Dr. Dongwoo Sheen and Chris Freese named Outstanding Alumni
The Department of Mathematics and the Actuarial Sciences Program are pleased to announce the 2015 College of Science Outstanding Alumni from their areas.
Department of Mathematics
Dr. Dongwoo Sheen graduated from Seoul National University (SNU) with a Bachelor and Master Degrees in Mathematics in 1981 and 1983. After his military service, he worked for Samsung Electronics until 1985 when he started to continue his PhD study at Purdue. He received his PhD under the guidance of Prof. Jim Douglas, Jr.
He was appointed as a postdoctoral research fellow at the University of Pavia, Italy and at Purdue University until he joined SNU in 1993 as an assistant professor. Serving as a professor of Mathematics, he also founded and chaired the Interdisciplinary Program in Computational Science and Technology at SNU for many years.
He held visiting professorship at the New South Wales University, Purdue University, Texas A&M University, and Kyoto University.
His research interests include Numerical Analysis and Scientific Computation in several application areas including fluid and solid mechanics, electrodynamics, math finance, and math biology. Specifically he has contributed in developing several fundamental Nonconforming Finite Element Methods and parallel algorithms based on Laplace Transform Methods.
He served as a president or a vice president for Applied Math Forum, the East Asia Section of Society for Industrial and Applied Mathematics, the Korean Society for Math Biology , the Korean Society for Industrial and Applied Mathematics, and the Korean Society of Computational Sciences.
He was a Plenary Speaker at the 5th Asian Mathematical Conference, Kuala Lumpur, Malaysia (2009). He received a Certificate of Commendation from the Minister of Science and Technology of Korea in 2012 for his contribution in Supercomputing in Korea.
Dr. Sheen will give the Outstanding Alumni talk entitled Exponentially Convergent Numerical Methods for the Inversion of Laplace Transform s and Their Applications on Thursday, Sept. 24 at 4:30 pm in BRNG 2290. He will also give seminar talk to the Center for Computational and Applied Mathematics entitled Nonconforming Finite Element Methods for Cavity Flows on Friday, Sept. 25 at 11:30 am in REC 225.
Chris Freese graduated from Purdue University with a BS degree in Math & Statistics in 1993. After graduating, Chris joined the Principal Financial Group in Des Moines, IA as an actuarial student and obtained his Fellowship from the Society of Actuaries in 1997. He is also a member of the American Academy of Actuaries. Chris has served in a number of roles at the Principal Financial Group as an actuary by participation in Principal’s actuarial rotation program.
The Principal Financial Group is a global financial services company headquartered in Des Moines, IA specializing in asset accumulation businesses and traditional group and individual protection insurance products and has $530 billion of assets under management.
Chris currently serves as the Chief Risk Officer for the US Insurance Solutions business unit which includes Individual Life and Group Non-Medical Employee Benefits. Chris was named to this role in 2014.
Previously, Chris served as the Chief Actuary for Principal Financial Group from 2008-2014. Chris' prior experience also includes time in Principal Global Investors from 1998-2008 which is Principal's institutional asset management business unit. Chris served as Managing Director for structured finance while in Principal Global Investors which was part of the fixed income department.
Actuarial Sciences will have a Meet and Greet at 10 am in the Mathematical Sciences Library Lounge (3rd Floor MATH) for those interested in meeting Chris Freese.