Fields of Research (FoR)
Approximation Theory and Asymptotic Methods, Numerical and Computational MathematicsBiography
Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, UNSW, 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
My Grants
- ARC Discovery Project DP220101811, "Novel mathematics and efficient computational techniques for human vision", $412K...view more
Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, UNSW, 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
My Grants
- 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).
My Qualifications
- PhD in Mathematics, (Texas A&M University, 2003)
- MS in Mathematics, (Texas A&M University, 2000)
- BSc in Mathematics and Computer Science, UNSW, Sydney,1998.
My Awards
L. F. Guseman Prize in Mathematics, Texas A\&M University, April, 2003.
My Research Activities
Research Interests
- Approximation of functions on the unit sphere
- Numerical methods for partial differential equations on spheres and surfaces
- Numerical methods for stochastic partial differential equations
- Partial differential equations with random coefficients
- Machine learning/ Data science
My Research Supervision
Currently supervising
- Haoxuan Wu, (co-supervisor), UNSW, May 2020.
Past Ph.D. students
- Michael Clarke, (joint-supervisor), UNSW, June 2018 - .
- Yoann Buratti, (co-supervisor), UNSW, July 2018 -- Oct 2022.
- Yoshihito Kazashi, (joint-supervisor), UNSW, Jan 2015 -- Mar 2018.
- Andrew Chernih, (co-supervisor), UNSW, Jan 2010 -- Mar 2013.
My Engagement
External
- Associate Editor for Frontiers in Applied Mathematics and Statistics
- Secretary for ANZIAM's Computational Mathematics Group
- Co-chair of Mathematics of Computation and Optimisation, a Special Interest Group of the AustMS
My Teaching
Undergraduate courses
MATH2301: Mathematical Computing
MATH3371/5371: Numerical linear algebra
Master students
- Yixan Cao, Numerical Methods for Cox-Ingersoll-Ross Models, UNSW, Feb-2022 -- Aug-2022.
- Yiqi Zhao, Solving Black-Scholes equations by neural networks, UNSW, Feb-2022 -- Aug-2022.
- Yuyang Li, Numerical methods for option pricing, UNSW, Feb--Aug 2020.
- Yijia Ma, Numerical methods for Asian options, UNSW, Feb--Aug 2020.
- Pengyun Zhang, Numerical methods for the multi-asset Black-Scholes equation. UNSW, Jun-Dec 2019.
- Fan Li, Pricing options with finite difference methods, UNSW, Feb--Aug 2019.
- Yujia Liu, Numerical solutions of the Black-Scholes-Merton equation, UNSW, Feb--Aug 2019.
- Xiongwen Ke, Learning with imbalanced data, UNSW, Mar-June 2018 (joint advisor).
Honours students
- Daniel Ma, UNSW, Dynamic pricing with neural networks, Feb-2023 -- Nov-2023.
- Anthony Tran, Machine Learning Techniques in Option Pricing, UNSW, Jun-2022 -- May 2023.
- Ting Li, Portfolio Optimisation with Neural Networks, UNSW, Feb-2022 -- Nov 2022.
- Brock Sherlock, Oncolytic virus treatment of human breast cancer cells: modeling therapy efficacy, UNSW, Feb-2021 -- Nov-2021 (joint advisor).
- Callum Scott, Solving partial differential equations using neural networks, UNSW, Feb-2021 -- Nov-2021.
- Michelle Qiu, Machine learning techniques for imbalanced data with an application in finance, UNSW, Feb-2021 -- Nov-2021.
- Chris Lee, Machine learning techniques applied to COVID-19 literature clustering, UNSW, Feb-2020 -- Nov-2020
- James Hortle, Alzheimer's disease detection via machine learning, UNSW, July 2016--July 2017.
Location
School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 2084
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 2084
Contact
9385 7049
9385 7123
Follow
Publications
by Dr Quoc Thong Le Gia
ORCID as entered in ROS
https://orcid.org/0000-0002-2109-6457