Research

I work as part of the Mathematical Modelling in Finance and Economics Group in which we model financial systems with uncertain price and uncertain physical flow, leading to non-linear PDEs which must be solved numerically. I have investigated such systems in the world of mining, working with the international leading mining software company Gemcom, and also within the framework of Revenue Management systems, working with the local business Inventive IT. If you are interested in a PhD or want to know a bit more then head over to the Mathematical Finance page in MIMS.

Teaching

I currently teach MATH60082 Computational Finance to MSc students and the popular second year course MATH20912 Introduction to Financial Mathematics. I run introductory courses for the postgrad students on Unix, Latex and using the NAG library, and have in the past given courses on Fortran, C++, matlab and gnuplot. Notes, examples and lectures are all available in the teaching section of my website.

Personal

I've been living, studying and working in Manchester for over fifteen years, completing my BSc, MSc, PhD and post doc work in the department. My wife and I have two daughters, aged 5 and 2, so most of my spare time now revolves around trips to the park and birthday parties. I love playing and watching football but as the years catch up on me I've had to hang up my boots. I still enjoy going to watch Everton play if I can but not so much this year!

Calendar


Latex: Short Lecture

A very VERY short introduction to latex, just to get you started.

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Latex: Tutorial - WinEdt on Windows

A getting started guide to using WinEdt on windows machines at the University of Manchester.

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Latex: Tutorial - TexStudio on Windows

A getting started guide to using TexStudio on windows machines at the University of Manchester.

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Unix: Short Lecture

The short version of the lecture as given in the course.

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Unix: In-Class Demonstration Notes

Detailed description of in class demonstration.

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Unix: Useful Commands

Some useful commands you might need.

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Research: PDE methods for stochastic dynamic optimisation: An application to wind power generation with energy storage

Johnson, P.,Howell, S. and Duck, P., "PDE methods for stochastic dynamic optimisation: An application to wind power generation with energy storage", Philosophical Transactions of the Royal Society A, to appear 2017.


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Research: Flexible decision making in the wake of large scale nuclear emergencies : long-term response.

Yumashev, D and Johnson, P, "Flexible decision making in the wake of large scale nuclear emergencies: long-term response", 2017, European Journal of Operational Research.

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