Mathematical Finance Program

About Dr. Lindquist

W. Brent Lindquist, MF program co-director, holds the rank of Professor in the Department of Mathematics and Statistics at Texas Tech University. He received his PhD in theoretical physics from Cornell. His involvement with computational methods lead him to the Courant Institute for Mathematical Sciences at New York University, finalizing his transition to a research career in computational mathematics. Prior to joining Texas Tech, Dr. Lindquist served as Professor in the Department of Applied Mathematics and Statistics at Stony Brook University where he helped lead the transition of that department to one of the top 10 applied math programs in the country.

As a computational mathematician, Brent has developed numerical methods for: PDEs; flow in porous media; automated 3D image analysis for porous media, neuron, and fiber analyses; Riemann problems in 2D; hierarchy formation in social animal groups; and numerical solution of Feynman diagrams. He is a co-recipient of the Lee Segal prize from the Society of Mathematical Biology. He was one of the founding developers of the Frontier package used to study flow at field scales and is the principal architect of the 3DMA-Rock code for studying flow at the pore-scale. He was a founder of the company that marketed Frontier and has commercially licensed his 3DMA-Rock code. Dr. Lindquist has over 100 publications, has presented his research in 25 countries on five continents, and participated as PI or co-PI in $20M of grant funding. He has supervised over 35 Ph.D. students.

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