Applied Mathematics

Paul Dupuis

IBM Professor of Applied Mathematics
Room 117, 182 George Street
Office Hours: Thursdays 11 - 12pm
and by appointment


Ph.D., Brown University, 1985

My main interests are in applications of probability and in the control of deterministic and stochastic processes. Tools that I use are large deviation theory, which explains how rare events occur in random processes, numerical methods such as Markov chain approximations and Monte Carlo simulation, and partial differential equations. 


American Mathematical Society
Society of Industrial and Applied Mathematics
Institute for Mathematical Statistics


Faculty Research Profile  


NSF Mathematical Sciences Postdoctoral Fellow, 1985-1988
Elected to the 2010 Class of Fellows of the Society for Industrial and Applied Mathematics (SIAM)
Elected IBM Professor of Applied Mathematics, July 2012
Elected Fellow of the Institute for Mathematical Statistics, 2011
Elected AMS Fellow, November 2014