Department of Mathematics
Bar-Ilan University
Ramat Gan 5290002, Israel
e-mail: schiff@math.biu.ac.il
office phone: 03-531-8867 fax: 03-738-4057

Positions Held

Education

Sept 1987 - May 1991	Columbia University, New York, NY PhD in physics, Oct 1991 Research area: Mathematical Physics Advisor: V.P.Nair Dissertation: Self-duality in Gauge Theory and Integrable Systems MPhil in physics, Oct 1989 MA in physics, May 1988
Oct 1982 - June 1985	Trinity College, Cambridge University, England BA (First Class) in mathematics, June 1985

Papers written prior to arrival at Bar-Ilan University

1. Twistors and Topological Gauge Theory (with V.P.Nair), Physics Letters B233 343 (1989).
2. A Kahler-Chern-Simons Theory and Quantization of Instanton Moduli Spaces (with V.P.Nair), Physics Letters B246 423 (1990).
3. Integrability of Chern-Simons-Higgs and Abelian Higgs Vortex Equations in a Background Metric, Journal of Mathematical Physics 32 753 (1991).
4. Integrability of Chern-Simons-Higgs Vortex Equations and A Reduction of the Self-Dual Yang-Mills Equations to Three Dimensions, invited talk given at the NATO Advanced Research Workshop Painleve Transcendents, Their Asymptotics and Physical Applications, Ste.Adele, Quebec (Sept 1990). Published in workshop proceedings (Plenum, 1992).
5. Hyperbolic Vortices and some Non-Self-Dual Classical Solutions of SU(3) Gauge Theory, Physical Review D44 528 (1991).
6. Kahler-Chern-Simons Theory and Symmetries of Anti-Self-Dual Gauge Fields (with V.P.Nair), Nuclear Physics B371 329 (1992).
7. Self-duality in Gauge Theory and Integrable Systems, PhD Thesis, deposited July 1991.
8. Actions for Integrable Systems and Deformed Conformal Field Theories, invited talk given at the NSERC-CAP Workshop Quantum Groups, Integrable Models and Statistical Systems, Kingston, Ontario (July 1992). Published in workshop proceedings (Plenum 1993).
9. On the Hamiltonian Structures and the Reductions of the KP Hierarchy (with D.A. Depireux), invited talk given by D.A.Depireux at the NSERC-CAP Workshop Quantum Groups, Integrable Models and Statistical Systems, Kingston, Ontario (July 1992). Published in workshop proceedings (Plenum 1993).
10. Bäcklund Transformations of MKdV and Painleve Equations, Nonlinearity, 7 305-312 (1994).

Papers written while at Bar-Ilan University

1. On UrKdV and UrKP (with Didier A. Depireux), Letters in Mathematical Physics 33 99-111 (1995).
2. Zero Curvature Formulations of Dual Hierarchies, Journal of Mathematical Physics 37 1928-1938 (1996).
3. The Hamilton-Jacobi Difference Equation (with Nissim Elnatanov), Functional Differential Equations 3 279-286 (1996).
4. Hidden Symmetries of the Principal Chiral Model Unveiled (with Chand Devchand), Communications in Mathematical Physics 190 675-695 (1998).
5. Hidden Symmetries of the Principal Chiral Model and A Nonstandard Loop Algebra (with Chand Devchand), Physics Letters B418 155-159 (1998).
6. The Universal Gaussian in Soliton Tails (with David Kessler), Physical Review E 58 7924-7927 (1998).
7. The Camassa-Holm Equation: A Loop Group Approach, Physica D 121 24-43 (1998).
8. A Natural Approach to the Numerical Integration of Riccati Differential Equations (with Steve Shnider), SIAM Journal of Numerical Analysis 36 1392-1413 (1999).
9. The Camassa-Holm equation: conserved quantities and the initial value problem (with Michael Fisher), Physics Letters A259 371-376 (1999).
10. Supersymmetric integrable systems from geodesic flows on superconformal groups (with Chand Devchand), in Proceedings of the International Seminar on Integrable Systems, Bonn 1999, Theoretical and Mathematical Physics 123 182-188 (2000).
11. Lie Groups and Error Analysis (with Steve Shnider), Journal of Lie Theory, 11 231-254 (2001).
12. The supersymmetric Camassa-Holm equation and geodesic flow on the superconformal group (with Chand Devchand), Journal of Mathematical Physics, 42 260-273 (2001).
13. Inclusion-Exclusion Redux (with David Kessler), Electronic Communications in Probability, 7 85 (2002).
14. Loop Groups and Discrete KdV Equations, Nonlinearity 16 257-275 (2003).
15. A Combinatoric Proof and Generalization of Ferguson's Formula for k-generalized Fibonacci Numbers (with David Kessler), Fibonacci Quarterly, 42 266-273 (2004).
16. Regularity of the inversion problem for the Sturm-Liouville difference equation. III. A criterion for regularity of the inversion problem. (with Nina Chernyavskaya and Leonid Shuster), Journal of Difference Equations and their Applications 11 245-260 (2005).
17. Regularity of the inversion problem for the Sturm-Liouville difference equation. IV. Stability conditions for a three-point difference scheme with non-negative coefficients. (with Nina Chernyavskaya and Leonid Shuster), Journal of Difference Equations and their Applications 11 487-501 (2005).
18. Commuting extensions and cubature formulae (with Ilan Degani and David Tannor), Numerische Mathematik 101 479-500 (2005).
19. Optimal Design of English Auctions with Discrete Bid Levels (with Etty David, Alex Rogers, Nick Jennings and Sarit Kraus), in Proceedings of the 6th ACM conference on Electronic commerce 2005, Vancouver, BC, Canada June 5-8, 2005.
20. Learning Environmental Parameters for the Design of Optimal English Auctions with Discrete Bid Levels (with Etty David, Alex Rogers, Nick Jennings and Sarit Kraus), in Agent-Mediated Electronic Commerce. Designing Trading Agents and Mechanisms, Springer Lecture Notes in Computer Science Volume 3937 1-15 (2006).
21. RCMS: right correction Magnus series approach for oscillator ODEs (with Ilan Degani), Journal of Computational and Applied Mathematics 193 413-436 (2006).
22. Optimal design of English auctions with discrete bid levels (with Etty David, Alex Rogers, Nick Jennings, Sarit Kraus and Michael Rothkopf), ACM Transactions on Internet Technology 7 article 12 (2007).
23. The effects of proxy bidding and minimum bid increments within eBay auctions (with Alex Rogers, Etty David and Nick Jennings), ACM Transactions on the Web 1 article 9 (2007).
24. Unified derivation of Bohmian methods and the incorporation of interference effects (with Yair Goldfarb and David Tannor), Journal of Physical Chemistry A 111 10416-10421 (2007).
25. Complex trajectory method in time-dependent WKB (with Yair Goldfarb and David Tannor), Journal of Chemical Physics 128 164114 (2008).
26. A priori analysis of initial data for the Ricatti equation and asymptotic properties of its solutions (with Nina Chernyavskaya and Leonid Shuster), Bulletin of the London Mathematical Society 41 723-732 (2009).
27. Infinitely many conservation laws for the discrete KdV equation (with Sasha Rasin), Journal of Physics A: Math. Theor. 42 175205 (2009).
28. Path integral derivations of novel complex trajectory methods, (with Yair Goldfarb and David Tannor), Physical Review A 83 012104 (2011).
29. Quantum mechanics without wavefunctions (with Bill Poirier), Journal of Chemical Physics 136 031102 (2012).
30. Sech wave packets, their Wigner functions and Bohmian trajectories (with Bill Poirier). J.Phys.A: Math.Theor. 45 405302 (2012).
31. The Gardner method for symmetries (with Sasha Rasin), J.Phys.A: Math.Theor. 46 155202 (2013).
32. Maximal energy extraction under discrete diffusive exchange (with Mike Hay and Nat Fisch), Physics of Plasmas 22 (10), 102108 (2015).
33. Bäcklund Transformations for the Camassa-Holm Equation (with Sasha Rasin), Journal of Nonlinear Science, 27 (1) 45-69 (2017).
34. On Extreme Points of the Diffusion Polytope (with Mike Hay and Nat Fisch), Physica A, 473 225-236 (2017).
35. Bäcklund transformations for the Boussinesq equation and merging solitons (with Sasha Rasin), Journal of Physics A: Mathematical and Theoretical, 50 (32), 325202 (2017).
36. Analytic methods to find beating transitions of asymmetric Gaussian beams in GNLS equations (with David Ianetz), Chaos: An Interdisciplinary Journal of Nonlinear Science, 28 (1), 013116 (2018). Featured as an AIP Scilight, January 2018.
37. Unfamiliar Aspects of Bäcklund Transformations and an Associated Degasperis-Procesi Equation (with Sasha Rasin), Theoretical and Mathematical Physics, 196 (3) 1333-1346 (2018) (English version), Teoreticheskaya i Matematicheskaya Fizika, 196 (3) 449-464 (2018) (Russian version).
38. A dynamical systems approach to the fourth Painleve equation (with Michael Twiton), J.Phys.A:Math.Theo. 52 145201 (2019).
39. A simple-looking relative of the Novikov, Hirota-Satsuma and Sawada-Kotera equations (with Sasha Rasin), Journal of Nonlinear Mathematical Physics 26 (4) (2019).
40. Classification of real solutions of the fourth Painleve equation (with Michael Twiton), submitted, https://arxiv.org/pdf/1905.12125.pdf.

Preprints and unpublished work

1. The Variance of Standard Option Returns (with Adi Ben Meir), arXiv:1204.3452.
2. The asymptotics of factorials, binomial coefficients and Catalan numbers (with David Kessler).
3. Gaussian quadrature without orthogonal polynomials (with Ilan Degani), arXiv:math/0506199.
4. Hamiltonian Approximants for Symplectic Integrators (with Bill Newman).
5. HexaKdV, solv-int/0209040.
6. On an Inequality Arising in a Comparison of Hypercubes and Star Graphs (with Gideon Ehrlich).
7. The birthday problem (with David Kessler).
8. Hamiltonian systems as machines over the reals.
9. On the Complexity of the Anisotropic Kepler Problem and the Planar Isosceles Three Body Problem (with Hava Siegelman).
10. Symmetries of KdV and Loop Groups, solv-int/9606004.
11. Self-dual Yang-Mills and the Hamiltonian Structures of Integrable Systems, hep-th/9211070.
12. The Nonlinear Schrodinger Equation and Conserved Quantities in the Deformed Parafermion and SL(2)/U(1) Coset Models, hep-th/9210029.
13. The KdV Action and Deformed Minimal Models, hep-th/9205105.

Teaching at Bar-Ilan University

Course Number

Course Name

18/19

17/18

15/16

14/15

13/14

12/13

11/12

10/11

9/10

08/09

07/08

88-151

Computers in Mathematics

x

x

x

x

x

88-165

Introduction to Probability and Statistics

x

88-201

Analytic and Differential Geometry

x

88-235

Fourier Analysis

x

x

x

x

88-240

Ordinary Differential Equations

x

x

x

x

x

88-608

Mathematics in the Modern World

x

x

x

x

x

88-620

Financial Mathematics 1 (Financial Math program)

x

88-636 (formerly 88-902)

Numerical Methods for Finance (Financial Math program)

x

x

x

x

x

x

x

x

88-654

Practitioners' Course (Financial Math program)

x

x

88-652

Seminar in Risk Management (Financial Math program)

x

88-809

Dynamical Systems (Graduate course)

x

x

x

x

x

x

x

x

88-900

Mathematical Methods of Differential Equations (Graduate course)

x

88-901

Applications of Differential Equations (Graduate course)

x

88-908

Seminar in Differential Equations (Graduate seminar)

x

88-956

Chaos Theory (Graduate course)

x

83-210

Harmonic Analysis (School of Engineering)

x

x

x

83-211

Complex Functions (School of Engineering)

x

83-215

Partial Differential Equations (School of Engineering)

x

89-195

Discrete Mathematics (Department of Computer Science)

x

Other courses taught prior to 2007 include: undergraduate courses in calculus, probability, complex analysis, differential equations, differential geometry, numerical analysis; graduate courses in differential geometry, chaos theory, numerical analysis, soliton theory, symmetries of differential equations.

Other teaching. Courses given at the Feinberg Graduate School at the Weizmann Institute of Science: Symmetries of Differential Equations (Winter semester 1999-2000), Lagrangian and Hamiltonian Dynamics (Winter semester 2000-2001).

Invited Lectures (since 1997)

• New algorithms for convex interpolation, contributed talk at ICIAM 2019, Valencia, Spain, July 2019.
• A Classification of Real Solutions of Painleve IV, contributed talk at ICIAM 2019, Valencia, Spain, July 2019.
• A Classification of Real Solutions of Painleve IV, talk at The 16th Conference on Mathematics in Technical and Natural Sciences, Kocielisko, Poland, June 2019.
• A Classification of Real Solutions of Painleve IV, talk at The 2nd JNMP Conference on Nonlinear Mathematical Physics, Sangtiago, Chile, May 2019.
• New algorithms for convex interpolation, Analysis Seminar, Bar-Ilan University, March 2019.
• Bäcklund Transformations and Infinitesimal Symmetries, seminar at University of Kent, UK, February 2018.,
• Analytic Methods for Beating Transitions of Asymmetric Gaussian Beams in Nonlinear Waveguides, talk in Mathematical Physics session, Israel Physical Society Annual Meeting, December 2017.
• Analytic Methods for Beating Transitions of Asymmetric Gaussian Beams in Nonlinear Waveguides, Applied Math Seminar, Bar-Ilan University, November 2017.
• Bäcklund Transformations and Infinitesimal Symmetries, talk at SDEA-III, The Third International Conference on Symmetries, Differential Equations and Applications, Istanbul, Turkey, August 2017.
• Some Unfamiliar Aspects of Bäcklund Transformations, talk at "PMNP 2017: 50 Years of IST" Conference, Gallipoli, Italy, June 2017.
• Mathematics of Sudoku, talk at Leyl HaMadanim (Scientists' Night), September 2016.
• Multiscale analysis near a 1-1 Hamiltonian resonance, invited lecture at the Israel Mathematical Union Annual Meeting, June 2016.
• Multiscale analysis of Breathing-beating transitions, Haifa University Department Colloquium, December 2015.
• Quantum Mechanics without Wavefunctions, Tel Aviv University, Applied Mathematics Seminar, June 2013.
• From Bäcklund transformations to infinitesimal symmetries, Technion, PDE Seminar, May 2013.
• Loop groups and discrete KdV equations, invited lecture at SIDE 10 - Symmetries and Integrability of Difference Equations, Ningbo, China, June 2012.
• Thoughts on the use of Matlab for teaching and research in mathematical finance, invited lecture at The Systematics Matlab in Finance Seminar 2012, Tel Aviv, May 2012.
• Quantum Mechanics Without Wavefunctions, Texas Tech Math Department Colloquium, Feb 2012.
• Quantum Mechanics Without Wavefunctions, Weizmann Institute, Mathematical Analysis and Applications Seminar, Jan 2012.
• Quantum Mechanics Without Wavefunctions, Bar-Ilan Math Department Colloquium, Dec 2011.
• Quantum Mechanics Without Wavefunctions, invited lecture at Symposium on Quantum-Classical Dynamics, Weizmann Institute, Nov 2011.
• Between Continuous and Discrete in Integrable Systems, invited lecture at Supersymmetry in Integrable Systems (SIS'10), Yerevan, Armenia, August 2010.
• Generalized Cayley maps and multistep Lie group methods, contributed talk at ENUMATH 2009, Uppsala, Sweden, July 2009.
• Numerics on Lie groups, quick and simple, invited lecture at the Israel Mathematical Union Annual Meeting, April 2009.
• Bohmian mechanics with complex action: a new semiclassical approximation to quantum mechanics, Weizmann Institute, Mathematical Analysis and Applications Seminar, April 2009.
• Bohmian mechanics with complex action: a new semiclassical approximation to quantum mechanics, Tel Aviv University Applied Mathematics Seminar, March 2009.
• A Path Integral Approach to BOMCA, lecture at CCP6 2008 Worskhop, Leeds, UK, September 2008.
• A Path Integral Approach to BOMCA, lecture at Quantum Trajectories Workshop, Los Alamos, New Mexico, USA, July 2008.
• Generalized Cayley maps, multistep Lie group methods and the computation of Lyapunov exponents, Mathematical Institute, University of Bergen, Norway, February 2008.
• BOMCA - Bohmian Mechanics with Complex Action, Mathematical Institute, University of Bergen, Norway, February 2008.
• The Geometric Integration Program, Applied Mathematics Colloquium, Department of Mathematics, Bar-Ilan University, November 2007.
• Painleve Tests and Normal Forms at Infinity, The Seventh Israeli Mini-Workshop in Applied and Compuational Mathematics, Weizmann Institute, June 2007.
• Smooth Integral Curves of Near-Identity Recursions, Symposium on Functional Differential Equations, Ariel, Israel, September 2006.
• The Bid Increment: A Forgotten Feature of Auction Design, Technion Game Theory Seminar, January 2006.
• Combinatorial Aspects of Discrete Bid Auctions, Combinatorics Seminar, Department of Mathematics, Bar-Ilan University, November 2005.
• Asymptotics of Flows on Lie Groups, 2005 International Conference on Scientific Computation and Differential Equations, Nagoya, Japan, May 2005.
• Commuting Extensions and Cubature Formulae, 2005 Haifa Matrix Theory Conference, Technion, January 2005.
• Commuting Extensions and Cubature Formulae, Mathematics Colloquium, Department of Mathematics, Bar-Ilan University, June 2004.
• Old and new discretizations of the KdV equation, Applied Math and Differential Equations Section of the Israel Mathematical Union Meeting, Zichron Ya'akov, May 2003
• Geodesic Flow and Integrability, Department of Mathematics and Computer Science, Bar-Ilan University, May 2002.
• Geodesic Flow and Integrability, Department of Physics, The Technion, April 2002.
• Linear Flows on a Lie Group with Dependence on a Large Parameter, Department of Mathematics and Computer Science, Bar-Ilan University, January 2001.
• Linear Flows on a Lie Group with Dependence on a Large Parameter, Department of Mathematics, Weizmann Institute, December 2000.
• Loop Group Methods for the Camassa-Holm Equation, Max-Planck-Institut fur Mathematik, Bonn, February 2000.
• The Camassa-Holm Equation: Origins and Integrability, Israel Mathematical Union Annual Meeting, Haifa, May 1999.
• Symplectic Integrators from Discretized Action Principles, First International Conference on Discrete Chaotic Dynamics in Nature and Society, Beer Sheva, October 1998.
• Symplectic Integrators from Discretized Action Principles, Max-Planck-Institut fur Mathematik in den Wissenschaften, Leipzig, July 1998.
• Symplectic Integrators from Discretized Action Principles, Fourth Bar-Ilan-Ulm Workshop in Mathematics, Ulm, June 1998 (abstract in workshop proceedings).
• Loop Group Methods for Soliton Equations, Department of Mathematics, University of Minnesota, August 1997.
• Nonlinear Integrable Systems are Linear Systems in Disguise, Max-Planck-Institut fur Gravitationsphysik, Albert Einstein Institute, Potsdam, June 1997.
• Lecture Course, Introduction to Differential Geometry for Physicists, Department of Physics, Bar-Ilan University, Spring Semester 1997.
• Lie Groups and Error Analysis, Department of Applied Mathematics and Theoretical Physics, Cambridge, January 1997.

Service (Partial List)

• Department of Mathematics, Bar-Ilan University:
  • Student Advisor 2000-2002 and 2007-2010
  • Deputy head of department 2002-2004.
  • Head of department 2004-2006.
  • Head of department teaching committee, 2008-2014.
  • Head of financial mathematics program, 2014-2016.
• Bar-Ilan University:
  • University teaching committee 2008-2011
  • Former member of university internet committee.
  • Service on numerous committees for review of appointments and promotions.
• Other academic:
  • Secretary, Israel Mathematical Union, October 1996 - September 1998.
  • Senior academic council and appointments committee, Moreshet Yaakov Teaching College, Rehovot, Israel, 2005-2009
  • Current member of senior academic council, Hemdat HaDarom Teaching College, Netivot, Israel (since 2004).
• Conference organization:
  • Organizer, Israel Mathematical Union Annual Meeting 1997 and 1998.
  • Organizer, applied math session of Israel Mathematical Union annual meeting, 1995 and 2007.
  • Organizer, Second Israeli Mini-Workshop in Applied and Computational Mathematics, December 2004, Eighth Israeli Mini-Workshop in Applied and Computational Mathematics, December 2007, Thirteenth Israeli Mini-Workshop in Applied and Computational Mathematics, December 2012, Nineteenth Israeli Mini-Workshop in Applied and Computational Mathematics, December 2016.
  • Joint organizer, Second Bar-Ilan Conference on Financial Mathematics (BICFiM II) , June 2016, Third Bar-Ilan Conference on Financial Mathematics (BICFiM III) , June 2018.
• Graduate Student supervision:
  • Postdoc: Sasha Rasin (2007-2009), David Ianetz (2015-2016), Michael Twito (2018).
  • PhD Students: Ilan Degani (Weizmann Institute, 2004), Harel Badichi (2004).
  • MSc Students: Michael Fisher (Haifa University, 2000), Tali Avigad (2000), Lev Wasserman (2001), Victoria Mashkevich (2004), Matan Shniderman (2005), Roee Bossi (2006), Yigael Satanower (2009), Adi Ben Meir (2012), Michael Yaverbaum (2012), Michael Twito (2013), Ludmilla Nisnevich (2018), Eli Passov (2018).
  • Joint advisor for other MSc and PhD theses (with other regular and adjoint faculty).
• Refereeing:
  • Refereeing of scientific articles for journals, grant proposals for funding agencies, master and doctoral theses, program and course proposals. Also service on prize committees. Details on request.
• Grants:
  
  • Israel Science Foundation (Akademia) Grant 2000-2002.

Personal Information