Assistant Professor

Pierre Nyquist

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Group / Unit
Applied Analysis
Building
MetaForum
Floor / room
7.1.22

Research Profile

Pierre Nyquist is an Assistant Professor at the  Department of Mathematics and Computer Science, Eindhoven University of Technology (TU/e), where he holds a joint appointment between the Centre for Analysis, Scientific Computing and Applications (CASA) and the Stochastics division (STO). 

Pierre’s research interest lies at the intersection of probability theory, mathematical statistics and applied mathematics. His main expertise is in probability theory, where he has focused on large deviations theory and stochastic numerical methods. The mathematical tools he uses come from areas such as probability, analysis, PDE theory, optimization, stochastic optimal control. Recently, he has become increasingly interested in the mathematical foundation of the analysis and modelling of complex data. 

Academic Background

Pierre Nyquist received his PhD in Applied and Computational Mathematics from KTH Royal Institute of Technology, under the guidance of Prof Henrik Hult.  Prior to moving to Eindhoven he was was a postdoc in the  Division of Applied Mathematics, Brown University, under the mentorship of Prof Paul Dupuis, and a Visiting Assistant Professor in the Department of Mathematics at KTH. His position at TU/e is funded by the NWO grant "Analysis meets Stochastics: Scaling limits in complex systems. 

Educational Activities

  • Lineaire algebra

Ancillary Activities

No ancillary activities