Affiliation(s):

• Department of Mathematics, Wayne State University

My area of research is primarily in Probability and Stochastic processes, and their applications in Financial Mathematics.

When I started my PhD program in Madison I didn’t know what area of Mathematics I wanted to do research in. I aimlessly took courses in several different topics and even did my Preliminary exams in Algebra and Topology, two subjects that couldn’t be further from my area of research. In my second year I took a graduate level course in Probability and the subject really appealed to me. I asked the professor to be my advisor and finally got started on my research in my third year (late, I know!).

Since then my research has diverged significantly from my thesis advisor’s. I was introduced to Financial Mathematics when I was a postdoc and that opened up a whole new area of mathematical research. Financial mathematics is exciting since it isn’t confined to one area of mathematics, it uses ideas and techniques from all areas of math.

I am intrigued by the possibilities of machine learning. It is being used in most fields to determine patterns from a sea of raw data. But In mathematics it has found another application. It is being used to solve problems (for instance solutions to differential equations) for which analytical solutions are unavailable and where other numerical solutions prove too computationally expensive.

I love the book The Gene by Siddhartha Mukherjee. It is well researched and beautifully written. It takes us through the history of the gene and ideas of heredity, starting with Aristotle’s philosophical objections to the theory of homunculi. It leads up to recent discoveries and innovations in genetic research and today’s debate on the ethics of gene manipulation. It also highlights the key roles of some women scientists, in DNA and genetic research, that have gone largely unnoticed by the world.

I would have to say my father, Prof. N. Kumar, who was a theoretical physicist. I observed very early in life that my father was extremely happy doing the work he did – research and teaching. He often said that he was being paid to pursue his hobby. Very few people can claim this. This was testament enough for me that the life of an academic in the pure sciences was worth striving for and I braved Indian society’s disapproval to achieve it (all good students In India are expected to become either medical doctors or engineers!).

I used to enjoy salsa dancing and Zumbathons. Since the pandemic I have switched to making gag birthday videos for (and with) my college friends, a collaborative effort where we pool our dubious talents for acting, singing, dancing and creative writing! I enjoy traveling and experiencing new places and foods. But I feel I will have to balance that with limiting my carbon footprint in future.