I. - Basic information

I.1 - Surname

Ševčovič

I.2 - Name

Daniel

I.3 - Degrees

Prof., RNDr., DrSc.

I.4 - Year of birth

1965

I.5 - Name of the workplace

Katedra aplikovanej matematiky a štatistiky, FMFI UK

I.6 - Address of the workplace

Mlynská dolina, 84248 Bratislava

I.7 - Position

professor

I.8 - E-mail address

sevcovic@fmph.uniba.sk

I.9 - Hyperlink to the entry of a person in the Register of university staff

https://www.portalvs.sk/regzam/detail/4721

I.10 - Name of the study field in which a person works at the university

Mathematics

I.11 - ORCID iD

0000-0002-1488-7736

II. - Higher education and further qualification growth

II.1 - First degree of higher education

II.2 - Second degree of higher education

II.a - Name of the university or institution

Comenius University, Bratislava

II.b - Year

1988

II.c - Study field and programme

Mathematics

II.3 - Third degree of higher education

II.a - Name of the university or institution

Comenius University, Bratislava

II.b - Year

1993

II.c - Study field and programme

Mathematics

II.4 - Associate professor

II.a - Name of the university or institution

Comenius University, Bratislava

II.b - Year

2002

II.c - Study field and programme

Mathematics

II.5 - Professor

II.a - Name of the university or institution

Comenius University, Bratislava

II.b - Year

2011

II.c - Study field and programme

Mathematics

II.6 - Doctor of Science (DrSc.)

II.a - Name of the university or institution

Slovak University of Technology, Bratislava

II.b - Year

2017

II.c - Study field and programme

Applied Mathematics

III. - Current and previous employment

III.a - Occupation-position	III.b - Institution	III.c - Duration
professor	Univerzita Komenského v Bratislave, FMFI	since 2011
associate professor	Univerzita Komenského v Bratislave, FMFI	2002 - 2011
assistant professor	Univerzita Komenského v Bratislave, MFF	1992 - 2002

IV. - Development of pedagogical, professional, language, digital and other skills

IV.a - Activity description, course name, other	IV.b - Name of the institution	IV.c - Year
Web administrator and integrator of www.iam.fmph.uniba.sk	Univerzita Komenského v Bratislave, FMFI	1992 - 2022
Managing editor Acta Mathematica Universitatis Comenianane, Q3 journal	Univerzita Komenského v Bratislave, FMFI	1992 - 2012

V. - Overview of activities within the teaching career at the university

V.1 - Overview of the profile courses taught in the current academic year according to study programmes

V.1.a - Name of the profile course	V.1.b - Study programme	V.1.c - Degree	V.1.d - Field of study
Mathematical Analysis 3	Mathematics for Economy and Finances	first	Mathematics
Mathematical Analysis 4	Mathematics for Economy and Finances	first	Mathematics
Partial differential equations	Mathematics for Economy and Finances and Modeling	second	Mathematics
Analysis of Models of Financial Mathematics	Applied Mathematics	third	Mathematics

V.2 - Overview of the responsibility for the delivery, development and quality assurance of the study programme or its part at the university in the current academic year

V.2.a - Name of the study programme	V.2.b - Degree	V.2.c - Field of study
Econo-Financial Mathematics and Modeling	II	Mathematics
Mathematics for Economy and Finances	I	Mathematics
Applied Mathematics	III	Mathematics

V.3 - Overview of the responsibility for the development and quality of the field of habilitation procedure and inaugural procedure in the current academic year

V.3.a - Name of the field of habilitation procedure and inaugural procedure	V.3.b - Study field to which it is assigned
Mathematics	Mathematics

V.4 - Overview of supervised final theses

V.4.1 - Number of currently supervised theses

V.4.a - Bachelor's (first degree)

V.4.b - Diploma (second degree)

V.4.c - Dissertation (third degree)

V.4.2 - Number of defended theses

V.4.a - Bachelor's (first degree)

V.4.b - Diploma (second degree)

V.4.c - Dissertation (third degree)

V.5 - Overview of other courses taught in the current academic year according to study programmes

V.5.a - Name of the course	V.5.b - Study programme	V.5.c - Degree	V.5.d - Field of study
Mathematical analysis 3	Mathematics for Economy and Finances	I	Mathematics
Mathematical Analysis 4	Mathematics for Economy and Finances	I	Mathematics
Partial Differential Equations	Applied Mathematics	II	Mathematics
Analysis of models of financial mathematics	Applied Mathematics	III	Mathematics

VI. - Overview of the research/artistic/other outputs

VI.1 - Overview of the research/artistic/other outputs and the corresponding citations

VI.1.1 - Number of the research/artistic/other outputs

VI.1.a - Overall

110

VI.1.b - Over the last six years

VI.1.2 - Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases

VI.1.a - Overall

VI.1.b - Over the last six years

VI.1.3 - Number of citations corresponding to the research/artistic/other outputs

VI.1.a - Overall

714

VI.1.b - Over the last six years

258

VI.1.4 - Number of citations registered in the Web of Science or Scopus databases

VI.1.a - Overall

606

VI.1.b - Over the last six years

235

VI.1.5 - Number of invited lectures at the international, national level

VI.1.a - Overall

VI.1.b - Over the last six years

VI.2 - The most significant research/artistic/other outputs

Karol Mikula, Daniel Ševčovič: Evolution of plane curves driven by a nonlinear function of curvature and anisotropy SIAM Journal on Applied Mathematics. - Vol. 61, 2001, No. 5, s. 1473-1501

Daniel Ševčovič: Analysis of the free boundary for the pricing of an American call option. European Journal of Applied Mathematics. - Vol. 12, Part 1 (2001), s. 25-37

Karol Mikula, Daniel Ševčovič: A direct method for solving an anisotropic mean curvature flow of plane curves with an external force. Mathematical Methods in the Applied Sciences. - Vol. 27, No. 2 (2004), s. 1545-1565

Daniel Ševčovič, Beata Stehlíková, Karol Mikula: Analytical and numerical methods for pricing financial derivates. New York : Nova Science Publishers, 2011, 309 s.ISBN: 978-1-61728-780-0

VI.3 - The most significant research/artistic/other outputs over the last six years

I. Arregui, B. Salvador, D. Ševčovič, C. Vázquez: PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution. Computers and Mathematics with Applications, 79, 2020, 1525-1542.

S. Pavlíková, D. Ševčovič: On the Moore-Penrose pseudo-inversion of block symmetric matrices and its application in the graph theory, Linear Algebra and its Applications, 673 (2023), 280-303.

M. Beneš, M. Kolář, D. Ševčovič: Curvature driven flow of a family of interacting curves with applications. Mathematical Methods in the Applied Sciences, 43, 2020, 4177-4190.

M. Beneš, M. Kolář, D. Ševčovič: Qualitative and numerical aspects of a motion of a family of interacting curves in space, SIAM Journal on Applied Mathematics, 82(2), (2022), 549-575.

D. Ševčovič and C. Izuchukwu Udeani: Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. Japan Journal of Industrial and Applied Mathematics, 38(3), 2021, 693-713.

VI.4 - The most significant citations corresponding to the research/artistic/other outputs

Karol Mikula, Daniel Ševčovič: Evolution of plane curves driven by a nonlinear function of curvature and anisotropy SIAM Journal on Applied Mathematics. - Vol. 61, 2001, No. 5, s. 1473-1501 [o1] 2019 - Shi, W. - Vorotnikov, D. - Uniformly Compressing Mean Curvature Flow. - In: Journal of Geometric Analysis, Vol. 29, No. 4, 2019 ; s. 3055-3097 ; SCI ; SCOPUS [o1] 2020 - Seol, Y. - Lai, M. C. - Spectrally Accurate Algorithm for Points Redistribution on Closed Curves. - In: Siam Journal on Scientific Computing, Vol. 42, No. 5, 2020 ; s. A3030-A3054 ; SCI ; SCOPUS [o1] 2019 - Barrett, J. W. - Garcke, H. - Nurnberg, R. : Variational discretization of axisymmetric curvature flows. - In: Numerische Mathematik, Vol. 141, No. 3, 2019 ; s. 791-837 ; SCI ; SCOPUS [o1] 2019 - Mackenzie, J. A. - Nolan, M. - Rowlatt, C. F. - Insall, R. H. : An adaptive moving mesh method for forced curve shortening flow. - In: SIAM Journal on Scientific Computing, Vol. 41, No. 2, 2019, ; Art. No. A1170-A1200 ; SCI ; SCOPUS [o1] 2011 - Barrett, J. W. - Garcke, H. - Nurnberg, R. : The approximation of planar curve evolutions by stable fully implicit finite element schemes that equidistribute. - In: Numerical Methods for Partial Differential Equations, Vol. 27, No. 1, 2011 ; s. 1-30 ; CPCI-S ; SCOPUS

M. Lauko, D. Ševčovič: Comparison of numerical and analytical approximations of the early exercise boundary of american put options. ANZIAM Journal. - Vol. 51, No. 4 (2010), s. 430-448 [o1] 2017 - Nedaiasl, K. - Bastani, A. - On the numerical approximation of some non-standard volterra integral equations. - In: Dolomites Research Notes on Approximation, Vol. 10, Spec. Issue, 2017 ; s. 118-127 ; SCI ; SCOPUS [o1] 2018 - Ballestra, L. V. - Fast and accurate calculation of American option prices. - In: Decisions in Economics and Finance, Vol. 41, No. 2, 2018 ; s. 399-426 ; SCI ; SCOPUS [o1] 2018 - Chernogorova, T. P. - Koleva, M. N. - Valkov, R. L. - A two-grid penalty method for American options. - In: Computational & Applied Mathematics, Vol. 37, No. 3, 2018 ; s. 2381-2398 ; SCI ; SCOPUS [o1] 2019 - Nedaiasl, K. - Bastani, A. F. - Rafiee, A. - A product integration method for the approximation of the early exercise boundary in the American option pricing problem. - In: Mathematical Methods in the Applied Sciences, Vol. 42, No. 8, 2019 ; s. 2825-2841 ; SCI ; SCOPUS [o1] 2021 - Fazio, R. - Insana, A. - Jannelli, A. - A front-fixing implicit finite difference method for the american put options model. - In: Mathematical and Computational Applications, Vol. 26, No. 2, 2021 ; art. no. 30 ; SCI

Mikula, Karol, Remešíková, Mariana, Sarkoci, Peter, Ševčovič, Daniel: Manifold evolution with tangential redistribution of points. SIAM Journal on Scientific Computing. - Vol. 36, No. 4 (2014), s. A1384–A1414 [o1] 2016 - Barrett, J. - Garcke, H. - Nürnberg, R. : A stable numerical method for the dynamics of fluidic membranes. - In: Numerische Mathematik, Vol. 134, No. 4, 2016 ; s. 783-822 ; SCI ; SCOPUS [o1] 2016 - MacDonald, G. - Mackenzie, J. A. - Nolan, M. - Insall, R. H. : A computational method for the coupled solution of reaction-diffusion equations on evolving domains and manifolds: Application to a model of cell migration and chemotaxis. - In: Journal of Computational Physics, Vol. 309, 2016 ; s. 207-226 ; SCI ; SCOPUS [o1] 2017 - Elliott, C. M. - Fritz, H. : On approximations of the curve shortening flow and of the mean curvature flow based on the DeTurck trick. - In: IMA Journal of Numerical Analysis, Vol. 37, No. 2, 2017 ; s. 543-603 ; SCI ; SCOPUS [o1] 2019 - Mackenzie, J. A. - Nolan, M. - Rowlatt, C. F. - Insall, R. H. : An adaptive moving mesh method for forced curve shortening flow. - In: SIAM Journal on Scientific Computing, Vol. 41, No. 2, 2019, ; Art. No. A1170-A1200 ; SCI ; SCOPUS [o1] 2020 - Reuther, S. - Nitschke, I. - Voigt, A. : A numerical approach for fluid deformable surfaces. - In: Journal of Fluid Mechanics, Vol. 900, 2020 ; Art. No. R8 ; SCI ; SCOPUS

Daniel Ševčovič: Analysis of the free boundary for the pricing of an American call option. European Journal of Applied Mathematics. - Vol. 12, Part 1 (2001), s. 25-37 [o1] 2016 - Gyulov, T. - Valkov, R. - American option pricing problem transformed on finite interval. - In: International Journal of Computer Mathematics, Vol. 93, No. 5, 2016 ; s. 821-836 ; SCOPUS [o1] 2017 - Company, R. - Egorova, V. N. - El Fakharany, M. - Jodar, L. - Soleymani, F. - Numerical analysis of novel finite difference methods. - In: Novel Methods in Computational Finance ; Mathematics in Industry, Vol. 25 . - Cham : Springer, 2017 ; S. 171-214 ; BKCI-S [o1] 2017 - Egorova, V. - Tan, S. - Lai, C. - Company, R. - Jódar, L. - Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. - In: International Journal of Computer Mathematics, Vol. 94, No. 2, 2017 ; s. 345-362 ; SCI ; SCOPUS [o1] 2019 - Nedaiasl, K. - Bastani, A. F. - Rafiee, A. - A product integration method for the approximation of the early exercise boundary in the American option pricing problem. - In: Mathematical Methods in the Applied Sciences, Vol. 42, No. 8, 2019 ; s. 2825-2841 ; SCI ; SCOPUS [o1] 2020 - Pang, X. - Song, H. - Wang, X. - Zhang, K. - An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation. - In: Advances in Applied Mathematics and Mechanics, Vol. 12, No. 4, 2020 ; s. 902-919 ; SCI

Daniel Ševčovič, Beata Stehlíková, Karol Mikula: Analytical and numerical methods for pricing financial derivates. New York : Nova Science Publishers, 2011, 309 s.ISBN: 978-1-61728-780-0 [o1] 2021 - Georgiev, S. G. - Vulkov, L. G. - Fast reconstruction of time-dependent market volatility for European options. - In: Computational and Applied Mathematics, Vol. 40, No. 1, 2021 ; Art. No. 30 ; SCI ; SCOPUS [o1] 2012 - Zhou, S. - Li, W. - Wei, Y. - Wen, C. : A positivity-preserving numerical scheme for nonlinear option pricing models. - In: Journal of Applied Mathematics, 2012 ; Art. No. 205686 ; SCI ; SCOPUS [o1] 2015 - Chernogorova, T. - Valkov, R. : Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing. - In: Computational and Applied Mathematics, Vol. 34, No. 2, 2015 ; s. 619-646 ; SCI ; SCOPUS [o1] 2022 - Almeida, R. M. P. - Chihaluca, T. D. - Duque, J. C. M. : Approach to the Delta Greek of nonlinear Black–Scholes equation governing European options. - In: Journal of Computational and Applied Mathematics, Vol. 402, 2022 ; art. no. 113790 ; SCI [o1] 2015 - Valkov, R. : Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval. - In: Numerical Algorithms, Vol. 68, No. 1, 2015 ; s. 61-80 ; SCI

VI.5 - Participation in conducting (leading) the most important research projects or art projects over the last six years

APVV-20-0311 project: Novel qualitative and numerical methods for solving Hamilton-Jacobi- Bellman equations involving conic optimization problems, 2021 - 2025 (team leader)

Slovak-German DAAD joint research project: Modelling and Approximation Tools and Techniques for HJB, 2020-2021, (Slovak team member)

VEGA research grant: Solution of inverse problems and Nonlinear optimization, 2018-2021, (team leader)

VEGA research grant: Qualitative and numerical analysis of nonlinear and nonlocal partial differential equations and their applications, 2024-2027 (team leader)

Slovak-German DAAD joint research project: Bratislava-Wuppertal research group on mathematical modelling in finance, 2023-2024, (Slovak team member)

VII. - Overview of organizational experience related to higher education and research/artistic/other activities

VII.a - Activity, position	VII.b - Name of the institution, board	VII.c - Duration
Member of working group for Mathematics and Statistics	Akreditačná komisia Slovenskej republiky	2014-2019
Chair of the Program Committee for PhD program Applied Mathematics at FMFI UK	Univerzita Komenského v Bratislave	2006-2022
Member of the Program Committees for PhD programs Applied Mathematics at STU a UPJŠ	STU Bratislava, UPJŠ Košice	2013-2022
Garant for the PhD program Applied Mathematics at FMFI UK	UK Bratislava	2005-2022
Garant for the Master program Econo-Financial Mathematics and Modeling at FMFI UK	UK Bratislava	2005-2022

VIII. - Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study

VIII.a - Name of the institution	VIII.b - Address of the institution	VIII.c - Duration (indicate the duration of stay)	VIII.d - Mobility scheme, employment contract, other (describe)
Hitotsubashi University Tokyo	Tokyo	2011 - february/march	contract, intensive lectures for students in financial mathematics
University of Lisbon	Lisbon	2015 September, 2017 February, 2018 February	contract, intensive lectures for students in financial mathematics
University of La Coruna	La Coruna	2017 October	contract, intensive lectures for doctoral students in nonlinear partial differential equations
Masarykova Univerzita	Brno	2017 October	Contract, intensive lectures for students in financial mathematics
Karlova Univerzita	Praha	February-April 2006	Contract, intensive lectures for doctoral students in nonlinear partial differential equations
ČVUT FJFI	Praha	March-May 2009	Contract, intensive lectures for doctoral students in nonlinear partial differential equations

IX. - Other relevant facts

IX.a - If relevant, other activities related to higher education or research/artistic/other activities are mentioned

dean of the Faculty of Mathematics, Physics and Informatics of the Comenius University (since 2019), member of the Scientific Board of the Comenius University in Bratislava and member of the Scientific Board of the Slovak University of Technology, Bratislava, --- member of the Scientific Board of FMFI UK, Bratislava --- member of Scientific Boards of Facuty of Civil Engineering, Faculty of Electronics and Informatics, Faculty of Informatics and Information Technology, STU, Bratislava --- member SB faculty of Natural Sciences UPJŠ, Košice --- member of SB Nečas Centre for Mathematical Modeling, Karlova Universita, Prague (until 2011) Editor International Journal of Computer Mathematics - Taylor & Francis, (CC, Scopus) Acta Mathematica Universitatis Comenianae, (Scopus), Mathematics (CC, Scopus), Discrete Dynamics in Society and Nature (CC, Scopus), Mathematics, (CC, Scopus), --- member of Scientfic Committees Algoritmy 2009, 2012, 2016, 2020 Czech-Japanese Seminar in Applied Mathematics 2006, 2010, 2014 --- chair of the Mathematical Section of the SB of FMFI UK, Bratislava, chair of the Department of Applied Mathematics and Statistics (until 2018), chair of the Academic Senate FMFI UK (until 2012), chair of the Academic Senate of the Comenius University, Bratislava (until 2019). Member (Academician) of The Learned Society of Slovakia

Date of last update

2025-03-12

Name and surname:	prof. RNDr. Daniel Ševčovič, DrSc.
Document type:	Research/art/teacher profile of a person
The name of the university:	Comenius University Bratislava
The seat of the university:	Šafárikovo námestie 6, 818 06 Bratislava