Professor Roman Kozlov
- Roman.Kozlov@nhh.no
- Telephone
- +47 55 95 92 86
- Department
- Business and Management Science
- Office
- C509
- Expertise
- Management Science Mathematics
BIOGraphy
Roman Kozlov is a Professor of Mathematics and Applied Mathematics at NHH. He received his Dr. Ing. degree in mathematics from Norwegian University of Science and Technology in 2001.
His research interests include theory and application of differential, difference and stochastic differential equations. He also works on mathematical modelling and numerical methods, which preserve structural properties of the underlying differential equations.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Dorodnitsyn, Vladimir; Kaptsov, Evgeny; Kozlov, Roman; Winternitz, Pavel | The adjoint equation method for constructing first integrals of difference equations | Journal of Physics A: Mathematical and Theoretical Volume 48 (5); 2015 |
| Kozlov, Roman | On first integrals of ODEs admitting λ -symmetries | AIP Conference Proceedings Volume 1648:430005; 2015 |
| Winternitz, P; Dorodnitsyn, V; Kaptsov, E.L.; Kozlov, Roman | First integrals of difference equations which do not possess a variational formulation | Doklady. Mathematics Volume 89 (1); page 106 - 109; 2014 |
| Kozlov, Roman | On first integrals of discrete equations with symmetries | AIP Conference Proceedings Volume 1558; page 475 - 477; 2013 |
| Kozlov, Roman | On symmetries of the Fokker-Planck equation | Journal of Engineering Mathematics Volume 82 (1); page 39 - 57; 2013 |
| Kozlov, Roman | Sparse spectral discretizations for some parabolic PDEs | Analysis and Mathematical Physics Volume 2 (4); page 439 - 446; 2012 |
| Kozlov, Roman | On Conservative Discretization of the Kepler Problem | AIP Conference Proceedings Volume 1479; page 1299 - 1302; 2012 |
| Kozlov, Roman | On symmetries of stochastic differential equations | Communications in nonlinear science & numerical simulation Volume 17 (12); page 4947 - 4951; 2012 |
| Kozlov, Roman | On maximal Lie point symmetry groups admitted by scalar stochastic differential equations | Journal of Physics A: Mathematical and Theoretical Volume 44 (20) (8 pages); 2011 |
| Kozlov, Roman; Dorodnitsyn, Vladimir | Lagrangian and Hamiltonian Formalism for Discrete Equations: Symmetries and First Integrals | London Mathematical Society Lecture Notes Volume 381; page 7 - 49; 2011 |
| Kozlov, Roman | ON LIE GROUP CLASSIFICATION OF A SCALAR STOCHASTIC DIFFERENTIAL EQUATION | Journal of Nonlinear Mathematical Physics Volume 18; page 177 - 187; 2011 |
| Kozlov, Roman | The group classification of a scalar stochastic differential equation | Journal of Physics A: Mathematical and Theoretical Volume 43 (5); 2010 |
| Kozlov, Roman | Symmetries of systems of stochastic differential equations with diffusion matrices of full rank | Journal of Physics A: Mathematical and Theoretical Volume 43 (24); 2010 |
| Dorodnitsyn, V; Kozlov, Roman | Invariance and first integrals of continuous and discrete Hamiltonian equations | Journal of Engineering Mathematics Volume 66 (1-3); page 253 - 270; 2010 |
| Dorodnitsyn, Vladimir; Kozlov, Roman | First integrals of difference Hamiltonian equations | Journal of Physics A: Mathematical and Theoretical Volume 42 (45) (1 pages); 2009 |
| Kozlov, Roman | Exponential operator splitting time integration for spectral methods | Journal of Computational and Applied Mathematics Volume 222 (2); page 592 - 607; 2008 |
| Kozlov, Roman | High-order conservative discretizations for some cases of the rigid body motion | Physics Letters A Volume 373 (1); page 23 - 29; 2008 |
| Kozlov, Roman | A conservative discretization of the Kepler problem based on the L-transformations | Physics Letters A Volume 369 (4); page 262 - 273; 2007 |
| Kozlov, Roman | Conservative discretizations of the Kepler motion | Journal of Physics A: Mathematical and Theoretical Volume 40 (17); page 4529 - 4539; 2007 |
| Kværnø, Anne; Kozlov, Roman; Owren, Brynjulf | The behaviour of the local error in splitting methods applied to stiff problems | Journal of Computational Physics Volume 195 (2); page 576 - 593; 2004 |
| Dorodnitsyn, Vladimir A.; Kaptsov, Evgeniy I.; Kozlov, Roman; Meleshko, Sergey V. | One-dimensional MHD flows with cylindrical symmetry: Lie symmetries and conservation laws | International Journal of Non-Linear Mechanics Volume 148; 2023 |
| Dorodnitsyn, Vladimir; Kozlov, Roman; Meleshko, Sergey | Lagrangian formalism and Noether-type theorems for second-order delay ordinary differential equations | Journal of Physics A: Mathematical and Theoretical Volume 56 (34); 2023 |
| Kozlov, Roman | The Effect of Interest Rate Changes on Consumption: An Age-Structured Approach | Economies Volume 11 (1) (25 pages); 2023 |
| Dorodnitsyn, Vladimir A.; Kaptsov, Evgeniy I.; Kozlov, Roman; Meleshko, Sergey V.; Mukdasanit, Potcharapol | Plane one-dimensional MHD flows: Symmetries and conservation laws | International Journal of Non-Linear Mechanics Volume 140; 2022 |
| Gaeta, Giuseppe; Kozlov, Roman; Spadaro, Francesco | Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations | Mathematics in Engineering Volume 4 (5); page 1 - 52; 2022 |
| Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V. | One-Dimensional Flows of a Polytropic Gas: Lie Group Classification, Conservation Laws, Invariant and Conservative Difference Schemes | Symmetries and Applications of Differential Equations: In Memory of Nail H. Ibragimov (1939–2018); page 61 - 98; 2021 |
| Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel | Second-order delay ordinary differential equations, their symmetries and application to a traffic problem | Journal of Physics A: Mathematical and Theoretical Volume 54 (10) (0 pages); 2021 |
| Kozlov, Roman | Symmetries of Kolmogorov Backward Equation | Journal of Nonlinear Mathematical Physics Volume 28 (2); page 182 - 193; 2021 |
| Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel | Lie point symmetries of delay ordinary differential equations | Nonlinear Systems and Their Remarkable Mathematical Structures: Volume 2; page 89 - 118; 2019 |
Discussion Papers
- Department of Business and Management Science, NHH
author pages
- RePEc Author Page
- SSRN Author Page
Research areas at the department
Main: Asset Management and Risk Analysis
Secondary: Energy Markets, Resource Management and Sustainability, Shipping, Logistics and Operations Management
- Mathematics