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Jorge P. Zubelli

Jorge P. Zubelli

Jorge P. Zubelli obtained his PhD in Applied Mathematics from the University of California at Berkeley (1989), his MSc from the National Institute for Pure and Applied Mathematics (IMPA – Brazil) in 1984, and his Electrical Engineering degree from IME-RJ in 1983 with specialization on Telecommunications Engineering. He has previous experience as Professor of Mathematics at IMPA and heading the Laboratory for Analysis and Mathematical Modeling in the Physical Sciences (LAMCA – IMPA).  From 2002 till 2017 he coordinated the Mathematical Methods in Finance Professional MSc program at IMPA. His main research area is Inverse Problems and Mathematical Modeling with focus on its applications to real world problems where he published in highly selective journals such as Science, Plos One, SIAM Journal of Numerical Analysis, SIAM Journal on Applied Mathematics, and Physical Review B.  He supervised 10 PhD thesis and over 30 MSc students. He coordinated a number of academic projects and research networks such as a PROSUL Latin America network (2008-2011), a Math-AmSud France-Latin America network (2009-2010), and an ALFA European Union and Latin America network (2003-2007).  He also coordinated a number of industrial projects in Energy and Finance with corporations such as Petrobras and the Brazilian stock exchange BMF-Bovespa (currently called B3). He is a member of the Erasmus+ network Greening Energy Market and Finance headed by the University of Bologna. He is member of a number of editorial boards including Computational and Applied Mathematics (Springer), the SEMA-SIMAI Springer Series and Mathematics of Planet Earth Springer Series. He was the chair of the organizing committee of a number of international meetings including the 12 editions of Research in Options (RiO), Mathematical Modelling of Biophysical Phenomena, the 2008 Joint Meeting of the American Mathematical Society (AMS) and the Brazilian Mathematical Society. He served as elected member at IMPA’s board of directors and at the Brazilian Mathematical Society. He currently serves as elected member of IMPA’s technical and scientific  council and as a member of the advisory council of the International Institute of Physics (IIP-Brazil).

  • PhD: University of California at Berkeley 1989
  • M Sc: Institute for Pure and Applied Mathematics (IMPA) 1984
  • Electrical Engineer: Military Institute of Engineering (IME-RJ) 1983
  • Analysis, Probability, Linear Algebra, Numerical Analysis
  • Ordinary and Partial Differential Equations,
  • Financial Mathematics, Mathematical Modeling,
  • Stochastics Analysis, Risk Analysis
  • Financial Mathematics, Calibration, Data Analysis and Modeling
  • Biomathematics, Medical Applications and Epidemiology
  • Inverse problems and Multivariate Statistics
  • Mathematical Physics and Semiconductor modeling

Selected Publications and Patents

  1. Gobet, Liu, Zubelli. A non intrusive stratified re-sampler for regression Monte Carlo. SIAM J. NUMER. ANAL. 56 (2018)
  2. Zubelli, Marabini, Sorzano, Herman. Three-dimensional reconstruction by Chahine’s method from electron microscopic projections corrupted by instrumental aberrations. INVERSE PROBLEMS 19 (2003)
  3. Doumic, Perthame, Zubelli. Numerical solution of an inverse problem in size-structured population dynamics. INVERSE PROBLEMS 25 (2009)
  4. Perthame, Zubelli. On the inverse problem for a size-structured population model. INVERSE PROBLEMS 23 (2007)
  5. Singer, Grunbaum, Kohn, Zubelli. Image reconstruction of the interior of bodies that diffuse radiation, SCIENCE 248 (1992)
  6. Pereira, M.F. ; Zubelli, J P ; Winge, D. ; Wacker, A. ; Rodrigues, A. S. ; Anfertev, V. A. ; Vaks, V. L. Theory and measurements of harmonic generation in semiconductor super-lattices with applications in the 100 GHz to 1 THz range. PHYSICAL REVIEW B, v. 96, p. 045306, (2017).
  7. U.S. Patent No. 5;  070;  455 Issued Dec. 3rd, 1991. Jt with J.R.Singer et al. Imaging System and Method Using Scattered and Di
    ffused Radiation

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