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Dr Quoc Le Gia

Dr Quoc Le Gia

Associate Professor
  • PhD in Mathematics, (Texas A&M University, 2003)
  • MS in Mathematics, (Texas A&M University, 2000)
  • BSc in Mathematics and Computer Science, Õ¬Äи£Àû, Sydney,1998.Ìý
Science
School of Mathematics & Statistics

Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, Õ¬Äи£Àû, Sydney. His research interests include Numerical Analysis, Approximation Theory; Partial Differential Equations; and Stochastic Processes.

Please e-mail me if you are interested in working with me
Phone
9385 7049
E-mail
qlegia@unsw.edu.au
Location
School of Mathematics and Statistics University of New South Wales Sydney NSW 2052 The Red Centre Room 2084
  • Books | 2017
    , 2017, Frames and Other Bases in Abstract and Function Spaces, Pesenson I; Le Gia QT; Mayeli A; Mhaskar H; Zhou D-X, (eds.), Springer International Publishing,
    Books | 2017
    , 2017, Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science, Pesenson I; Le Gia QT; Mayeli A; Mhaskar H; Zhou D-X, (eds.), Springer International Publishing,
    Books | 2017
    Pesenson I; Gia QTL; Mayeli A; Mhaskar H; Zhou D-X, 2017, Frames and Other Bases in Abstract and Function Spaces Novel Methods in Harmonic Analysis, µþ¾±°ù°ì³óä³Ü²õ±ð°ù
    Books | 2017
    Pesenson I; Gia QTL; Mayeli A; Mhaskar H; Zhou D-X, 2017, Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science Novel Methods in Harmonic Analysis, µþ¾±°ù°ì³óä³Ü²õ±ð°ù
    Books | 2017
    Pesenson I; Le Gia QT; Mayeli A; Mhaskar H; Zhou DX, 2017, Preface
    Books | 2017
    Pesenson I; Le Gia QT; Mayeli A; Mhaskar H; Zhou DX, 2017, Preface
    Books | 2015
    Hubbert S; Gia QTL; Morton TM, 2015, Preface,
    Books | 2015
    Hubbert S; Le Gia QT; Morton TM, 2015, Spherical Radial Basis Functions, Theory and Applications, Springer
  • Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'Error Bounds via Duchon’s Technique', in SpringerBriefs in Mathematics, pp. 59 - 83,
    Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'Fast Iterative Solvers for PDEs on Spheres', in SpringerBriefs in Mathematics, pp. 97 - 119,
    Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'Motivation and Background Functional Analysis', in SpringerBriefs in Mathematics, pp. 1 - 28,
    Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'Parabolic PDEs on Spheres', in SpringerBriefs in Mathematics, pp. 121 - 138,
    Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'Radial Basis Functions for the Sphere', in SpringerBriefs in Mathematics, pp. 85 - 95,
    Book Chapters | 2015
    Hubbert S; Lê Gia QT; Morton TM, 2015, 'The Spherical Basis Function Method', in SpringerBriefs in Mathematics, pp. 29 - 58,
  • Journal articles | 2024
    Alodat T; Le Gia QT; Sloan IH, 2024, 'On approximation for time-fractional stochastic diffusion equations on the unit sphere', Journal of Computational and Applied Mathematics, 446,
    Journal articles | 2024
    Hamann J; Le Gia QT; Sloan IH; Womersley RS, 2024, 'Removing the Mask—Reconstructing a Real-Valued Field on the Sphere from a Masked Field by Spherical Fourier Analysis', SIAM Journal on Imaging Sciences, 17, pp. 1820 - 1843,
    Journal articles | 2023
    Le Gia QT; Mhaskar H, 2023, 'Numerical solutions to an inverse problem for a non-linear Helmholtz equation', ANZIAM Journal, 64,
    Journal articles | 2023
    Zhong M; Gia QTL; Sloan IH, 2023, 'A Multiscale RBF Method for Severely Ill-Posed Problems on Spheres', Journal of Scientific Computing, 94,
    Journal articles | 2022
    Buratti Y; Dick J; Le Gia Q; Hameiri Z, 2022, 'Deep learning extraction of the temperature-dependent parameters of bulk defects', ACS Applied Materials and Interfaces, 14, pp. 48647 - 48657,
    Journal articles | 2022
    Hesse K; Le Gia QT, 2022, 'L2 error estimates for polynomial discrete penalized least-squares approximation on the sphere from noisy data', Journal of Computational and Applied Mathematics, 408,
    Journal articles | 2022
    Le Gia QT; Clarke M; Dick J; Pye D, 2022, 'Elasticity equations with random domains—the shape derivative approach', ANZIAM Journal, 62, pp. c256 - c272,
    Journal articles | 2021
    Brzeźniak Z; Dhariwal G; Le Gia QT, 2021, 'Stochastic Navier–Stokes Equations on a Thin Spherical Domain', Applied Mathematics and Optimization, 84, pp. 1971 - 2035,
    Journal articles | 2021
    Hamann J; Le Gia QT; Sloan IH; Wang YG; Womersley RS, 2021, 'A new probe of Gaussianity and isotropy with application to cosmic microwave background maps', International Journal of Modern Physics C, 32,
    Journal articles | 2021
    Lamichhane BP; Harris E; Le Gia QT, 2021, 'Approximation of noisy data using multivariate splines and finite element methods', Journal of Algorithms and Computational Technology, 15,
    Journal articles | 2021
    Le Gia QT; Li M; Wang YG, 2021, 'Algorithm 1018: FaVeST-Fast Vector Spherical Harmonic Transforms', ACM Transactions on Mathematical Software, 47,
    Journal articles | 2020
    Buratti Y; Le Gia QT; Dick J; Zhu Y; Hameiri Z, 2020, 'Extracting bulk defect parameters in silicon wafers using machine learning models', npj Computational Materials, 6,
    Journal articles | 2019
    Dick J; Gantner RN; Le Gia QT; Schwab C, 2019, 'Higher order Quasi-Monte Carlo integration for Bayesian PDE Inversion', Computers and Mathematics with Applications, 77, pp. 144 - 172,
    Journal articles | 2019
    Gia QTL; Sloan IH; Womersley RS; Wang YG, 2019, 'Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere', Applied and Computational Harmonic Analysis,
    Journal articles | 2019
    Kazashi Y; Le Gia QT, 2019, 'A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere', Journal of Complexity, 50, pp. 43 - 65,
    Journal articles | 2019
    Peach JJ; Le Gia QT, 2019, 'A spectral method to the stochastic Stokes equations on the sphere', ANZIAM Journal, 60, pp. C52 - C64,
    Journal articles | 2018
    Le Gia QT, 2018, 'Numerical solutions of a boundary value problem on the sphere using radial basis functions', , pp. 815 - 836,
    Journal articles | 2018
    Zhong M; Le Gia QT; Wang W, 2018, 'A multiscale support vector regression method on spheres with data compression', Applicable Analysis,
    Journal articles | 2017
    Brzeźniak Z; Goldys B; Gia QTL; Le Gia Q, 2017, 'Random attractors for the stochastic Navier--Stokes equations on the 2D unit sphere', Journal of Mathematical Fluid Mechanics, 20, pp. 227 - 253,
    Journal articles | 2017
    Dick J; Gantner RN; Le Gia QT; Schwab C, 2017, 'Multilevel higher-order quasi-Monte Carlo Bayesian estimation', Mathematical Models and Methods in Applied Sciences, 27, pp. 953 - 995,
    Journal articles | 2017
    Dinh Nguyen Duy H; Nguyen Huy T; Le Dinh L; Quoc Thong Le G, 2017, 'Inverse problem for nonlinear backward space-fractional diffusion equation', Journal of Inverse and Ill-Posed Problems, 25, pp. 423 - 443,
    Journal articles | 2017
    Le Gia QT; Sloan IH; Wang YG; Womersley RS, 2017, 'Needlet approximation for isotropic random fields on the sphere', Journal of Approximation Theory, 216, pp. 86 - 116,
    Journal articles | 2017
    Le Gia QT; Sloan IH; Wendland H, 2017, 'Zooming from global to local: a multiscale RBF approach', Advances in Computational Mathematics, 43, pp. 581 - 606,
    Journal articles | 2017
    Wang YG; Le Gia QT; Sloan IH; Womersley RS, 2017, 'Fully discrete needlet approximation on the sphere', Applied and Computational Harmonic Analysis, 43, pp. 292 - 316,
    Journal articles | 2017
    Zhu Y; Le Gia QT; Juhl MK; Coletti G; Hameiri Z, 2017, 'Application of the Newton–Raphson method to lifetime spectroscopy for extraction of defect parameters', IEEE Journal of Photovoltaics, 7, pp. 1092 - 1092,
    Journal articles | 2016
    Chernih A; Le Gia QT, 2016, 'Multiscale methods with compactly supported radial basis functions for the Stokes problem on bounded domains', Advances in Computational Mathematics, 42, pp. 1187 - 1208,
    Journal articles | 2016
    Dick J; Kuo FY; Le Gia QT; Schwab C, 2016, 'Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations', SIAM Journal on Numerical Analysis, 54, pp. 2541 - 2568,
    Journal articles | 2016
    Dick J; Le Gia QT; Schwab C, 2016, 'Higher order quasi-monte carlo integration for holomorphic, parametric operator equations', SIAM-ASA Journal on Uncertainty Quantification, 4, pp. 48 - 79,
    Journal articles | 2016
    Le Gia QT; Tran, T ; Nguyen HT, 2016, 'Solving the backward heat equation on the unit sphere', ANZIAM Journal : Electronic Supplement, pp. C262 - C278,
    Journal articles | 2015
    Brzeźniak Z; Goldys B; Le Gia QT, 2015, 'Random dynamical systems generated by stochastic Navier-Stokes equations on a rotating sphere', Journal of Mathematical Analysis and Applications, 426, pp. 505 - 545,
    Journal articles | 2015
    Dick J; Kuo FY; Gia QTL; Schwab C; Le Gia Q, 2015, 'Fast QMC matrix-vector multiplication', SIAM Journal on Scientific Computing, 37, pp. A1436 - A1450,
    Journal articles | 2014
    Chernih A; Le Gia QT, 2014, 'Multiscale methods with compactly supported radial basis functions for Galerkin approximation of elliptic PDEs', IMA Journal of Numerical Analysis, 34, pp. 569 - 591,
    Journal articles | 2014
    Dick J; Kuo FY; Le Gia QT; Nuyens D; Schwab C, 2014, 'Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs', SIAM Journal on Numerical Analysis, 52, pp. 2676 - 2702,
    Journal articles | 2014
    Le Gia QT; McLean W, 2014, 'Solving the heat equation on the unit sphere via Laplace transforms and radial basis functions', Advances in Computational Mathematics, 40, pp. 353 - 375,
    Journal articles | 2014
    Le Gia QT; Wendland H, 2014, 'Data compression on the sphere using multiscale radial basis function approximation', Advances in Computational Mathematics, 40, pp. 923 - 943,
    Journal articles | 2012
    Chernih A; Le Gia QT, 2012, 'Multiscale methods with compactly supported radial basis functions for elliptic partial differential equations on bounded domains', Proceedings of the 16th Computational Techniques and Applications Conference, published in ANZIAM Journal, 54, pp. C137 - C152,
    Journal articles | 2012
    Le Gia QT; Sloan IH; Wendland H, 2012, 'Multiscale RBF collocation for solving PDEs on spheres', Numerische Mathematik, 121, pp. 99 - 125,
    Journal articles | 2012
    Le Gia QT; Sloan IH; Wendland H, 2012, 'Multiscale approximation for functions in arbitrary Sobolev spaces by scaled radial basis functions on the unit sphere', Applied and Computational Harmonic Analysis, 32, pp. 401 - 412,
    Journal articles | 2012
    Le Gia QT; Tran T, 2012, 'Fast iterative solvers for boundary value problems on a local spherical region', Proceedings of the 16th Computational Techniques and Applications Conference, published in ANZIAM Journal, 54, pp. C492 - C507,
    Journal articles | 2011
    Costea A; Le Gia Q; Stephan E; Tran T, 2011, 'Meshless BEM and overlapping Schwarz preconditioners for exterior problems on spheroids', Studia Geophysica et Geodaetica, 55, pp. 465 - 477
    Journal articles | 2011
    Ganesh M; Le Gia QT; Sloan IH, 2011, 'A pseudospectral quadrature method for Navier-Stokes equations on rotating spheres', Mathematics of Computation, 80, pp. 1397 - 1430,
    Journal articles | 2011
    Ganesh M; Le Gia QT, 2011, 'A redial basis Galerkin method for spherical surface Stokes equations', ANZIAM Journal, pp. C56 - C71
    Journal articles | 2011
    Le Gia QT; Mclean W, 2011, 'Numerical solution of a parabolic equation on the sphere using Laplace transforms and radial basis functions', ANZIAM Journal, pp. C89 - C102
    Journal articles | 2011
    Le Gia QT; Sloan IH; Wathen AJ, 2011, 'Stability and preconditioning for a hybrid approximation on the sphere', Numerische Mathematik, 118, pp. 695 - 711,
    Journal articles | 2011
    Le Gia QT; Stephan EP; Tran T, 2011, 'Solution to the Neumann problem exterior to a prolate spheroid by radial basis functions', Advances in Computational Mathematics, 34, pp. 83 - 103,
    Journal articles | 2011
    Le Gia QT; Tran T, 2011, 'Additive Schwartz preconditioners for interpolation of divergence-free vector fields on spheres', The ANZIAM Journal, pp. C742 - C758
    Journal articles | 2010
    Ganesh M; Le Gia QT, 2010, 'A radial basis Galerkin method for spherical surface Stokes equations', ANZIAM Journal, 52
    Journal articles | 2010
    Le Gia QT; Sloan IH; Wendland H, 2010, 'Multiscale analysis in Sobolev spaces on the sphere', SIAM Journal on Numerical Analysis, 48, pp. 2065 - 2090,
    Journal articles | 2010
    Le Gia QT; Tran T, 2010, 'An overlapping additive Schwarz preconditioner for interpolation on the unit sphere with spherical radial basis functions', Journal of Complexity, 26, pp. 552 - 573
    Journal articles | 2010
    Tran T; Le Gia QT; Sloan IH; Stephan EP, 2010, 'Preconditioners for pseudodifferential equations on the sphere with radial basis functions', Numerische Mathematik, 115, pp. 141 - 163
    Journal articles | 2009
    Le Gia QT; Sloan IH; Tran T, 2009, 'Overlapping additive schwarz preconditioners for elliptic pdes on the unit sphere', Mathematics of Computation, 78, pp. 79 - 101
    Journal articles | 2009
    Le Gia QT; Tran T; Sloan IH; Stephan EP, 2009, 'Boundary integral equations on the sphere with radial basis functions: error analysis', Applied Numerical Mathematics, 59, pp. 2857 - 2871
    Journal articles | 2008
    Le Gia QT; Ganesh M, 2008, 'Post-processing of solutions of incompressible Navier-Stokes equations on rotating spheres', ANZIAM Journal, pp. 90 - 106
    Journal articles | 2008
    Le Gia QT; Hesse K, 2008, 'Local radial basis function approximation on the sphere', Bulletin of the Australian Mathematical Society, 77, pp. 197 - 224
    Journal articles | 2008
    Le Gia QT; Mhaskar H, 2008, 'Localized linear polynomial operators and quadrature formulas on the sphere', SIAM Journal on Numerical Analysis, 47, pp. 440 - 466
    Journal articles | 2008
    Le Gia QT; Pham TD; Tran T, 2008, 'Numerical solutions to a boundary integral equation with spherical radial basis functions', ANZIAM Journal, pp. 266 - 281
    Journal articles | 2008
    Le Gia QT; Tran T, 2008, 'Interpolation on the sphere: a fast solution technique', ANZIAM Journal, pp. 354 - 370
    Journal articles | 2006
    Le Gia QT; Mhaskar H, 2006, 'Polynomial operators and local approximation of solutions of pseudo-differential equations on the sphere', Numerische Mathematik, 103, pp. 299 - 322
    Journal articles | 2006
    Le Gia QT; Narcowich FJ; Ward JD; Wendland H, 2006, 'Continuous and discrete least-squares approximation by radial basis functions on spheres', Journal of Approximation Theory, 143, pp. 124 - 133
    Journal articles | 2005
    Le Gia QT, 2005, 'Approximation of parabolic PDEs on spheres using collocation method', Advances in Computational Mathematics, 22, pp. 377 - 397
    Journal articles | 2005
    Le Gia QT, 2005, 'Approximation of parabolic PDEs on spheres using spherical basis functions', Advances in Computational Mathematics, 22, pp. 377 - 397,
    Journal articles | 2004
    Le Gia QT, 2004, 'Galerkin approximation of elliptic PDEs on spheres', Journal of Approximation Theory, 130, pp. 125 - 149
  • Working Papers | 2019
    Hamann J; Gia QTL; Sloan IH; Wang YG; Womersley RS, 2019, A New Probe of Gaussianity and Isotropy applied to the CMB Maps, ,
    Working Papers | 2018
    Gia QTL; Sloan IH; Womersley RS; Wang YG; Le Gia Q, 2018, Sparse Isotropic Regularization for Spherical Harmonic Representations of Random Fields on the Sphere,
  • Preprints | 2023
    Gia QTL; Mhaskar HN, 2023, Numerical solutions to an inverse problem for a non-linear Helmholtz equation,
    Preprints | 2023
    Hamann J; Gia QTL; Sloan IH; Womersley RS, 2023, Removing the mask -- reconstructing a scalar field on the sphere from a masked field,
    Conference Papers | 2019
    Buratti Y; Dick J; Le Gia Q; Hameiri Z, 2019, 'A machine learning approach to defect parameters extraction: Using random forests to inverse the shockley-read-hall equation', in Conference Record of the IEEE Photovoltaic Specialists Conference, Institute of Electrical and Electronics Engineers (IEEE), Chicago, USA, pp. 3070 - 3073, presented at 46th IEEE photovoltaic specialists conference, Chicago, USA, 17 June 2019 - 21 June 2019,
    Conference Papers | 2019
    Buratti Y; Dick J; Le Gia Q; Zhu Y; Hameiri Z, 2019, 'Inversion of the Shockley-Read-Hall equation using random forests', Canberra, presented at Asia Pacific Solar Research Conference, Canberra, 03 December 2019
    Conference Papers | 2016
    Le Gia QT; Gimperlein H; Maischak M; Stephan EP, 2016, 'Solving approximate cloaking problems using finite element methods', in Droniou J; Clarke S; Page M (eds.), Proceedings Computational Techniques and Applications Conference, Australian Mathematical Publishing Association, Monash University, Melbourne, presented at Computational Techniques and Applications Conference, Monash University, Melbourne, 27 November 2016 - 30 November 2016,
    Conference Papers | 2014
    Dick J; Le Gia QT; Schwab CH, 2014, 'Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification', in Kirby RM; Berzins M; Hesthaven JS (eds.), Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014, Springer Nature, Salt Lake City, Utah, USA, pp. 445 - 453, presented at ICOSAHOM conference, Salt Lake City, Utah, USA, 23 June 2014 - 27 June 2014,
    Conference Papers | 2014
    Le Gia QT; Tran, T ; Nguyen HT, 2014, 'Solving the backward heat equation on the unit sphere', in ANZIAM Journal : Electronic Supplement, Australian Mathematical Society, ANU, pp. C262 - C278, presented at Computational Techniques and Applications Conference, ANU, 01 December 2014 - 03 December 2014,
    Conference Papers | 2012
    Chernih A; Le Gia QT, 2012, 'Multiscale methods with compactly supported radial basis functions for elliptic partial differential equations on bounded domains', in McCue S; Moroney T (ed.), Proceedings of the 16th Computational Techniques and Applications Conference, published in ANZIAM Journal, Australian Mathematical Society, Australia, pp. C137 - C152, presented at The 16th Biennial Computational Techniques and Applications Conference, Brisbane, 23 September 2012 - 26 September 2012,
    Conference Papers | 2012
    Le Gia QT; Tran T, 2012, 'Fast iterative solvers for boundary value problems on a local spherical region', in McCue S; Moroney T (ed.), Proceedings of the 16th Computational Techniques and Applications Conference, published in ANZIAM Journal, Australian Mathematical Society, Australia, pp. C492 - C507, presented at CTAC-2012, QUT, Brisbane, 23 September 2012 - 26 September 2012,
    Conference Papers | 2012
    Le Gia QT, 2012, 'A QMC spectral method for elliptic PDEs with random coefficients on the unit sphere', in Dick J; Kuo FY; Peters GW; Sloan IH (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, Sydney, Australia, pp. 517 - 534, presented at MCQMC 2012, Sydney, Australia, 13 February 2012 - 17 February 2012
    Conference Papers | 2010
    Ganesh M; Le Gia QT, 2010, 'A radial basis Galerkin method for spherical surface Stokes equations', in ANZIAM Journal
    Conference Papers | 2010
    Ganesh M; Le Gia QT, 2010, 'A redial basis Galerkin method for spherical surface Stokes equations', in ANZIAM Journal, Australian Mathematics Publishing Association Inc, Canberra, ACT, Australia, pp. C56 - C71, presented at CTAC 2010, Õ¬Äи£Àû, Sydney, 28 November 2010 - 01 December 2010
    Conference Papers | 2010
    Le Gia QT; Mclean W, 2010, 'Numerical solution of a parabolic equation on the sphere using Laplace transforms and radial basis functions', in ANZIAM Journal, Australian Mathematics Publishing Association Inc, Canberra, ACT, Australia, pp. C89 - C102, presented at CTAC 2010, Õ¬Äи£Àû, Sydney, 28 November 2010 - 01 December 2010
    Conference Papers | 2010
    Le Gia QT; Tran T, 2010, 'Additive Schwartz preconditioners for interpolation of divergence-free vector fields on spheres', in The ANZIAM Journal, Australian Mathematical Society, Australia, pp. C742 - C758, presented at CTAC 2010, Õ¬Äи£Àû, Sydney, 28 November 2010 - 01 December 2010
    Conference Papers | 2010
    Stephan EP; Costea A; Le Gia QT; Tran T, 2010, 'Meshless boundary element methods for exterior problems on spheroids', in Advances in Boundary Element Techniques XI, EC Ltd, UK, London, pp. 455 - 461, presented at Boundary Element Techniques XI, Berlin, Germany, 12 July 2010 - 14 July 2010
    Conference Presentations | 2004
    Le Gia QT, 2004, 'Galerkin method for elliptic PDEs on spheres: the L2(Sn) error estimates', presented at 11th International Conference in Approximation Theory, Gatlinburg, Tennessee, 18 May 2004 - 22 May 2004
    Conference Papers | 2004
    Le Gia QT, 2004, 'The L2(Sn) error estimate for the Galerkin method for elliptic PDEs on spheres', in Eleventh International Conference on Approximation Theory XI, Gatlinburg, Tennessee, presented at 11th International Conference in Approximation Theory, Gatlinburg, Tennessee, 18 May 2004 - 22 May 2004
    Conference Papers | 1999
    Martinez-Bejar R; Ibanez-Cruz F; Treadgold NK; Cao TM; Compton PJ, 1999, 'FMR: An Incremental Knowledge Acquisition System for Fuzzy Domains', in 11th European Workshop on Knowledge Acquisition, Management and Modelling, Schloss Dagstuhl Gaermany, presented at 11th European Workshop on Knowledge Acquisition, Management and Modelling, Schloss Dagstuhl Gaermany, 26 May 1999 - 29 May 1999

  • ARC Discovery Project DP220101811, "Novel mathematics and efficient computational techniques for human vision", $412K (2022-2024).
  • ARC Discovery Project DP180100506, "Uncertainty on spheres and shells: mathematics and methods for applications", $387K (2018-2020).

L. F. Guseman Prize in Mathematics, Texas A\&M University, April, 2003.

Research Interests

  • Approximation of functions on the unit sphere
  • Numerical methods for partial differential equationsÌýon spheres and surfaces
  • Numerical methods for stochastic partial differential equations
  • Partial differential equationsÌýwith random coefficients
  • Machine learning/ Data science

External

  • Associate Editor for
  • Secretary for
  • Co-chair of

My Research Supervision

  • Haoxuan Wu, (co-supervisor), Õ¬Äи£Àû, May 2020.

Ìý

Past Ph.D. students

  • Michael Clarke, (joint-supervisor), Õ¬Äи£Àû, June 2018 - .
  • Yoann Buratti, (co-supervisor), Õ¬Äи£Àû, July 2018 -- Oct 2022.
  • , (joint-supervisor), Õ¬Äи£Àû, Jan 2015 -- Mar 2018.
  • , (co-supervisor), Õ¬Äи£Àû, Jan 2010 -- Mar 2013.

My Teaching

Undergraduate courses

Master students

  • Yixan Cao, Numerical Methods for Cox-Ingersoll-Ross Models, Õ¬Äи£Àû, Feb-2022 -- Aug-2022.
  • Yiqi Zhao, Solving Black-Scholes equations by neural networks, Õ¬Äи£Àû, Feb-2022 -- Aug-2022.
  • Yuyang Li, Numerical methods for option pricing, Õ¬Äи£Àû, Feb--Aug 2020.
  • Yijia Ma, Numerical methods for Asian options, Õ¬Äи£Àû, Feb--Aug 2020.
  • Pengyun Zhang, Numerical methods for the multi-asset Black-Scholes equation. Õ¬Äи£Àû, Jun-Dec 2019.
  • Fan Li, Pricing options with finite difference methods, Õ¬Äи£Àû, Feb--Aug 2019.
  • Yujia Liu, Numerical solutions of the Black-Scholes-Merton equation, Õ¬Äи£Àû, Feb--Aug 2019.
  • Xiongwen Ke, Learning with imbalanced data, Õ¬Äи£Àû, Mar-June 2018 (joint advisor).

Ìý

Honours students

  • Daniel Ma, Õ¬Äи£Àû, Dynamic pricing with neural networks, Feb-2023 -- Nov-2023.
  • Anthony Tran, Machine Learning Techniques in Option Pricing, Õ¬Äи£Àû, Jun-2022 -- May 2023.
  • Ting Li, Portfolio Optimisation with Neural Networks, Õ¬Äи£Àû, Feb-2022 -- Nov 2022.
  • Brock Sherlock, Oncolytic virus treatment of human breast cancer cells: modeling therapy efficacy, Õ¬Äи£Àû, Feb-2021 -- Nov-2021 (joint advisor).
  • Callum Scott, Solving partial differential equations using neural networks, Õ¬Äи£Àû, Feb-2021 -- Nov-2021.
  • Michelle Qiu, Machine learning techniques for imbalanced data with an application in finance, Õ¬Äи£Àû, Feb-2021 -- Nov-2021.
  • Chris Lee, Machine learning techniques applied to COVID-19 literature clustering, Õ¬Äи£Àû, Feb-2020 -- Nov-2020
  • James Hortle, Alzheimer's disease detection via machine learning, Õ¬Äи£Àû, July 2016--July 2017.