Math @ Duke

Arlie O. Petters, Benjamin Powell Professor & Professor of Mathematics, Physics, and Business Administration and Bass Fellow
 Contact Info:
Teaching (Spring 2016):
 MATH 582.01, FINANCIAL DERIVATIVES
 Physics 154, MW 10:05 AM11:20 AM
 Education:
Ph.D.  Massachusetts Institute of Technology  1991 
B.A.  CUNY Hunter College  1986 
M.A.  CUNY Hunter College  1986 
 Specialties:

Mathematical Physics
Geometry Probability
 Research Interests:
 Mathematical Physics
Mathematics  tools form differential geometry, singularities, and probability theory
Physics  problems connected to the interplay of gravity and light (gravitational lensing, general relativity, astrophysics, cosmology)
My current research in mathematical physics is on gravitational lensing, which is the study of how gravity acts on light. In particular, I utilizing weak and strong deflection gravitational lensing to characterize the geometry of spacetime around black holes, test theories of gravity, and probe
the nature of dark matter on galactic scales.
I employ tools from astrophysics, cosmology, general relativity, high energy physics, and a variety of mathematical fields
(e.g., differential geometry, singularities, and probability theory).
A mathematical theory of gravitational lensing is presented in the
monograph:
Singularity Theory and Gravitational Lensing
(A. O. Petters, H. Levine, and J. Wamsbganss).
Two layman articles about my research are at:
Ripple Effect
(Scott Huler).
Prescription lens brings spinning black holes into focus
(Ashley Yeager).
 Mathematical and Scientific Methods in Business Administration
Mathematical finance with applications
Entrepreneurship and business innovation in STEM fields (developing world)
My current business administration activities are threefold. First, I am coauthoring a text on Mathematical Finance with Xiaoying Dong, who is an Adjunct Assistant Professor in our department and a trader for over 20 years. This book is aimed at first year graduate students from mathematics, economics, physics, computer science, and engineering. Second, at Duke's Fuqua School of Business I supervise the finance concentration research projects of Executive M.B.A. students. These projects cover a variety of topics: company valuations, derivatives, portfolio theory, mergers and acquisitions, etc.
Third, I am involved with sustainable business and environmentally friendly applications of Science, Technology, Engineering, and Mathematics (STEM) in a developingworld setting that integrates education and entrepreneurship. These efforts are being piloted in Belize in collaboration with the Petters Research Institute and through my appointment with Fuqua. The overall goal is to research innovative ways to help drive national development through applications of STEM tools.
 Curriculum Vitae
 Current Ph.D. Students
(Former Students)
 Postdocs Mentored
 Carla Cederbaum (2011/072014/06)
 Marcus Werner (2009/072011/06)
 Kumar Virbhadra (2000/092002/02)
 Recent Publications
(More Publications)
 A. O. Petters and M. C. Werner, Gravitational Lensing and Black Holes
(Spring, 2017), Springer, in preparation.
 A. O. Petters and X. Dong, An Introduction to Mathematical Finance: Understanding and Building Financial Intuition, SUMAT
(Winter, 2016), Springer, in preparation.
 AO Petters and H Witt, Bounds on Number of Cusps Due to Point Mass Gravitional Lenses with Continuous Matter and Shear,
J. Math. Phys., vol. 37 no. 2920
(January, 2013),
pp. 29202933 [doi] [abs].
 AO Petters and FJ Wicklin, New Caustic Phenomena for Caustics in DoublePlane Lensing,
Astrophysical Applications of Gravitational Lensing, eds. C.S. Kochanek and J.N. Hewitt (Klumer Academic, Dordrecht)
(1996).
 C Keeton, S Gaudi and AO Petters, Identifying Lensing by Substructure I. Cusp Lenses,
Astrophys. J., vol. 598 no. 1 I
(2003),
pp. 138 [0210318], [doi] [abs].


dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821
 
Mathematics Department
Duke University, Box 90320
Durham, NC 277080320

