Xinfu Chen

Xinfu Chen is a Professor of Mathematics at the University of Pittsburgh, affiliated with the Department of Mathematics within The Dietrich School of Arts and Sciences. He holds a PhD from the University of Minnesota. His research focuses on Analysis and Partial Differential Equations, with a significant emphasis on Mathematical Finance. Key interests include nonlinear PDEs, free boundary problems, singular perturbations, and their applications to finance and materials science.

His work spans theoretical and applied domains, addressing topics such as optimal exercise boundaries in financial derivatives, phase transitions in materials, and reaction-diffusion-advection models. Recent publications highlight contributions to American option pricing, narrow escape problems, and anisotropic phase field models. He has also explored traveling wave dynamics and inverse problems in stochastic processes.

Chen’s research has been published in leading journals, reflecting his expertise in bridging mathematical theory with practical applications. His work often involves rigorous analytical methods paired with numerical simulations to address complex phenomena in finance and physics.