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Associate Professor Robert Womersley

Associate Professor Robert Womersley

Honorary Associate Professor

PhD, MSc University of Dundee, BSc (Hons) Adelaide University

Science
School of Mathematics & Statistics

I was a staff member of the School of Mathematics and Statistics from 1985 to 2015, and an honorary since then.

I have held visiting/short term positions at Vanderbilt University, ICERM, Hong Kong Polytechnic University, Argonne National Laboratory, Courant Institute, Australian National University and University of Kentucky.
E-mail
R.Womersley@unsw.edu.au
Location
School of Mathematics and Statistics University of New South Wales Sydney NSW 2052 The Red Centre Room 1037

My research is in the development and application of computational methods for optimization problems, computational mathematics in general, but especially applied to problems of approximation and numerical integration on the sphere, high performance computing and problems in computational finance, such as calibration of financial models to market data.