Dr Max Jensen

Dr Max Jensen is an Associate Professor in Applied Mathematics.

When did you take up this position? What was your position beforehand?

I started in October 2022 at UCL. Before that, I was Reader for Computational Mathematics at the University of Sussex.

Tell us about your work at UCL - how do you spend your days, and what makes your role different to similar positions elsewhere?

My daily routine at UCL varies considerably throughout the year. During summer, I have more time for travel and research. Collaborative meetings are the foundation of most research projects. Since the pandemic, they increasingly often take place on Zoom, but especially at the beginning of new research initiatives, it can still be important to meet in person. 

Despite being a Computational Mathematician, only a surprisingly small fraction of my time is spent implementing algorithms on a computer; mathematical research still happens primarily in one’s mind. 

In term time, teaching usually takes centre stage, including lectures, tutorials, and assessments. 

I'm the organiser of the UCL leg of the joint Numerical Analysis seminar with Imperial and I'm the Knowledge Exchange (KE) champion for our department at the newly created national KE Hub for Mathematical Sciences.

What are some of your favourite things about working at UCL? How have you found it different to previous jobs?

One of my favourite things about working at UCL is the genuinely supportive environment. It allows me to tackle deep and challenging research problems with the necessary resources. 

The positive and optimistic attitude of my colleagues, even amidst the challenges facing academia generally, is remarkable. We have many exceptionally talented and motivated students, that make teaching and supervising a joy, and their enthusiasm is truly inspiring. 

Can you tell us about any upcoming research, or future projects that you're looking forward to working on?

My work aims to use advanced mathematics to solve complex problems, with applications in various fields such as energy, finance, and engineering.

A major focus of my research is on non-linear differential equations, which are mathematical equations used to describe a wide range of physical phenomena, from fluid dynamics to financial markets. 

I am particularly interested in the Hamilton-Jacobi-Bellman and Monge-Ampère equations. These equations help us understand optimal strategies in scenarios involving uncertainty, such as finding the best way to manage resources over time. 

My research involves developing new methods to solve these equations more accurately and efficiently, which could have significant impacts on fields like engineering and economics.

I also work on stochastic optimal control, which is about making the best possible decisions when outcomes are uncertain. For example, in energy management, how do we decide the optimal way to store and use energy when future supply and demand are unpredictable? 

By studying stochastic optimal control, I aim to improve the mathematical models that help us make these decisions. This involves both theoretical work to ensure the models are sound and practical work to develop methods that can be used in real-world applications.

Last but not least, I'm interested in numerical methods that are techniques used to approximate solutions to mathematical problems that cannot be solved exactly. My work in this area focuses on differential equations, which are equations that describe, for example, how physical quantities change over space and time. 

I’m particularly interested in methods like the finite element method, which breaks a complex problem into smaller, simpler parts. Improving these methods can lead to more accurate simulations in engineering and the sciences, such as modelling the flow of fluids or the spread of pollutants.

Have you always been based in London? If not, when did you move here, and how did you find adapting to living in London?  

I commute into central London and very much enjoy the contrast between the bustling, global city that London’s centre represents and the quieter, more serene atmosphere of my local town.

Finally, tell us about your non-work life. Do you have any hobbies, or favourite places to go in London?

In my non-work life, I enjoy playing classical guitar and swimming. I also love spending time with my family more than anything else. We often explore new places together. These moments allow me to relax and recharge, making them the highlights of my week.