Rob Womersley Honorary Associate Professor School of Mathematics and Statistics University of New South Wales

Brief History Research interests Teaching Administration Other Activities Publications

BSc (Hons) from the University of Adelaide (1976); MSc and PhD from University of Dundee, Scotland (1977, 1981); Visiting Assistant Professor, University of Kentucky, Lexington (1979-1980); Lecturer, University of New South Wales (1981-1983); Research Fellow, Australian National University (1983-1985), Lecturer, Senior Lecturer, Associate Professor, University of New South Wales (1985-2015), Honorary Associate Professor (2015-2020). 

Recent Visiting Appointments

• Visiting Professor, Department of Mathematics, Vanderbilt University, Nashville, TN, USA, Spring (January - May) 2019 Semester.
• ICERM (Institute for Computational and Experimental Research in Mathematics), Brown University, Providence, RI, USA, Semester Program on Point Configurations in Geometry, Physics and Computer Science, February 1 - May 4, 2018.
• Senior Research Fellow, Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Hong Kong, February 2017 - June 2017.
• Visiting Professor, Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Hong Kong, August 2009 - January 2010.

Development, analysis, implementation and application of computational methods in

• Optimization
• Computational Mathematics
• Mathematical Finance
• High Performance Computing

• Interpolation and cubature over the sphere with Ian Sloan.
  • Maximum determiant points on the sphere.
  • Efficient Spherical Designs.
  • Low (Coulomb) energy points on the sphere for large N.
• Minimum energy point distributions on the torus
• Distributing points on the sphere (School webpage article)
• Mathematics and Statistics in all spheres of life poster.

• Optimization
• Computational Mathematics

Some ARC grants

• B. Goldys and R. S. Womersley, Market Model of Implied Volatility (ARC Discovery Project 2005 - 2007)
• R. S. Womersley, Approximation, Cubature and Point Designs on the Sphere (ARC Discovery Project 2004-2006).

• MATH1151 Mathematics for Actuarial Studies and Finance 1A
• MATH2089 Numerical Methods and Statistics (Numerical Methods)
• MATH3311 Mathematical Computing for Finance
• MATH5335 Computational Methods for Finance
• MATH3161 Optimization


• BINF3001 (2008) Local and Global Optimization: Formulation, Methods and Applications lgopt.pdf
• MATH3161 (2003) Optimization methods and applications optnotes.pdf (Warning 3.6Mb).

• Chair, Computing Committee, School of Mathematics and Statistics (S2, 2010 - 2015)
• Chair, High Performance Computing Committee (2005 - 2015)
• Head, School of Mathematics and Statistics (2008)
• Deputy Head, School of Mathematics and Statistics (2005 - 2007)

• Information about the School of Mathematics and Statistics at UNSW
  • Mathematics and Statistics - May 2011
  • Mathematics, Science, University and Beyond, May 2008.

Regional and national HPC centres:

• Intersect - peak eResearch organisation in NSW.
• NCRIS - National Collaborative Research Infrastrucutre.
  • NCI - National Computational Infrastructure
• Sydney Financial Mathematics Workshop ( SFMW)

Please see UNSW Research Profile