ABOUT ME

Biography

Dr Josef Dick is a Professor and Deputy Head in the School of Mathematics and Statistics, UNSW.

Education

• • PhD in Mathematics, UNSW, 2004.
  • MSc in Mathematics, Univeristy of Salzburg, 2001.

RESEARCH

Research in Detail

Dr Dick’s main research interests relate to numerical integration and, in particular, quasi-Monte Carlo rules. His research uses a variety of techniques from number theory, abstract algebra (finite fields in particular), discrepancy theory, wavelet theory and statistics, for the rigorous analysis of practical algorithms for computational problems. He also often provides implementation of his algorithms in Matlab to bridge the gap between theory and applications of his work. He has successfully applied his ideas to point distributions on the unit cube for use in numerical integration algorithms, completely uniformly distributed sequences for Markov chain quasi-Monte Carlo algorithms and, most recently, to explicit constructions of uniformly distributed points on the sphere.

Research Grants

• • • Chief investigator for Discovery project from the Australian Research Council, 2012-2014 for the project ``Mathematics in the round - the challenge of computational analysis on spheres''. Chief Investigator (CI) Prof. Ian Sloan (UNSW), CI Dr. Josef Dick (UNSW), Partner investigator (PI) Prof. Holger Wendland (Oxford University), PI Prof. Ed B. Saff (Vanderbilt University).
    • Queen Elizabeth II Fellowship from the Australian Research Council, 2010-2014 for the project ``Algebraic methods for Markov Chain Monte Carlo and quasi-Monte Carlo''.
    • UNSW Vice Chancellor Fellowship 2006 - 2009.

Current Student Projects (PhD and Honours)

Quasi-Monte Carlo methods

Discrepancy Theory

Markov chain Monte Carlo

Uncertainty Quantification

Advice for prospective students

Please contact me via email if you are interested in working with me. It would be helpful if you could also describe your interests and background in numerical analysis, number theory, algebra, or statistics.

TEACHING & OUTREACH

Courses I teach

Math1151 Algebra

Math3311/5335 Mathematical Computing for Finance

Professional affiliations and service positions

Editor Journal of Complexity and Journal of Approximation Theory