¹û¶³app

Computational mathematics

This internationally recognised group represents computational modelling in every area of technology and science.

Personalise
Students studying on computers in the business school computer lab.

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.

Relevant courses

  • MATH2301 Mathematical Computing
  • MATH3101 Computational Mathematics
  • MATH3311 Mathematical Computing for Finance
  • MATH3361 Stochastic Differential Equations: Theory, Applications, and Numerical Methods
  • Numerical Linear Algebra
  •  Computational Mathematics
  • MATH5335 Computational Methods for Finance
  • MATH5361 Stochastic Differential Equations: Theory, Applications, and Numerical Methods
  • Numerical Linear Algebra

Links

Facilities

  • Local Support: School of Mathematics and Statistics Computing Centre
  • Faculty of Science: Faculty of Science HPC site
  • ±«±·³§°Â:Ìý
  • ¸é±ð²µ¾±´Ç²Ô²¹±ô:Ìý
  • ±·²¹³Ù¾±´Ç²Ô²¹±ô:Ìý