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Stochastic Processes and Mathematical Statistics
Stochastic Processes and Mathematical Statistics

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Hamilton-Jacobi equations

Diogo Gomes

Associate Dean for Students, Computer, Electrical and Mathematical Sciences and Engineering

mean-field games Hamilton-Jacobi equations nonlinear PDEs

Diogo Gomes is a Professor of Applied Mathematics and Computational Science at King Abdullah University of Science and Technology (KAUST), where he also serves as Associate Dean of Students. His research focuses on Hamilton–Jacobi equations, mean-field games and numerical methods, with applications in the social sciences, economics, finance, crowd dynamics and energy systems.

Stochastic Processes and Mathematical Statistics (StochProc)

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