Mario Annunziato

Mario Annunziato is a Researcher in Mathematics at the Department of Physics, University of Salerno, since 2004. His work focuses on numerical methods for stochastic processes and optimal control.

• Institution: University of Salerno
• Department: Department of Physics
• Academic Rank: Researcher

Research Interests include numerical solutions of PDEs and integral equations for stochastic processes, probability density function optimization, and modeling random phenomena. His work addresses positivity, monotonicity, and conservation in discrete PDFs.

Article Trends span stochastic control frameworks, computational finance, biophysics applications, and numerical methods for jump-diffusion processes. Key topics involve Fokker-Planck equations, Hamilton-Jacobi-Bellman formulations, and splitting methods.

Advising and Grants include teaching Numerical Analysis until 2013 and securing funding from the University of Salerno's FARB program, INdAM-GNCS, and the European Science Foundation's OPTPDE grants. He participated in the STRIKE Marie Curie ITN network.

Labs & Teams: Collaborated with Prof. Alfio Borzì at Würzburg University and contributed to open-source tools like MATLAB Central File Exchange for PDP solvers.