DEPARTMENT OF MATHEMATICS

Prof. Mark A. Pinsky

Mark A. Pinsky (15 July 1940 – 8 December 2016) was Professor of Mathematics at Northwestern University from 1968 until his retirement in 2012.

His research areas included probability theory, stochastic analysis, and classical harmonic analysis. His early work was directed toward random evolution, especially problems related to differential equations with noise, computing Lyapunov exponents of various random dynamical systems and studying multidimensional extensions of the Feynman-Kac functional. His work in stochastic differential geometry included an approximation scheme for Brownian motion on a Riemannian manifolds and detailed analysis of exit asymptotics and its influence on the geometry of the manifold.

Later in his career, he turned his attention to classical harmonic analysis and studied high dimensional analogues of the classical Gibbs phenomena in Fourier analysis. This new discovery, now called the Pinsky phoenomenon has become a popular topic of research in harmonic analysis. Besides numerous research papers, Pinsky was the author of five mathematical books on various subjects:  Introduction of Ordinary Differential Equations With Mathematica (with Alfred Gray and Michael Mezzino), Lectures on Random Evolution, Partial Differential Equations and Boundary Value Problems With Applications, Introduction to Fourier Analysis and Wavelets, and An Introduction to Stochastic Modeling (a revised edition of the book of the same title by Samuel Karlin and Howard Taylor).