Peter Forsyth
Scholar

Peter Forsyth

Google Scholar ID: OQK4DDYAAAAJ
Distinguished Professor Emeritus, Cheriton School of Computer Science, University of Waterloo
Scientific ComputingComputational FinanceNumerical solution of PDEs
Citations & Impact
All-time
Citations
2,647
 
H-index
30
 
i10-index
79
 
Publications
20
 
Co-authors
28
list available
Contact
Resume (English only)
Academic Achievements
  • Published numerous papers; Received the 2024 Daykin Prize; Conducted research-related consulting for organizations such as SunLife of Canada, NOVA, Electric Power Research Institute, etc.; Served as a director of Aquanty.
Research Experience
  • 1979-1985: Senior Simulation Scientist at the Computer Modelling Group (CMG); 1985-1987: Founding President of Dynamic Reservoir Systems (DRS); 1987-2016: Professor at the Cheriton School of Computer Science, University of Waterloo; Editorial Board Member for Applied Mathematical Finance (2003-2023) and Journal of Computational Finance (2004-2023); Editor-in-chief of the Journal of Computational Finance (2008-2013).
Education
  • BSc (Western Ontario 1975), MSc (Australian National 1977), PhD (Western Ontario 1979)
Background
  • Research Interests: Computational Finance, Numerical solution of partial differential equations, Iterative solution of large sparse matrices. Brief Introduction: After graduating in 1979, Peter worked as a Senior Simulation Scientist at the Computer Modelling Group (CMG), developing petroleum reservoir analytics. He then founded Dynamic Reservoir Systems (DRS), a software startup. In 1987, he sold his shares in DRS and joined the University of Waterloo, where he became a Professor in the Cheriton School of Computer Science. He officially retired on November 1, 2016, and is now a Professor Emeritus.
Miscellany
  • Personal Interests: Not specified.