Professor Henry P. McKean

Henry P. McKean

Silver Professor; Professor of Mathematics

B.A. 1952, Dartmouth; Ph.D. 1955, Princeton

Office Address: 

251 Mercer Street
New York, NY 10012

Phone: 

212-998-3252

Fax: 

212-995-4121

Personal Homepage: 

http://math.nyu.edu/faculty/mckean/index.html

Areas of Research/Interest: 

probability, partial differential equations, complex function theory

External Affiliations:

American Academy of Arts and Sciences, National Academy of Science.

Bio

Henry P. McKean has an outstanding record of research in the areas of Probability Theory, Partial Differential Equations, Complex Function Theory and Hamiltonian Mechanics. Since his 1955 Ph.D. from Princeton, he has published approximately 120 scientific papers and five monographs. He has been a Guggenheim Fellow and is a member of the American Academy of Arts and Sciences and the National Academy of Sciences. His research has been especially influential on such topics as one-dimensional diffusion processes (which play a central role in modern mathematical finance), the Boetzmann Equation (from Statistical Physics) and the complex geometry of integrable systems.

Fellowships/Honors:

Eastman Professor, Balliol College, Oxford, 1978-1979; Guggenheim Fellow, 1973.

Silver Dialogues Essay

The field of mathematics is very wide and it is not easy to predict what happens next, but I can tell you it is alive and well.Two general trends are obvious and will surely persist. In its pure aspect, the subject has changed, much for the better I think, by moving to more concrete problems. In both its pure and applied aspects, an equally beneficial shift to non-linear problems can be seen. Most mathematical questions suggested by Nature are genuinely non-linear,meaning very roughly that the result is not proportional to the cause, but varies with it as the square or the cube,or in some more complicated way. The study of such questions is still, after two or three hundred years, in its infancy. Only a few of the simplest examples are understood in any really satisfactory way. I believe this direction will be a principal theme in the future. To make concrete these vague remarks would require examples described in some detail, hard to do in a little space, so I have chosen a more historical route. Read More...

Updated on 04/19/2012