Department of Applied Mathematics

Doctor of Philosophy / Master of Philosophy

Sept 2019 Entry

Introduction


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

 

The Department offers both MPhil and PhD research programmes in the following five major areas:

  • Applied Optimisation and Optimal Control
  • Applied Statistics
  • Computational Mathematics
  • Financial Mathematics
  • Operations Research

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.

 

World leading research and top in world rankings

Our research in Mathematics and Statistics has received remarkable recognition since 2009. ISI Essential Science Indicators (ESI) has listed PolyU as a highly cited institution in Mathematics since 2015. In 2018, PolyU is listed the world top 100 in the subjects of Mathematics, and Statistics and Operational Research by the Quacquarelli Symonds (QS) World University Ranking, and the 52nd Best Global Universities for Mathematics by the U.S. News & World Report.

 

AMA’s ranking by different ranking agencies in the past 5 years:

Ranking Agencies

2014

2015

2016

2017

2018

Best Global Universities for Mathematics

-

-

-

67

52

The QS World University Ranking by Subject (Mathematics)

101-150

101-150

51-100

51-100

51-100

The QS World University Ranking by Subject (Statistics and Operational Research)

39

45

46

44

51-100

 

Our Department has the following infrastructures to promote research collaborations:

 

Joint Research Institute

In 2005, the Hong Kong Polytechnic University and Academy of Mathematics and Systems Science (AMSS), Chinese Academy of Sciences built a Joint Research Institute (JRI) on Engineering and Management Mathematics. The purpose of the JRI is to promote research collaboration between PolyU and AMSS and enhance joint research with the Chinese Mainland in the field of Applied Mathematics. Every year, it organises a wide range of research activities to facilitate research collaboration across various disciplines. It has joint supervision schemes for research students and post-doctors. 

 

The PolyU-HKBU-SDU Joint Research Center on Financial Mathematics

The PolyU-HKBU-SDU Joint Research Center on Financial Mathematics was established in 2010 to promote research collaboration on Financial Mathematics among researchers of The Hong Kong Polytechnic University (PolyU), Hong Kong Baptist University (HKBU) and Shandong University (SDU). It fosters technical exchange and research cooperation between Mainland China and Hong Kong, and allows the Party to capitalise on their specialities to extend the frontiers of Financial Mathematics.

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

 

The University Research Facility in Big Data Analytics (UBDA)

The University Research Facility in Big Data Analytics (UBDA) was established on 8 May 2018. It is the first university-wide research facility in big data analytics among the universities in Hong Kong. The facility is jointly managed by big data experts from the Department of Computing and AMA and representatives from other disciplines. UBDA will provide consultancy service and technical support to PolyU research community and industry partners, assisting them to develop innovative solutions to research problems and application challenges by capitalising on the use of models, algorithms and platforms for big data analytics and processing. Our Department will facilitate multidisciplinary research in big data.

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 16.04LTS
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

Compulsory - Applicants are required to invite two academics who are familiar with their academic performances and achievements to complete the online academic referee's report.  A system-generated email invitation will be sent to the referees inviting them to complete the online referee's report.  Please provide complete and accurate information of the referees, including email addresses, in your online application.

Curriculum Vitae

Compulsory

Personal Statement

Compulsory

Research Proposal

Compulsory

Transcript / Certificate

Compulsory