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of Mathematics at the University of Vienna invites applications for a Tenure-Track Professorship in Data Driven Partial Differential Equations The position We are looking for outstanding scientists who are active
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. -Mathematics: Partial Differential Equations; Computational and Applied Mathematics; Algebra, Geometry, Topology; Financial Mathematics, Financial Engineering. -Physics: High-energy Experimental Physics; Quantum
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to begin August 2027. Strong candidates working in any area of analysis, including harmonic analysis, measure theory, functional analysis, complex analysis, ordinary differential equations, partial
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Missouri University of Science and Technology | Rolla, Missouri | United States | about 24 hours ago
professor positions, to begin in Fall 2027: one in Analysis/Partial Differential Equations, and one in Applied/Computational Mathematics. For the position in Analysis/Partial Differential Equations, we
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; a strong background in one or more of the following areas: partial differential equations, inverse problems, numerical methods for PDEs, scientific computing; the ability and interest to work with
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, structure-preserving discretisations, optimal transport, and the numerical analysis of partial differential equations. The second position will focus primarily on the geometric representation of complex data
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of measures, optimal transport, partial differential equations, and variational approximation methods, with potential applications to optimization and machine learning. The successful candidate will work in an
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Researcher in Prof. Qing Liu’s Geometric Partial Differential Equations Unit. https://www.oist.jp/research/research-units/gpde Working Location: 1919-1 Tancha, Onna-son, Okinawa, Japan 904-0495
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Computational Systems Biology group and has extensive expertise in Bayesian inference for biological systems. Project description Ordinary differential equation (ODE) models provide interpretable descriptions
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. Students will master key techniques, including finite difference methods for solving partial differential equations arising in option pricing, Monte Carlo simulation and variance reduction techniques