Researcher

My Expertise

Quasi-Monte Carlo methods for high-dimensional numerical integration and approximation; PDEs with random coefficients and uncertainty quantification.

Fields of Research (FoR)

Numerical and Computational Mathematics, Approximation Theory and Asymptotic Methods, Applied Mathematics

Biography

CURRENT POSITION

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...view more

CURRENT POSITION

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, Associate Professor since 2015, and Professor since 2019. 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 differential equations with random coefficients and uncertainty quantification.


My Grants

  • FWO Senior Research Project (together with Dirk Nuyens and Ronald Cools at KU Leuven, Belgium) "Analysis and Construction of Optimal Lattice Based Cubature: Theoretical developments for new algorithms, and randomization techniques, for non-periodic integrands" (2020 - 2023)
  • ARC Discovery Project (together with Ian Sloan) "High dimensional computation and uncertainty" (2021 - 2023)
  • 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; partial differential equations with random coefficients and uncertainty quantification.

EXTERNAL

  • Associate Editor of SIAM Journal on Scientific Computing (2019 - current)
  • Associate Editor of SMAI Journal of Computational Mathematics (2018 - current)
  • Associate Editor of Mathematics of Computation (2016 - current)
  • Associate Editor of SIAM Journal on Numerical Analysis (2016 - current)
  • Associate Editor of Foundations of Computational Mathematics (2020 - 2021)
  • Associate Editor of International Journal for Uncertainty Quantification (2019 - 2021)
  • Associate Editor of Journal of Complexity (2008 - 2019)
  • Member of MATRIX Scientific Committee (2019 - 2021)
  • Member of FoCM Board of Directors (2014 - 2020)
  • Member of AMSI Scientific Advisory Committee (2014 - 2016)
  • Member of HDA Steering Committee (2015 - current)
  • Member of MCQMC Steering Committee (2006 - 2016)

TEACHING DUTIES

  • MATH1081 Discrete Mathematics (2008, 2012, 2013, 2018, 2019)
  • MATH1131 Mathematics 1A (2006, 2007, 2019, 2020, 2021)
  • MATH2089 Numerical Methods and Statistics (2013, 2020, 2021, 2022)
  • 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-3061

Contact

+61 2 9385 7082
+ 61 2 9385 7123