Computational mathematics
This internationally recognised group represents computational modelling in every area of technology and science.
Areas of special focus in computational mathematics include, advanced methods for differential and integral equations, and algorithms for high dimensional problems. Academic and research staff in the group make extensive use of high performance computing and advanced visualisation, in combination with modern analysis.
Research interests
- High dimensional integration, quasi Monte-Carlo methods, complexity.
- Approximation and cubature on the sphere.
- Computational approaches to PDEs and boundary integral equations.
- Direct and inverse scattering.
- Adaptive methods for elliptic and parabolic problems.
- Iterative methods and preconditioners for PDEs.
- Algorithms for high performance (parallel) computers.
- Uncertainty quantification; PDE with random coefficients.
- (stochastic) Landau-Lifshitz-Gilbert equation and control theory.
Research Fellows
Relevant courses
- MATH2301 Mathematical Computing
- MATH3101 Computational Mathematics
- MATH3311 Mathematical Computing for Finance
- MATH3361 Stochastic Differential Equations: Theory, Applications, and Numerical Methods
- MATH3371, opens in a new window Numerical Linear Algebra
- MATH5305, opens in a new window Computational Mathematics
- MATH5335 Computational Methods for Finance
- MATH5361 Stochastic Differential Equations: Theory, Applications, and Numerical Methods
- MATH5371, opens in a new window Numerical Linear Algebra
Facilities
- Local Support: School of Mathematics and Statistics Computing Centre, opens in a new window
- Faculty of Science: Faculty of Science HPC site
- UNSW: UNSW HPC site, opens in a new window
- Regional: Intersect, opens in a new window
- National: High Performance Computing, opens in a new window