Pierre Nyquist

I am Associate Professor and docent in the Department of Mathematical Sciences, Chalmers University of Technology and Gothenburg University. My research is sponsored by the Swedish Research Council, the Swedish e-science Research Center (SeRC) and the Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP).

My research interests are at the intersection of probability theory, mathematical statistics and applied mathematics. Lately I have been increasingly interested in the mathematical foundation of the analysis and modelling of complex data, and the interplay with ideas from physics. My main expertise is in probability theory, where I have focused on large deviations theory and stochastic numerical methods. However, I have a general interest in all of probability theory and much of what is categorised as applied mathematics, in particular questions related to partial differential equations, optimisation and (stochastic) optimal control.

I have an opening for a PhD position to work at the intersection of probability and analysis, that will be oficially announced during winter 2024/2025; for more information see my personal page

or the official announcement (TBA).