Researcher

Associate Professor Frances Yi-chun Kuo

Field of Research (FoR)

Biography

POSITION

ARC Future Fellow; Associate Professor in Applied Mathematics

RESEARCH INTERESTS

Quasi-Monte Carlo methods for high-dimensional numerical integration and approximation; Information-based complexity; Applications in mathematical finance, statistics, and partial differential equations with random coefficients.

AWARDS

  • 2014 Information-Based Complexity Prize
  • 2011 ANZIAM JH Michell Medal
  • 2003 Inaugural Information-Based Complexity Young...view more

POSITION

ARC Future Fellow; Associate Professor in Applied Mathematics

RESEARCH INTERESTS

Quasi-Monte Carlo methods for high-dimensional numerical integration and approximation; Information-based complexity; Applications in mathematical finance, statistics, and partial differential equations with random coefficients.

AWARDS

  • 2014 Information-Based Complexity Prize
  • 2011 ANZIAM JH Michell Medal
  • 2003 Inaugural Information-Based Complexity Young Researcher Award

RECENT GRANTS

  • ARC Discovery Project (together with A/Professor Josef Dick and Professor Ian Sloan) "Quantifying uncertainty: innovations in high dimensional computation" (2015 - 2017)
  • ARC Future Fellowship "Liberating the dimension - frontier technologies for very high dimensional problems" (2013 - 2017)
  • ARC Discovery Project (together with Professor Ian Sloan) "Very high dimensional computation - a new frontier in numerical analysis" (2011 - 2013)
  • ARC Queen Elizabeth II Fellowship, Discovery Project "Innovative methods for very high dimensional problems" (2007 - 2011)
  • UNSW Vice-Chancellors' Postdoctoral Fellowship (2004 - 2006)

EXTERNAL

  • Associate Editor of Mathematics of Computation
  • Associate Editor of SIAM Journal on Scientific Computation
  • Associate Editor of Journal of Complexity
  • Member of FoCM Board
  • Member of AMSI Scientific Advisory Committee
  • Member of CMG Executive Committee
  • Member of MCQMC Steering Committee
  • Member of HDA Steering Committee

TEACHING DUTIES

  • MATH1081 Discrete Mathematics (2008, 2012, 2013)
  • MATH1131 Mathematics 1A (2006, 2007)
  • MATH2089 Numerical Methods and Statistics (2013)
  • MATH3101 Computing Methods for Differential Equations (2004, 2005)
  • MATH5175 Quasi-Monte Carlo and Finite Element Methods (2012, 2013)
  • MATH5295 Finite Element and Quasi-Monte Carlo and Methods (2015)

My Expertise

Quasi-Monte Carlo methods for high-dimensional numerical integration and approximation; Information-based complexity; Applications in mathematical finance, statistics, and porous media flow.

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Location

School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
Australia

Red Center East Wing
RC-4077

Contact

+61 2 9385 7082
+ 61 2 9385 7123