Halil Mete Soner is a Turkish American

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...

born in

Ankara Ankara is the capital city of Turkey and List of national capitals by area, the largest capital by area in the world. Located in the Central Anatolia Region, central part of Anatolia, the city has a population of 5,290,822 in its urban center ( ...

and is the Normal John Sollenberger Professor at

Princeton University Princeton University is a private university, private Ivy League research university in Princeton, New Jersey, United States. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial ...

. Soner's research interests are nonlinear partial differential equations;

asymptotic analysis In mathematical analysis, asymptotic analysis, also known as asymptotics, is a method of describing Limit (mathematics), limiting behavior. As an illustration, suppose that we are interested in the properties of a function as becomes very larg ...

of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance. Currently he is working on mean field games and control and related nonlinear partial differential equations on Wasserstein spaces.

Education

After graduating from the Ankara Science High School, he started his university education at the

Middle East Technical University Middle East Technical University (commonly referred to as METU; in Turkish language, Turkish, ''Orta Doğu Teknik Üniversitesi'', ODTÜ) is a prestigious public university, public Institute of technology, technical university located in Ankara, ...

in Ankara, later transferred to

Boğaziçi University Boğaziçi University (Turkish language, Turkish: ''Boğaziçi Üniversitesi''), also known as Bosphorus University, is a Public university, public research university in Istanbul, Turkey, historically tied to a former American educational insti ...

Istanbul Istanbul is the List of largest cities and towns in Turkey, largest city in Turkey, constituting the country's economic, cultural, and historical heart. With Demographics of Istanbul, a population over , it is home to 18% of the Demographics ...

in 1977. He received a B.Sc. in

mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...

and another in

electrical engineering Electrical engineering is an engineering discipline concerned with the study, design, and application of equipment, devices, and systems that use electricity, electronics, and electromagnetism. It emerged as an identifiable occupation in the l ...

simultaneously in 1981, both in first-rank. Soner then attended

Brown University Brown University is a Private university, private Ivy League research university in Providence, Rhode Island, United States. It is the List of colonial colleges, seventh-oldest institution of higher education in the US, founded in 1764 as the ' ...

in Providence, RI,

U.S. The United States of America (USA), also known as the United States (U.S.) or America, is a country primarily located in North America. It is a federal republic of 50 states and a federal capital district, Washington, D.C. The 48 contiguous ...

on a research

fellowship A fellow is a title and form of address for distinguished, learned, or skilled individuals in academia, medicine, research, and industry. The exact meaning of the term differs in each field. In learned or professional societies, the term refers ...

, where he obtained his M.Sc. (1983) and Ph.D. (1986) in

applied mathematics Applied mathematics is the application of mathematics, mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and Industrial sector, industry. Thus, applied mathematics is a ...

Career

In 1985, Soner was

research associate Research associates are researchers (scholars and professionals) that usually have an advanced degree beyond a Bachelor's degree such as a master's degree or a PhD. In some universities/research institutes, such as Harvard/Harvard Medical Scho ...

at the Institute for Mathematics and Applied Sciences in

Minneapolis Minneapolis is a city in Hennepin County, Minnesota, United States, and its county seat. With a population of 429,954 as of the 2020 United States census, 2020 census, it is the state's List of cities in Minnesota, most populous city. Locat ...

, MN and,

assistant professor Assistant professor is an academic rank just below the rank of an associate professor used in universities or colleges, mainly in the United States, Canada, Japan, and South Korea. Overview This position is generally taken after earning a doct ...

and then

professor Professor (commonly abbreviated as Prof.) is an Academy, academic rank at university, universities and other tertiary education, post-secondary education and research institutions in most countries. Literally, ''professor'' derives from Latin ...

between 1986-1998 in the Department of Mathematical Sciences at the

Carnegie Mellon University Carnegie Mellon University (CMU) is a private research university in Pittsburgh, Pennsylvania, United States. The institution was established in 1900 by Andrew Carnegie as the Carnegie Technical Schools. In 1912, it became the Carnegie Institu ...

Pittsburgh Pittsburgh ( ) is a city in Allegheny County, Pennsylvania, United States, and its county seat. It is the List of municipalities in Pennsylvania#Municipalities, second-most populous city in Pennsylvania (after Philadelphia) and the List of Un ...

, PA. During 1997-1998 he was Research Associate at the Feza Gursey Institute for Basic Sciences in Istanbul and

visiting professor In academia, a visiting scholar, visiting scientist, visiting researcher, visiting fellow, visiting lecturer, or visiting professor is a scholar from an institution who visits a host university to teach, lecture, or perform research on a topic fo ...

of Mathematics at the Boğaziçi University, Istanbul and the

University of Paris The University of Paris (), known Metonymy, metonymically as the Sorbonne (), was the leading university in Paris, France, from 1150 to 1970, except for 1793–1806 during the French Revolution. Emerging around 1150 as a corporation associated wit ...

Paris Paris () is the Capital city, capital and List of communes in France with over 20,000 inhabitants, largest city of France. With an estimated population of 2,048,472 residents in January 2025 in an area of more than , Paris is the List of ci ...

France France, officially the French Republic, is a country located primarily in Western Europe. Overseas France, Its overseas regions and territories include French Guiana in South America, Saint Pierre and Miquelon in the Atlantic Ocean#North Atlan ...

. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at

. Then, he moved to Koç University where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in

Sabancı University Sabancı University () is a private research university that adopts a liberal arts education approach, established in 1994 and located on a 1.26 million squaremeter campus which is about 40 km from Istanbul's city center. Its first students ...

. From 2009 to 2019 he was a Professor of Financial Mathematics at

ETH Zürich ETH Zurich (; ) is a public university in Zurich, Switzerland. Founded in 1854 with the stated mission to educate engineers and scientists, the university focuses primarily on science, technology, engineering, and mathematics. ETH Zurich ra ...

. Currently he is the chair of the department of Operations Research and Financial Engineering at Princeton. The meeting METE held in ETH Zurich in 2018 provides an account of his contributions. Soner co-authored a book, with

Wendell Fleming Wendell Helms Fleming (March 7, 1928 – February 18, 2023) was an American mathematician, specializing in geometrical analysis and stochastic differential equations. Fleming received his PhD in 1951 under Laurence Chisholm Young at the Unive ...

, on viscosity solutions and

stochastic control Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesi ...

; '' Controlled Markov Processes and Viscosity Solutions'' (Springer-Verlag) in 1993, (second edition 2006). He authored or co-authored papers on

nonlinear partial differential equations In mathematics and physics, a nonlinear partial differential equation is a partial differential equation with nonlinear terms. They describe many different physical systems, ranging from gravitation to fluid dynamics, and have been used in mathe ...

, viscosity solutions, stochastic optimal control,

mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req ...

, martingale optimal transport and mean field games and control.

Awards

He received the TÜBITAK-TWAS Science award in 2002, was the recipient of an ERC Advanced Investigators Grant in 2009 and the Alexander von Humboldt Foundation Research Award in 2014 and was elected as a SIAM Fellow in 2015.

Personal life

He lives in Princeton with his wife Serpil and they have a son, Mehmet Ali.

References

External links

His homepage
{{DEFAULTSORT:Soner, Halil Mete Year of birth missing (living people) Living people People from Ankara Turkish mathematicians American academics of Turkish descent Middle East Technical University alumni Boğaziçi University alumni Brown University alumni Ankara Science High School alumni Carnegie Mellon University faculty Academic staff of Koç University Princeton University faculty Academic staff of Sabancı University Academic staff of ETH Zurich