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Department of Information Technology


I am a doctoral student at the Division of Scientific Computing at Uppsala University since fall 2012. My main advisor is Elisabeth Larsson and my co-advisor is Lina von Sydow.


My research is focused on developing efficient localized radial basis function (RBF) methods for solving multi-dimensional partial differential equations (PDEs). So far I have been intensively working on the radial basis function partition of unity method (RBF-PUM).

Also I am interested in applying these methods to problems in computational finance, such as derivative pricing, model calibrations and parameter estimation.

Since recently I got involved into ice sheet modeling. We have developed a meshfree approach to simulate dynamics of non-Newtonian fluid and applied it to modeling ice flow in the Haut glacier d'Arolla.

More information about related projects as well as some MATLAB source files can be found under the RBF group and the Computational Finance group homepages.



  • Radial basis function partition of unity methods for pricing vanilla basket options. Victor Shcherbakov and Elisabeth Larsson. Computers & Mathematics with Applications, volume 71, issue 1, pp. 185-200, 2016. DOI: 10.1016/j.camwa.2015.11.007.
  • BENCHOP - The BENCHmarking project in Option Pricing. Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, and Yangzhang Zhao. In International Journal of Computer Mathematics, volume 92, pp. 2361-2379, 2015. DOI: 10.1080/00207160.2015.1072172
  • Radial basis function partition of unity operator splitting method for pricing multi-asset American options. Victor Shcherbakov. To appear in BIT Numerical Mathematics. DOI: 10.1007/s10543-016-0616-y.
  • A meshfree approach to non-Newtonian free surface ice flow: Application to the Haut glacier d'Arolla. Josefin Ahlkrona and Victor Shcherbakov. Under review.
  • A least squares radial basis function partition of unity method for PDEs. Elisabeth Larsson, Victor Shcherbakov, and Alfa Heryudono. Manuscript in preparation.


Conference presentations

  • SIAM Conference on Financial Mathematics & Engineering, 13 - 15 November 2014, Chicago, USA.
  • ENUMATH - European Conference on Numerical Mathematics and Advanced Applications, 14 - 18 August 2015, Ankara, Turkey.


  • Dolomite Research Week on Approximation, 5 - 8 September 2015, Alba di Canazei, Italy.

Summer schools and workshops

  • Actuarial Mathematics Workshop, 19 March 2013, Leicester, England.
  • Princeton RTG Summer School in Financial Mathematics, 17 - 28 June 2015, Princeton, USA.
  • Workshop on Radial Basis Function Methods for Scientific Computing, 13 - 19 April 2014, Montestigliano, Italy.
  • Postgraduate Workshop on Approximation Theory, 8 - 9 May 2014, London, England.
  • Mathematical and Numerical Modeling in Finance Conference, 9 - 11 June 2014, Stockholm, Sweden.
Updated  2016-04-08 14:09:38 by Victor Shcherbakov.