Rate My Professor Ben Goldys

Professor Ben Goldys serves as Professor in Financial Mathematics in the School of Mathematics and Statistics within the Faculty of Science at the University of Sydney. His primary research interests lie in stochastic ordinary and partial differential equations and their applications in financial mathematics. Additional areas include stochastic analysis, stochastic partial differential equations, analysis, mathematical physics, probability and stochastic processes. He has garnered over 1954 citations according to Google Scholar and 789 on ResearchGate, reflecting significant impact in applied mathematics. Professor Goldys aligns his work with the Faculty of Science research strengths in understanding complex systems.

Prior to his current role, Professor Goldys was an Associate Professor at the University of New South Wales School of Mathematics and Statistics for 21 years, leaving in 2012. He earned his PhD in 1981. At the University of Sydney, he contributes to academic service by coordinating units such as STAT4528, supervising PhD students, organizing joint Sydney-UNSW stochastic PDE seminars and workshops, and hosting international visitors at the Sydney Mathematical Research Institute, such as through the International Visitor Program. His collaborations span institutions like Jagiellonian University and RWTH Aachen. Key publications include 'A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise' (2025), 'The stochastic Landau–Lifshitz–Baryakhtar equation: Global solution and invariant measure' (2025), 'Stochastic Landau–Lifshitz–Gilbert equations for frustrated magnets under fluctuating currents' (2025), 'Global attractor and robust exponential attractors for some classes of fourth-order nonlinear evolution equations' (2025), 'Existence, uniqueness and regularity of solutions to the stochastic Landau–Lifshitz–Slonczewski equation' (2024), 'Numerical method and error estimate for stochastic Landau–Lifshitz–Bloch equation' (2024), 'Operator semigroups in the mixed topology and the infinitesimal description of Markov processes' (2022), 'Second order PDEs with Dirichlet white noise boundary conditions' (2014), and 'Large Deviations and Transitions Between Equilibria for Stochastic Hamiltonian Systems' (2017). His research advances controllability, invariant measures, and numerical methods for stochastic evolution equations in physics and finance.