Daniel Ostrov

Daniel Ostrov is a Professor in the Department of Mathematics and Computer Science at Santa Clara University, where he has held academic positions since 1995. He specializes in Applied Mathematics, focusing on Optimal Control problems and Partial Differential Equations (PDEs) with applications in Finance, Engineering, Chemistry, Economics, and Physics.

• Education: B.S. in Chemical Engineering from University of Wisconsin-Madison (1990), M.S. in Applied Mathematics and Engineering from Brown University (1992), Ph.D. in Applied Mathematics from Brown University (1994)
• Academic Career: Visiting Assistant Professor at Brown University (1994–1995), Assistant Professor (1995–2001), Associate Professor (2001–2012), and Professor (2012–present) at Santa Clara University

His research spans two major domains:

• Financial Mathematics: Collaboration with Sanjiv Das on dynamic investment strategies for goal optimization; development of Franklin Templeton's Goals Optimization Engine (GOE). Work with Tom Wong on tax-efficient portfolio optimization algorithms incorporating capital loss harvesting. Analysis of IRA/401(k) withdrawal strategies with Jim DiLellio.
• Nonlinear PDEs: Theoretical studies on conservation laws and Hamilton-Jacobi equations, with applications to 3D surface reconstruction from 2D images (shape from shading) and chemical separation processes (chromatography).

Ostrov's interdisciplinary approach bridges mathematical rigor with practical applications in finance and engineering. He has developed computational tools including a C++ program for quantifying tax-loss harvesting benefits in portfolio management.

Contact Information:

• Email: dostrov@scu.edu
• Office: O'Connor Hall, Room 332
• Mailing Address: Department of Mathematics and Computer Science, Santa Clara University, 500 El Camino Real, Santa Clara, CA 95053-0290
• Phone: 408-554-4551