Researcher

Associate Professor Frances Yi-chun Kuo

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.

Field of Research (FoR)

Biography

CURRENT POSITION

ARC Future Fellow; Associate Professor in Applied Mathematics

Frances Kuo completed a BCMS(Hons) in 1999 and a PhD in 2002 at the University of Waikato in New Zealand, and subsequently joined the School of Mathematics and Statistics at the University of New South Wales in 2003. Started as a Research Fellow, Frances obtained a UNSW Vice-Chancellor's Research Fellowship in 2004-2006, an ARC QEII Fellowship in 2007-2011, and was...view more

CURRENT POSITION

ARC Future Fellow; Associate Professor in Applied Mathematics

Frances Kuo completed a BCMS(Hons) in 1999 and a PhD in 2002 at the University of Waikato in New Zealand, and subsequently joined the School of Mathematics and Statistics at the University of New South Wales in 2003. Started as a Research Fellow, Frances obtained a UNSW Vice-Chancellor's Research Fellowship in 2004-2006, an ARC QEII Fellowship in 2007-2011, and was appointed a Senior Lecturer in 2012. She is an ARC Future Fellow since 2013, and an Associate Professor since 2015. Frances was the recipient of the inaugural Information-based Complexity Young Researcher Award in 2003, and the ANZIAM J.H. Michell Medal in 2011, and the Information-based Complexity Prize in 2014. She works in the theory and applications of high dimensional integration and approximation, especially quasi-Monte Carlo methods, multilevel and multivariate decomposition techniques. Her recent interests are in their application to partial diffential equations with random coefficients.


My Grants

  • ARC Discovery Project (together with Ian Sloan) "Towards a science of high dimensional computation" (2018 - 2020)
  • 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)

My Qualifications

  • PhD in Mathematics, University of Waikato, New Zealand, 2002
  • BCMS (Hons), University of Waikato, New Zealand, 1999

My Awards

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

My Research Activities

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.

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, 2018)
  • 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)
View less

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