
Dr Mohammud Foondun
Lecturer
Mathematics and Statistics
Area of Expertise
Probability theory,
Stochastic differential equations,
Stochastic Partial Differential equations
Non-local operators
Qualifications
BSc, MS, PhD, FHEA.
Publications
- Instantaneous everywhere-blowup of parabolic SPDEs
- Foondun Mohammud, Khoshnevisan Davar, Nualart Eulalia
- Probability Theory and Related Fields Vol 190, pp. 601-624 (2024)
- https://doi.org/10.1007/s00440-024-01263-7
- Ultrasonic wave propagation in randomly layered heterogeneous media
- Ferguson Alistair S, Mulholland Anthony J, Tant Katherine MM, Foondun Mohammud
- Wave Motion Vol 120 (2023)
- https://doi.org/10.1016/j.wavemoti.2023.103138
- Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation
- Foondun Mohammud, Joseph Mathew, Kim Kunwoo
- Probability Theory and Related Fields Vol 185, pp. 553–613 (2023)
- https://doi.org/10.1007/s00440-022-01153-w
- On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
- Tuan Nguyen Huy, Foondun Mohammud, Ngoc Thach Tran, Wang Renhai
- Bulletin des Sciences Mathématiques Vol 179 (2022)
- https://doi.org/10.1016/j.bulsci.2022.103158
- Non-existence results for stochastic wave equations in one dimension
- Foondun Mohammud, Nualart Eulalia
- Journal of Differential Equations Vol 318, pp. 557-578 (2022)
- https://doi.org/10.1016/j.jde.2022.02.038
- The Osgood condition for stochastic partial differential equations
- Foondun Mohammud, Nualart Eulalia
- Bernoulli - Journal of the Bernoulli Society, pp. 295-311 (2021)
- https://doi.org/10.3150/20-BEJ1240
Teaching
Given my educational background, I can teach a variety of courses both at the Undergraduate and Graduate level. These include topics various Mathematical Analysis, Probability theory, Harmonic Analysis, Abstract Algebra.
I am currently teaching Mathematics for our Masters Quantitative Finance program.
Research Interests
In short, I mainly work in Probability theory. More specifically, I have been studying stochastic partial differential equations(SPDE) focusing on their qualitative properties. This require the use of techniques from PDE theory, probability and Harmonic analysis.
Probability theory deals with the study of randomness and is therefore very important from the practical point of view. Randomness can be seen as an inherent feature of our physical world; the movement of a dust particle in a liquid is an example. To study systems where randomness plays an important role, one needs to develop a rigourous theory hence the need for Probability theory.
Probability theory and more specifically the study of stochastic differential equations have a lot of applications in a lot of applied fields. Finance, Physics, Biology and virtually all branches of engineering have found some use for these equations. In fact, problems from these fields have been a driving force behind the theoretical research.
Professional Activities
- Some non-existence results for the stochastic wave equation
- Speaker
- 19/4/2021
- Stochastic Processes and their Applications (Journal)
- Peer reviewer
- 5/5/2020
- Universitat Pompeu Fabra
- Visiting researcher
- 27/2/2020
- Discussion meeting at ISI Bangalore
- Speaker
- 4/1/2020
- Workshop on the Theory and Applications of Stochastic Partial Differential Equations
- Speaker
- 10/6/2019
- Acad Sinica, Res Ctr Appl Sci
- Visiting researcher
- 20/5/2019
Projects
- Support of collaborative research with Eulalia Nualart at Pompeu Fabra University
- Foondun, Mohammud (Principal Investigator)
- 10-Jan-2023 - 16-Jan-2023
- International short visit to collaborate with Deniz Karli at Bogazici University, Koc University and Isik University
- Foondun, Mohammud (Principal Investigator)
- 07-Jan-2023 - 17-Jan-2023
- research visit on the topic of Stochastic and Non-linear Perturbations of the Heat Equation
- Foondun, Mohammud (Principal Investigator)
- 20-Jan-2022 - 25-Jan-2022
- Support of collaborative research with Dr Eulalia Nualart at Barcelona.
- Foondun, Mohammud (Principal Investigator)
- 28-Jan-2022 - 03-Jan-2022
- On blow-up problems for Stochastic equations
- Foondun, Mohammud (Principal Investigator)
- 08-Jan-2017 - 26-Jan-2021
- On the long term behaviour of stochastic heat equations
- Foondun, Mohammud (Principal Investigator)
- 15-Jan-2012 - 14-Jan-2014
Contact
Dr
Mohammud
Foondun
Lecturer
Mathematics and Statistics
Email: mohammud.foondun@strath.ac.uk
Tel: 548 2977