Professor Emeritus of Mathematics; Chair of the Committee on Mathematics in Finance (2003-2006 and 2009-2011)

Instructor Since: 1998

502 Warren Weaver Hall

(212) 998-3217

Bob received his Ph.D. from Princeton University in 1979 and joined the Courant Institute immediately afterward. From 1999 to 2015 he repeatedly taught the Mathematics in Finance program’s classes on Derivative Securities and PDE for Finance. He has also provided administrative leadership and has remained involved even after becoming Professor Emeritus in 2022. Bob’s main research area is the use of optimization and nonlinear partial differential equations to address problems from diverse applications ranging from physics and materials science to machine learning and finance.

A PDE approach to the prediction of a binary sequence with advice from two history-dependent experts (2023)

Nadejda Drenska and Robert V. Kohn

New potential-based bounds for prediction with expert advice (2020)

Vladimir A. Kobar, Robert V. Kohn, and Zhilei Wang

Prediction with expert advice: a PDE perspective (2020)

Nadejda Drenska and Robert V. Kohn

Asset price bubbles from heterogeneous beliefs about mean reversion rates (2011)

Xi Chen and Robert V. Kohn

On the equivalence of the static and dynamic asset allocation problems (2006)

Robert V. Kohn and Oana M. Papazoglu-Statescu

On the Bending and Twisting of Rods with Misfit (January 2018)

Robert Kohn and Ethan O’Brien

Coarsening of Folds in Hanging Drapes. (May 2017)

Robert Kohn and Peter Bella

Wrinkling of a Thin Circular Sheet Bonded to a Spherical Substrate. (May 2017)

Robert Kohn and Peter Bella

Optimal Fine-Scale Structures in Compliance Minimization for a Shear Load (August 2016)

Robert Kohn and Benedikt Wirth

Blister Patterns and Energy Minimization in Compressed Thin Films on Compliant Substrates (March 2015)

Robert Kohn and Jacob Bedrossian

Metric-Induced Wrinkling of a Thin Elastic Sheet (December 2014)

Robert Kohn and Peter Bella

Wrinkles as the Result of Compressive Stresses in an Annular Thin Film (May 2014)

Robert Kohn and Peter Bella

A Variational Perspective on Cloaking by Anomalous Localized Resonance (May 2014)

Robert Kohn and et al

Energy Scaling Laws for Conically Constrained Thin Elastic Sheets (October 2013)

Robert Kohn and et. al.,

Nucleation Barriers for the Cubic-to-Tetragonal Phase Transformation (June 2013)

Robert Kohn, Felix Otto and Hans Knüpfer

Homogenization and Effective Moduli of Materials and Media (December 2012)

Robert Kohn and et. al

Topics in the Mathematical Modelling of Composite Materials (December 2012)

Robert Kohn and Andrej Cherkaev

The Evolution of a Crystal Surface: Analysis of a One-Dimensional Step Train Connecting Two Facets in the ADL Regime (October 2011)

Robert Kohn and

The String Method as a Dynamical System (April 2011)

Robert Kohn, Maria Cameron and Eric Vanden-Eijnden

Cloaking via Change of Variables for the Helmholtz Equation (August 2010)

Robert Kohn and

A Deterministic-Control-based Approach to Fully Nonlinear Parabolic and Elliptic Equations (2010)

Robert Kohn and Sylvia Serfaty

Cloaking via Change of Variables in Electric Impedance Tomography (January 2008)

Robert Kohn, Haiping Shen, Michael Vogelius, and M.I. Weinstein

Progress in Nonlinear Differential Equations and their Applications (July 1, 2005)

Robert Kohn, Giuseppe Buttazzo, and et al

Symmetry, Texture and the Recoverable Strain of Shape-Memory Polycrystals (February 1996)

Robert Kohn and Kaushik Bhattacharya

Surface Energy and Microstructure in Coherent Phase Transitions (April 1994)

Robert Kohn and Stefan Müller

Optimal Design for Minimum Weight and Compliance in Plane Stress (1993)

Robert Kohn and G. Allaire

Branching of Twins Near an Austenite – Twinned-Martensite Interface (November 1992)

Robert Kohn and Stefan Müller

The Relaxation of a Double-Well Energy (September 1991)

Robert Kohn

Motion by mean Curvature as the Singular Limit of Ginzburg-landau Dynamics (1991)

Robert Kohn and Lia Bronsard

Nondegeneracy of Blowup for Semilinear Heat Equations (September 1989)

Robert Kohn and Yoshikazu Giga

Local Minimisers and Singular Perturbations (January 1989)

Robert Kohn and Peter Sternberg

Variational Bounds on the Effective Moduli of Anisotropic Composites (January 1988)

Robert Kohn and Graeme Milton

Relaxation of a Variational Method for Impedance Computed Tomography (November 1987)

Robert Kohn and Michael Vogelius

Charactering Blowup Using Similarity Variables (April 1987)

Robert Kohn and Yoshikazu Giga

Optimal Design and Relaxation of Variational Problems, I (January 1986)

Robert Kohn and Gilbert Strang

Determing Conductivity by Boundary Measurements, II (September 1985)

Robert Kohn and Michael Vogelius

Asymptotically Self-Similar Blow-Up of Semilinear Heat Equations (May 1985)

Robert Kohn and Yoshikazu Giga

Determining Conductivity by Boundary Measurements (May 1984)

Robert Kohn and Michael Vogelius

A New Model for Thin Plates with Rapidly Varying Thickness (January 1984)

Robert Kohn and Michael Vogelius

First Order Interpolation Inequalities with Weights (1984)

Robert Kohn, Luis Caffarelli and Louis Nirenberg

Partial Regularity of Suitable Weak Solutions of the Navier-Stokes Equations (November 1982)

Robert Kohn, Luis Caffarelli and Louis Nirenberg


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