|
Our research groups in the areas of applied and computational
mathematics include:
Computational Biology & Bioinformatics
The group conducts research in modern biology problems by tapping on strengths in combinatorics, probability and statistics. Our objective is to develop mathematical understanding of biology problems to push the research frontiers in life sciences. Our research projects include bioinformatics approach to reconstructing an old ancestral genome of all placental mammals, applying pattern and run statistics to detecting functional signals in biological sequence and identifying optimal spaced seeds for homology search, genome rearrangement, microarray analysis of cancer transcriptomes, and modeling of biological complexity evolution of proteins and its domains.
- Guillaume BOURQUE (PhD USC, Adjunct member)
- Louis CHEN (PhD Stanford)
- Vladimir A. KUZNETSOV (PhD Moscow, Adjunct member)
- CHOI Kwok Pui (PhD Illinois)
- ZHANG Louxin (PhD Waterloo)

Imaging
Science & Computer Vision
It is a multidisciplinary research group that emphasizes the
synergy of mathematics, engineering and computer science in the
areas of imaging science, geometric modelling, information
visualization and computer vision. The objective is to develop
the mathematical understanding with new ideas and methods that
push the frontiers of scientific research in these areas and
their applications. The main research topics include wavelets
and PDE methods in imaging science, time-frequency and
scale-space methods in signal and image processing, discrete
geometry, computer graphics and visualization, and image
understanding and computer vision.
-
GOH Say Song (PhD Michigan)
-
JI Hui (PhD Maryland)
-
Wayne LAWTON (PhD Wesleyan)
-
LEE Seng Luan (PhD Alberta)
-
SHEN Zuowei (PhD Alberta)
-
TAN Hwee Huat (PhD
Adelaide)
-
YIP Andy M (PhD UCLA)
Mathematical Finance & Mathematical Economics
Mathematical concepts and techniques provide the language and
tools for the development of modern economics and finance. On
the other hand, the theoretical advancement of economics and
finance also stimulates the development of new mathematics. The
research group works in the interface of these areas. In
particular, group members have worked on the following topics:
pricing of options via PDE method, credit risk, risk
identification and portfolio analysis in a large financial
market, stochastic controls and portfolio selection, games with
imperfect information or with many players or with location
problems, general risk and uncertainty, model of complete
insurance, random matching of economic agents, incentive
compatibility problems in a large market with asymmetric
information.
Numerical Analysis & Scientific Computing
Computation is now becoming the third paradigm to study problems arising from science and engineering along with theory and experiment as the other two. The key issue for computation is to design and analyze efficient, accurate and robust numerical methods. Faculty members have worked and will continue to work on: computational fluid dynamics, especially for complex fluids; computational quantum and plasma physics; control theory; computational biology and bioinformatics; numerical linear algebra; multi-scale modeling and simulation; computational methodology; analysis of finite element and spectral methods; etc.
- BAO Weizhu (PhD Tsinghua)
- CHU Delin (PhD Tsinghua)
- LIU Jie (PhD Maryland)
- TAN Roger Choon Ee (PhD La Trobe)
- TOH Kim Chuan (PhD Cornell)
- YIP Andy M (PhD UCLA)
Optimization/
Mathematical Programming
It is a major branch of modern science focusing on modeling
and finding the optimal solution, or the best course of action,
for decision problems (typically from economics, management, and
engineering) that are constrained by limited resources. The
research group works mainly on continuous optimization, possibly
with stochastic variables. The strength is on the mathematical
analysis, design and implementation of algorithms, and
applications of linear and nonlinear (semidefinite) conic
programming. The main research topics include interior point
methods, nonsmooth Newton methods, augmented Lagrangian methods,
log-barrier decomposition methods, computational optimization
techniques such as iterative methods for large linear systems of
equations, and applications of conic programming to study
stochastic problems.
-
Karthik NATARAJAN (PhD
Singapore-MIT Alliance)
-
SUN Defeng (PhD Chinese Acad.
Sci.)
-
TOH Kim Chuan (PhD Cornell)
-
ZHAO Gong Yun (PhD Wuerzburg)
|