Chanuka Dissanayake

I am a PhD candidate in the Department of Mathematics at the University of Pittsburgh, working under the supervision of Professor John Chadam. My research lies at the intersection of financial mathematics and partial differential equations. Specifically, I study principal-agent problems with volatility control, building on the classical Merton portfolio optimization framework. I am developing a PDE-based approach to characterize optimal contracts in settings where an agent’s control affects both the drift and volatility of a wealth process - a problem previously studied through backward stochastic differential equations.

I earned a B.Sc. (Honors) in Mathematics (Pure and Applied) from the University of Peradeniya, Sri Lanka, where I received the University Award for Academic Excellence. My undergraduate research focused on operator theory and inner toral polynomials.

Alongside my research, I have taught a wide range of courses as an instructor and teaching assistant - from algebra and precalculus through the calculus sequence at Pitt, as well as real analysis, differential equations, and functional analysis at Peradeniya. I am committed to making mathematics accessible and engaging at every level.