David P. Herzog
Assistant Professor
Dept. of Mathematics
Iowa State University
Office: Carver 474
Email: dherzog "at" iastate "dot" edu
Iowa State Math Department Webpage
Mathematics Colloquium
Probability Seminar

Teaching (Fall '17)

Math 104

Math 515

Note: All course materials can be found on Blackboard.


My main interests are in stochastic analysis, in particular stochastic differential equations. I also have interests in applied mathematics, and some of my research in this area has been featured in popular press: DukeToday, Pharmacy Times, Futurity, WUNC, Healio, ACSH, ICT, AHC Media. Currently, my research is supported in part by grant DMS-1612898 from the National Science Foundation.

Scaling and saturation in infinite-dimensional control problems with applications to SPDEs (PDF)
(with N.E. Glatt-Holtz and J.C. Mattingly). Submitted.
Geometric ergodicity of two-dimensional Hamiltonian systems with a Lennard-Jones-Like repulsive potential (PDF)
(with B. Cooke, J.C. Mattingly, S.A. McKinley, S.C. Schmidler). To appear in Communications in Mathematical Sciences.
The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (PDF)
(with S. Hottovy and G. Volpe). J. Stat. Phys. 163 no. 3 pp.659-673 (2016).
Noise-induced stabilization of planar flows II (PDF)
(with J.C. Mattingly). Electron. J. Probab. 20 no. 113 pp.1-37 (2015).
Noise-induced stabilization of planar flows I (PDF)
(with J.C. Mattingly). Electron. J. Probab. 20 no. 111 pp.1-43 (2015).
A practical criterion for positivity of transition densities (PDF)
(with J.C. Mattingly). Nonlinearity 28 pp.2823-2845 (2015).
Impact of coverage-dependent marginal costs on optimal HPV vaccination strategies (PDF)
(with M.D. Ryser, K. McGoff, D.J. Sivakoff and E.R. Myers). Epidemics 11 pp.32-47 (2015).
An extension of Hormander's hypoellipticity theorem (Journal)
(with N. Totz). Potential Anal. 42 pp.403-433 (2015).
The transition from ergodic to explosive behavior in a family of stochastic differential equations (PDF)
(with J. Birell and J. Wehr). Stochastic Process. Appl. 122 pp.1519-1539 (2012).
Ergodic properties of a model for turbulent dispersion of inertial particles (PDF)
(with K. Gawedzki and J. Wehr). Comm. Math. Phys. 308 pp.49-80 (2011).
Geometry's fundamental role in the stability of stochastic differential equations (PDF)
Ph.D. Dissertation (2011).

shopify analytics ecommerce