Office Number
- Exploratory Hall, Room 4459, MSN 3F2
Affiliations
Departments
- Mathematical Sciences Department (Instructional Faculty)
- Mathematical Sciences Department (Research Faculty)
Education
Ph.D., 1994, University of Bristol, Nonsmooth Dynamical Systems
M.A., 1990, Cambridge University, Mathematics
B.A., 1988, Cambridge University, Mathematics
Current 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.
Awards
Visiting researcher at the Fields Institute for Research in the Mathematical Sciences, Toronto, during Fall 2001
Contact Info
- Name
- Dr. Harbir Lamba
- Job Title
- Associate Professor
- Office Number
- Exploratory Hall, Room 4459, MSN 3F2