Ömür Uğur, PhD - Home

Omur Ugur I was born in Istanbul in 1971. I graduated from the Department of Mathematics, Middle East Technical University (METU) and took my BS degree in 1995.

I received my MSc degree in Mathematics in 1998, with a thesis entitled "Hypervirial Analysis of Enclosed Quantum Mechanical Systems", and my PhD degree in Mathematics, with a thesis entitled "Boundary Value Problems for Higher Order Linear Impulsive Differential Equations", in 2003.

Presently, I am a member of the faculty at the Institute of Applied Mathematics, Middle East Technical University.

Recently Published

The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader

Ahmet Umur Özsoy, Ömür Uğur, The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader, Computational Economics, XX: XX (April 2025).

Application of Various Modelling Techniques into Consumer Confidence Index

Betül Kalayci, Vilda Purutçuoğlu, Gerhard Wilhelm Weber, Ömür Uğur, Özlem Defterli, Application of Various Modelling Techniques into Consumer Confidence Index, in: Operations Research: Evolving Frontiers and Diverse Applications, Vilda Purutçuoğlu, Gerhard Wilhelm Weber, Hajar Farnoudkia (editors), CRC Press, pp. 42-65, 2025.
ISBN: 978-1-032-84304-9 | eBook ISBN: 9781003540434

A Computational Study for Pricing European- and American-type Options under Heston's Stochastic Volatility Model: application of the SUPG-YZβ Formulation

Süleyman Cengizci, Ömür Uğur, A Computational Study for Pricing European- and American-type Options under Heston's Stochastic Volatility Model: application of the SUPG-YZβ Formulation, Computational Economics, XX: XX (August 2024).

A Computational Study for Simulating MHD Duct Flows at High Hartmann Numbers using a Stabilized Finite Element Formulation with Shock-Capturing

Süleyman Cengizci, Ömür Uğur, A Computational Study for Simulating MHD Duct Flows at High Hartmann Numbers using a Stabilized Finite Element Formulation with Shock-Capturing, Journal of Computational Science, 81: 102381 (September 2024, June 2024).

SUPG-Based Stabilized Finite Element Computations of Convection-Dominated 3D Elliptic PDEs using Shock-Capturing

Süleyman Cengizci, Ömür Uğur, Srinivasan Natesan, SUPG-Based Stabilized Finite Element Computations of Convection-Dominated 3D Elliptic PDEs using Shock-Capturing, Journal of Computational and Applied Mathematics, 451: 116022 (December 2024, May 2024).

Latest Research Completed (Projects & Theses)

Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü, Üniversiteler Mahallesi, Dumlupınar Bulvarı No:1, 06800 Çankaya/Ankara