I am a Professor of Applied Mathematics in the
Mathematical Institute, of which I was Head of Department from 2011-2015. My
college is Christ Church.
This link takes you to the maths part of the college website and is
especially useful if you are thinking of applying to study maths at
Here is a list of my
publications. PDF files are pre-publication versions.
Annie (who is an
artist; her website is here), Toby and I
made this coracle ourselves with the help of Peter Faulkner of
Leintwardine in Shropshire. Photo by Kate Lewin, after the annual OCIAM
I am co-Editor-in-Chief of the
European Journal of
I am an editor of Applied Mathematical Finance and SIAM Journal on Financial Mathematics
My research interests are mostly in the applications of differential equations to real-world problems. I have particular interests in free and moving boundary problems and applications of complex variable methods in continuum mechanics, and in the mathematics of finance.
There are very many free and moving boundary problems in materials science and fluid dynamics. One of the simplest is the Hele-Shaw problem which is also a model for groundwater flows. It is a special case of the Stefan model for melting or solidification of a pure material, which is of enormous practical and theoretical importance, and I have devoted considerable effort to it in the belief that it encapsulates the essential features of the more complex situation. I have also worked on the Stefan model itself and on the related alloy solidification problem.
I am involved with other free boundary problems from materials science; of particular current interest are the macroscopic modelling of dislocation arrays in materials, and models of superconductivity. The former area is basic to our understanding of plasticity, and the latter has become a major world-wide research area as a result of the recent discovery of high-Tc superconductors.
More generally, work with industry has included
lubrication theory, circuit device analysis (thermistors), ship
hydrodynamics, analysis of thin layer flows and paints, and the
mathematics of colour vision.
Much of this work underpins two books:
Equations (OUP, revised edition 2001), by John Ockendon, Sam
Howison, Andrew Lacey and Sasha Movchan
modelling, analysis, approximation, by Sam Howison, to appear
from CUP early in 2005. Here is a nice review
from the Times Higher Education Supplement, and here is a short list
of errors of one sort or another.
My work in finance deals with the valuation of derivative securities, especially exotic and American, and the modelllng of markets. I have co-authored two books on the subject:
Pricing: Mathematical Models
and Computation Oxford Financial
I had intended to write a follow up to this but
for a variety of
reasons this never happened. Here, though, is a draft chapter on barrier options in the Black-Scholes framework;
I was a member of the Applied Mathematics subpanel for RAE2008. This entailed a lot of reading: here is a picture of me and my pile (on its way to the shredder).