Halil Mete Soner
Encyclopedia
Halil Mete Soner is a Turkish
mathematician
born in Ankara
.
After graduating from the Ankara
Science High School (Ankara Fen Lisesi), he started his university education at the Middle East Technical University
in Ankara, later transferred to Boğaziçi University
, Istanbul
in 1977. He received a B.Sc.
in mathematics
and another in electrical engineering
simultaneously in 1981, both in first-rank. Soner then attended Brown University
in Providence
, RI
, U.S.
on a research fellowship
, where he obtained his M.Sc.
(1983) and Ph.D.
(1986) in applied mathematics
.
In 1985, Soner was research associate
at the Institute for Mathematics and Applied Sciences in Minneapolis
, MN
and, assistant professor and then professor
between 1986-1998 in the Department of Mathematical Sciences at the Carnegie Mellon University
in Pittsburgh
, PA
. During 1997-1998 he was Research Associate at the Feza Gursey Institute for Basic Sciences in Istanbul and visiting professor of Mathematics at the Boğaziçi University, Istanbul and the University of Paris
, Paris
, France
. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at Princeton University
. Then, he moved to Koc University
where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in Sabanci University
. Currently he is a Professor of Financial Mathematics at ETH Zürich
.
Soner co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control
; Controlled Markov Processes
and Viscosity Solutions (Springer-Verlag) in 1993, which was listed among the most-cited articles on computer science
by Thomson Science in 2004. He authored or co-authored papers on nonlinear partial differential equations, viscosity solutions, stochastic optimal control and mathematical finance
.
He is elected to the Turkish Academy of Sciences
(TUBA), in December 2001, and received the TÜBITAK-TWAS Science award in 2002. He was the sole recipient of ERC Advanced Investigators Grant from Turkey in 2009.
Soner’s current research interests are nonlinear partial differential equations; asymptotic analysis
of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.
He is married to Serpil. They have a son Mehmet Ali.
Turkey
Turkey , known officially as the Republic of Turkey , is a Eurasian country located in Western Asia and in East Thrace in Southeastern Europe...
mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
born in Ankara
Ankara
Ankara is the capital of Turkey and the country's second largest city after Istanbul. The city has a mean elevation of , and as of 2010 the metropolitan area in the entire Ankara Province had a population of 4.4 million....
.
After graduating from the Ankara
Ankara
Ankara is the capital of Turkey and the country's second largest city after Istanbul. The city has a mean elevation of , and as of 2010 the metropolitan area in the entire Ankara Province had a population of 4.4 million....
Science High School (Ankara Fen Lisesi), he started his university education at the Middle East Technical University
Middle East Technical University
Middle East Technical University is a public technical university located in Ankara, Turkey...
in Ankara, later transferred to Boğaziçi University
Bogaziçi University
Boğaziçi University is a public university located on the European side of the Bosphorus strait in Istanbul, Turkey. It has five faculties and two schools offering undergraduate degrees, and six institutes offering graduate degrees...
, Istanbul
Istanbul
Istanbul , historically known as Byzantium and Constantinople , is the largest city of Turkey. Istanbul metropolitan province had 13.26 million people living in it as of December, 2010, which is 18% of Turkey's population and the 3rd largest metropolitan area in Europe after London and...
in 1977. He received a B.Sc.
Bachelor of Science
A Bachelor of Science is an undergraduate academic degree awarded for completed courses that generally last three to five years .-Australia:In Australia, the BSc is a 3 year degree, offered from 1st year on...
in mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
and another in electrical engineering
Electrical engineering
Electrical engineering is a field of engineering that generally deals with the study and application of electricity, electronics and electromagnetism. The field first became an identifiable occupation in the late nineteenth century after commercialization of the electric telegraph and electrical...
simultaneously in 1981, both in first-rank. Soner then attended Brown University
Brown University
Brown University is a private, Ivy League university located in Providence, Rhode Island, United States. Founded in 1764 prior to American independence from the British Empire as the College in the English Colony of Rhode Island and Providence Plantations early in the reign of King George III ,...
in Providence
Providence, Rhode Island
Providence is the capital and most populous city of Rhode Island and was one of the first cities established in the United States. Located in Providence County, it is the third largest city in the New England region...
, RI
Rhode Island
The state of Rhode Island and Providence Plantations, more commonly referred to as Rhode Island , is a state in the New England region of the United States. It is the smallest U.S. state by area...
, U.S.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
on a research fellowship
Scholarship
A scholarship is an award of financial aid for a student to further education. Scholarships are awarded on various criteria usually reflecting the values and purposes of the donor or founder of the award.-Types:...
, where he obtained his M.Sc.
Master's degree
A master's is an academic degree granted to individuals who have undergone study demonstrating a mastery or high-order overview of a specific field of study or area of professional practice...
(1983) and Ph.D.
Doctor of Philosophy
Doctor of Philosophy, abbreviated as Ph.D., PhD, D.Phil., or DPhil , in English-speaking countries, is a postgraduate academic degree awarded by universities...
(1986) in applied mathematics
Applied mathematics
Applied mathematics is a branch of mathematics that concerns itself with mathematical methods that are typically used in science, engineering, business, and industry. Thus, "applied mathematics" is a mathematical science with specialized knowledge...
.
In 1985, Soner was research associate
Research associate
The title of research associate is used to denote an academic research position at a university or similar institution. A research associate usually conducts research under the supervision of a principal investigator. In contrast to a research assistant or research officer, a research associate...
at the Institute for Mathematics and Applied Sciences in Minneapolis
Minneapolis, Minnesota
Minneapolis , nicknamed "City of Lakes" and the "Mill City," is the county seat of Hennepin County, the largest city in the U.S. state of Minnesota, and the 48th largest in the United States...
, MN
Minnesota
Minnesota is a U.S. state located in the Midwestern United States. The twelfth largest state of the U.S., it is the twenty-first most populous, with 5.3 million residents. Minnesota was carved out of the eastern half of the Minnesota Territory and admitted to the Union as the thirty-second state...
and, assistant professor and then professor
Professor
A professor is a scholarly teacher; the precise meaning of the term varies by country. Literally, professor derives from Latin as a "person who professes" being usually an expert in arts or sciences; a teacher of high rank...
between 1986-1998 in the Department of Mathematical Sciences at the Carnegie Mellon University
Carnegie Mellon University
Carnegie Mellon University is a private research university in Pittsburgh, Pennsylvania, United States....
in Pittsburgh
Pittsburgh, Pennsylvania
Pittsburgh is the second-largest city in the US Commonwealth of Pennsylvania and the county seat of Allegheny County. Regionally, it anchors the largest urban area of Appalachia and the Ohio River Valley, and nationally, it is the 22nd-largest urban area in the United States...
, PA
Pennsylvania
The Commonwealth of Pennsylvania is a U.S. state that is located in the Northeastern and Mid-Atlantic regions of the United States. The state borders Delaware and Maryland to the south, West Virginia to the southwest, Ohio to the west, New York and Ontario, Canada, to the north, and New Jersey to...
. During 1997-1998 he was Research Associate at the Feza Gursey Institute for Basic Sciences in Istanbul and visiting professor of Mathematics at the Boğaziçi University, Istanbul and the University of Paris
University of Paris
The University of Paris was a university located in Paris, France and one of the earliest to be established in Europe. It was founded in the mid 12th century, and officially recognized as a university probably between 1160 and 1250...
, Paris
Paris
Paris is the capital and largest city in France, situated on the river Seine, in northern France, at the heart of the Île-de-France region...
, France
France
The French Republic , The French Republic , The French Republic , (commonly known as France , is a unitary semi-presidential republic in Western Europe with several overseas territories and islands located on other continents and in the Indian, Pacific, and Atlantic oceans. Metropolitan France...
. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at Princeton University
Princeton University
Princeton University is a private research university located in Princeton, New Jersey, United States. The school is one of the eight universities of the Ivy League, and is one of the nine Colonial Colleges founded before the American Revolution....
. Then, he moved to Koc University
Koç University
Koç University is a private, non-profit institution, founded in 1993 and located in Istanbul, Turkey. One of the top universities in Turkey, it is supported by the financial resources of the Vehbi Koç Foundation, set up by Vehbi Koç, a leading Turkish businessman, “to serve humanity by increasing...
where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in Sabanci University
Sabanci University
Sabancı University is a private research institution located in Istanbul, Turkey. Founded in 1996. SU is a small and highly focused university with 2861 undergraduates and 624 graduates, maintaining a strong emphasis on social and natural sciences...
. Currently he is a Professor of Financial Mathematics at ETH Zürich
ETH Zurich
The Swiss Federal Institute of Technology Zurich or ETH Zürich is an engineering, science, technology, mathematics and management university in the City of Zurich, Switzerland....
.
Soner co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control
Stochastic control
Stochastic control is a subfield of control theory which deals with the existence of uncertainty in the data. The designer assumes, in a Bayesian probability-driven fashion, that a random noise with known probability distribution affects the state evolution and the observation of the controllers...
; Controlled Markov Processes
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
and Viscosity Solutions (Springer-Verlag) in 1993, which was listed among the most-cited articles on computer science
Computer science
Computer science or computing science is the study of the theoretical foundations of information and computation and of practical techniques for their implementation and application in computer systems...
by Thomson Science in 2004. He authored or co-authored papers on nonlinear partial differential equations, viscosity solutions, stochastic optimal control and mathematical finance
Mathematical finance
Mathematical finance is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive and extend the mathematical...
.
He is elected to the Turkish Academy of Sciences
Turkish Academy of Sciences
The Turkish Academy of Sciences is an autonomous scholarly society acting to promote scientific activities in Turkey. Although it is attached to the office of the Prime Minister and is largely funded by the government, it maintains financial and administrative autonomy...
(TUBA), in December 2001, and received the TÜBITAK-TWAS Science award in 2002. He was the sole recipient of ERC Advanced Investigators Grant from Turkey in 2009.
Soner’s current research interests are nonlinear partial differential equations; asymptotic analysis
Asymptotic analysis
In mathematical analysis, asymptotic analysis is a method of describing limiting behavior. The methodology has applications across science. Examples are...
of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.
He is married to Serpil. They have a son Mehmet Ali.