Department of Applied Mathematics

Doctor of Philosophy / Master of Philosophy

Sept 2018 Entry

Introduction


The Department currently has three main research groups: Applied Statistics and Financial Mathematics, Optimisation and Operations Research and Engineering and Computational Mathematics.

 

  • Applied Optimisation and Operations Research
  • Applied Statistics and Financial Mathematics
  • Engineering and Computational Mathematics

 

Specific research topics include mathematical finance, medical and environmental science, nonlinear optimisation, variational inequality, nonlinear equations, vector optimisation, optimal control and logistics, numerical integration, numerical simulation of combustion, smoothed particle hydrodynamics, genetic algorithms and neural networks.

 

The Department has a Statistical Advisory Unit that provides both internal and external statistical consultancy and advisory services.

Research Areas


Applied Optimisation and Optimal Control

  • Computational optimal control
  • Financial engineering
  • Mathematical programming
  • Nonlinear optimisation
  • Signal processing
+

Applied Statistics

  • Biostatistics
  • High-dimensional data analysis
  • Statistical learning
  • Survival analysis
  • Time series analysis
+

Computational Mathematics

  • Mathematical biology and modeling
  • Numerical linear algebra
  • Numerical methods for differential equations
+

Financial Mathematics

  • Financial engineering
  • Investment science
  • Mathematical finance
+

Operations Research

  • Forecasting
  • Heuristics
  • Inventory control
  • Manufacturing network flows
  • Supply chain management
  • Transportation
+

Research Facilities


The Department recognises the ever-increasing demand for computational power in teaching and research. In view of this, the Department has recently deployed four high-performance servers as follows.

 

Server Arch. Processor CPU cores Max. Threads  CPU Clock  RAM Operating system
amaws1 X86_64 4 x Intel(R) Xeon(R) E7-4890 v2  60 120 2.8~3.4 GHz 1536GB Ubuntu 16.04LTS
amaws2 X86_64 4 x Intel(R) Xeon(R) E7-4890 v2 60 120 2.8~3.4 GHz 1536GB Ubuntu 14.04LTS
amaws3 X86_64 2 x Intel(R) Xeon(R) E5-2683 v4 + 2 x Tesla K80 GPU  32 64 2.1~3.0 GHz 512GB Ubuntu 16.04LTS
amaws4 X86_64 2 x Intel(R) Xeon(R) E5-2683 v4  32 64 2.1~3.0 GHz 64GB Ubuntu 16.04LTS

 

Together with a 128-processor computer cluster with parallel computing capability, the Department’s computer facilities can efficiently help staff and students to conduct research on big data analysis and applied mathematics.

 

The mathematics laboratories are equipped with up-to-date PCs with various software, colour laser printers, projectors and audio-visual facilities to support the teaching of mathematics and statistics. The Department has also installed eight Bloomberg terminals to allow staff and students to obtain updated financial data via the renowned Bloomberg Financial Information System.

Other Information


No information is available at present.

Supporting Documents


Academic Referee's Report Form

Compulsory - Download (Two Academic Referee's Reports are required)

Curriculum Vitae

Compulsory

Personal Statement

Compulsory

Research Proposal Form

Compulsory - Download

Transcript / Certificate

Compulsory