Peter Forsyth, PhD - Director

Dr. Forsyth is a full professor in the Cheriton School of Computer Science at the University of Waterloo. He received his B.Sc. (1975) and PhD (1979) from the University of Western Ontario and his M.Sc. (1977) from the Australian National University.

Before joining the University of Waterloo in 1987, he was a Senior Simulation Scientist with the Computer Modelling Group, and President of Dynamic Reservoir Systems, both based in Calgary. Both positions involved development of software for reservoir simulation (multiphase subsurface flow and transport). Peter has collaborated with Ed Sudicky for many years, developing efficient numerical algorithms for nonlinear partial differential equations and sparse matrix solvers.

More recently, Peter has applied his knowledge of numerical techniques to the field of computational finance. He has studied optimal investment strategies for projects where the cashflows are uncertain. This is particularly relevant for large scale infrastructure and commodity based investment. He is currently the Editor-in-Chief of the Journal of Computational Finance.