Charles Tier
Senior Lecturer of Applied Mathematics
Ph.D., Courant Institute, NYU

Research Interests:

Asymptotic and singular perturbation methods, applied stochastic modelling, queueing theory, computational finance, mathematical biology.

Selected Publications:

• The log and variance swap contracts under the CEV process, with R. Jordan, submitted for publication.
• Computing the stability regions of Hill's equation, with S. V. Simakhina, Applied Mathematics and Computation 162, 2005, 639-660.
• A dynamic priority queue model for simultaneous service of two traffic types, with D. I. Choi and C. Knessl, SIAM Journal on Applied Mathematics, 63, 2002, 398-422.
• A simple fluid model for servicing priority traffic, with C. Knessl, IEEE Transactions on Automatic Control, 46, 2001, 909-914.
• A queueing system with queue dependent service times, with applications to cell discarding in ATM newtorks, with D. I. Choi and C. Knessl, Journal of Applied Mathematics and Stochastic Analysis, 12, 1999, 35-62.